GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,014
COMMITMENTS
219 0 445 43,949 44,257 44,613 44,702 401 312
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -3,817)
-175 0 45 -3,853 -3,792 -3,983 -3,747 166 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 1.0 97.6 98.3 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 0 2 37 44 39 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,614
COMMITMENTS
0 0 0 15,447 15,574 15,447 15,574 167 40
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -2,540)
0 0 0 -2,580 -2,477 -2,580 -2,477 40 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.7 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 21 29 21 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,918
COMMITMENTS
0 357 198 8,788 8,498 8,986 9,053 932 865
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -1,323)
-138 -176 -4 -1,165 -1,048 -1,307 -1,228 -16 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 2.0 88.6 85.7 90.6 91.3 9.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 3 33 37 36 40
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,860
COMMITMENTS
692 34 152 4,459 4,969 5,303 5,155 557 705
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -1,274)
259 -81 -255 -1,279 -941 -1,275 -1,277 1 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.6 2.6 76.1 84.8 90.5 88.0 9.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 1 5 37 39 43 44
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,837
COMMITMENTS
105 0 62 3,379 2,640 3,546 2,702 291 1,135
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -125)
-21 0 0 -78 -104 -99 -104 -26 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 1.6 88.1 68.8 92.4 70.4 7.6 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 21 20 22
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,755
COMMITMENTS
90 493 50 1,925 1,923 2,065 2,466 690 289
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -392)
-125 -35 44 -297 -362 -378 -353 -14 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 17.9 1.8 69.9 69.8 75.0 89.5 25.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 20 21 23 25
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 6,937
COMMITMENTS
0 0 0 6,751 6,811 6,751 6,811 186 126
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -3,173)
0 0 0 -3,188 -3,168 -3,188 -3,168 15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 98.2 97.3 98.2 2.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 14 13 14
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,030
COMMITMENTS
0 343 51 24,739 24,636 24,790 25,030 240 0
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -3,148)
0 -105 -75 -3,313 -2,968 -3,388 -3,148 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.2 98.8 98.4 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 27 25 28 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 305,708
COMMITMENTS
50,998 33,366 47,590 157,714 198,562 256,303 279,519 49,406 26,190
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 9,964)
3,029 2,977 4,629 -4,955 3,638 2,703 11,244 7,262 -1,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 10.9 15.6 51.6 65.0 83.8 91.4 16.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
41 21 37 72 91 132 133
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 47,665
COMMITMENTS
0 9,168 14,401 31,459 22,565 45,860 46,134 1,805 1,531
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.2 30.2 66.0 47.3 96.2 96.8 3.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 5 5 15 15 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,973
COMMITMENTS
150 2,441 150 13,655 10,882 13,955 13,473 18 500
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -2,336)
-250 983 -50 -2,054 -3,519 -2,354 -2,586 18 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 17.5 1.1 97.7 77.9 99.9 96.4 0.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 1 2 39 38 42 41
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,734
COMMITMENTS
670 0 0 8,025 8,734 8,695 8,734 39 0
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 780)
-50 0 0 905 855 855 855 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.0 91.9 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 0 21 22 24 22
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,415
COMMITMENTS
0 0 0 3,390 3,415 3,390 3,415 25 0
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 12 12 12
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,128,230
COMMITMENTS
217,642 376,231 418,044 417,597 284,420 1053283 1078695 74,948 49,535
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 83,402)
35,874 33,325 38,512 7,508 11,194 81,895 83,031 1,507 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 33.3 37.1 37.0 25.2 93.4 95.6 6.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
100 136 144 85 76 272 276
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,017,493
COMMITMENTS
78,453 136,795 788,219 1146386 1084961 2013057 2009974 4,435 7,518
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 84,012)
7,556 6,787 39,493 36,803 37,490 83,852 83,770 160 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 6.8 39.1 56.8 53.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
37 31 49 66 61 125 119
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 93,672
COMMITMENTS
45,869 38,399 34,413 12,282 20,453 92,564 93,266 1,108 406
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 7,352)
2,199 -677 5,840 341 1,899 8,380 7,062 -1,028 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.0 41.0 36.7 13.1 21.8 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 15 17 11 14 32 36
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 51,513
COMMITMENTS
0 8,768 1,540 46,642 33,248 48,182 43,556 3,331 7,957
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 182)
0 -242 60 -240 -124 -180 -306 362 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.0 3.0 90.5 64.5 93.5 84.6 6.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 12 14 15 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 85,045
COMMITMENTS
1,297 454 2,800 72,647 72,282 76,744 75,536 8,301 9,509
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 410)
232 -36 -68 1,102 572 1,266 468 -856 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.5 3.3 85.4 85.0 90.2 88.8 9.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 3 17 17 20 20
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,531,427
COMMITMENTS
485,891 267,778 692,903 1318142 1547877 2496936 2508558 34,491 22,869
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 66,933)
10,262 66,144 5,116 54,929 -2,425 70,307 68,835 -3,374 -1,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 10.6 27.4 52.1 61.1 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
34 25 48 91 81 148 133
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,130,018
COMMITMENTS
237,932 75,077 237,293 650,018 815,068 1125243 1127438 4,775 2,580
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 32,142)
-5,336 -7,273 19,611 18,195 20,341 32,470 32,679 -328 -537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 6.6 21.0 57.5 72.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
19 19 29 39 41 73 74
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,531
COMMITMENTS
379 382 237 8,688 8,771 9,304 9,390 227 141
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 536)
172 -116 56 275 634 503 574 34 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.0 2.5 91.2 92.0 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 2 3 30 35 36 40
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,522
COMMITMENTS
110 427 26 1,191 796 1,327 1,249 195 273
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -435)
63 12 -2 -378 -446 -317 -436 -118 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 28.1 1.7 78.3 52.3 87.2 82.1 12.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 1 20 19 23 22
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 237,945
COMMITMENTS
17,571 2,169 38,024 179,591 195,955 235,185 236,148 2,760 1,797
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 11,282)
-389 -5 3,554 7,975 7,552 11,140 11,102 142 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.9 16.0 75.5 82.4 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 5 31 30 37 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,465
COMMITMENTS
4,007 630 3,878 26,364 30,349 34,249 34,857 1,216 608
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 1,400)
536 -110 119 746 1,392 1,400 1,400 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 1.8 10.9 74.3 85.6 96.6 98.3 3.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 3 21 23 24 27
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,476
COMMITMENTS
3,239 1,054 582 8,750 11,592 12,570 13,228 906 248
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 30)
5 -49 22 -3 51 24 24 6 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 7.8 4.3 64.9 86.0 93.3 98.2 6.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 15 16 18 18
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,024
COMMITMENTS
1,736 2,690 290 23,719 23,288 25,745 26,268 2,279 1,756
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 285)
-14 240 0 300 50 286 290 -1 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 9.6 1.0 84.6 83.1 91.9 93.7 8.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 24 22 27 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,329
COMMITMENTS
4,770 0 550 4,672 9,187 9,992 9,737 1,337 1,592
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 4)
-120 0 0 106 4 -14 4 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 0.0 4.9 41.2 81.1 88.2 85.9 11.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 15 17 17 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,352
COMMITMENTS
0 2,256 416 10,726 8,936 11,142 11,608 1,210 744
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 156)
0 -96 16 140 188 156 108 0 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.3 3.4 86.8 72.3 90.2 94.0 9.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 2 17 15 19 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 69,771
COMMITMENTS
0 0 0 69,771 69,771 69,771 69,771 0 0
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 2,756)
0 0 0 2,756 2,756 2,756 2,756 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 15 18 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,077,535
COMMITMENTS
0 0 0 1077535 1077535 1077535 1077535 0 0
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 29,392)
0 0 0 29,392 29,392 29,392 29,392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 15 17 15
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,190
COMMITMENTS
0 0 0 32,190 32,190 32,190 32,190 0 0
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 13 14 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 587,265
COMMITMENTS
0 0 0 587,265 587,265 587,265 587,265 0 0
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 11 13 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 114,957
COMMITMENTS
0 0 0 114,702 114,957 114,702 114,957 255 0
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 16 27 16 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 1,823,579
COMMITMENTS
0 0 0 1823579 1823579 1823579 1823579 0 0
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -3,555)
0 0 0 -3,555 -3,555 -3,555 -3,555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 16 25 16 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,118
COMMITMENTS
5,100 4,283 8,187 46,831 47,393 60,118 59,863 0 255
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 7.1 13.6 77.9 78.8 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 3 23 19 27 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,167,550
COMMITMENTS
37,512 76,435 23,325 1106713 1067790 1167550 1167550 0 0
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 9,360)
0 23,400 -23,400 32,760 9,360 9,360 9,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.5 2.0 94.8 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 1 28 20 31 23
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,239
COMMITMENTS
0 685 0 49,239 48,299 49,239 48,984 0 255
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 63)
0 0 0 191 63 191 63 -128 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 100.0 98.1 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 17 14 17 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,508
COMMITMENTS
2,550 2,550 0 51,364 51,364 53,914 53,914 594 594
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 4.7 0.0 94.2 94.2 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 16 14 17
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,565
COMMITMENTS
18,725 0 2,560 24,025 43,005 45,310 45,565 255 0
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 4,680)
0 0 0 4,680 4,680 4,680 4,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 0.0 5.6 52.7 94.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 10 11 12 12
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,897
COMMITMENTS
765 88 0 14,366 15,554 15,131 15,642 766 255
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -68)
0 0 0 -68 -68 -68 -68 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.6 0.0 90.4 97.8 95.2 98.4 4.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 14 14 15 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 863,586
COMMITMENTS
23,400 41,035 0 840,186 822,551 863,586 863,586 0 0
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 1,080)
0 0 0 1,080 1,080 1,080 1,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.8 0.0 97.3 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 16 19 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 947,668
COMMITMENTS
95,735 0 0 851,933 947,668 947,668 947,668 0 0
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.0 0.0 89.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 15 13 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 5,932
COMMITMENTS
448 0 186 5,276 5,733 5,909 5,919 23 13
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 530)
7 0 -0 509 517 515 517 15 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 3.1 88.9 96.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 4 14 16 18 20
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,539
COMMITMENTS
210 0 0 16,959 17,015 17,169 17,015 370 524
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -2,903)
-85 -36 -42 -3,013 -3,159 -3,140 -3,237 237 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 96.7 97.0 97.9 97.0 2.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 0 33 32 35 32
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,170
COMMITMENTS
0 95 0 6,036 5,651 6,036 5,746 134 424
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 475)
0 10 0 475 435 475 445 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 97.8 91.6 97.8 93.1 2.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 19 16 19 18
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,156
COMMITMENTS
45 0 0 7,907 7,956 7,952 7,956 1,204 1,200
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 255)
0 0 0 240 270 240 270 15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 86.4 86.9 86.9 86.9 13.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 17 15 18 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,349,475
COMMITMENTS
337,035 103,114 809,265 1098390 1367498 2244690 2279877 104,784 69,597
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 29,787)
9,739 -9,807 4,921 6,405 34,642 21,064 29,756 8,723 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 4.4 34.4 46.8 58.2 95.5 97.0 4.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
149 83 183 91 97 320 293
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 170,948
COMMITMENTS
63,075 12,899 32,567 74,893 122,983 170,536 168,450 413 2,498
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 824)
-6,466 549 4,628 3,450 -4,262 1,612 915 -788 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 7.5 19.1 43.8 71.9 99.8 98.5 0.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 9 12 18 18 31 32
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 189,186
COMMITMENTS
49,035 8,348 381 91,054 118,572 140,470 127,301 48,716 61,885
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 3,740)
2,628 -60 -84 679 782 3,223 638 517 3,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 4.4 0.2 48.1 62.7 74.2 67.3 25.8 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 3 13 17 18 21
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,571
COMMITMENTS
15,774 1,233 16,627 52,444 68,114 84,845 85,973 4,726 3,598
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 2,060)
-1,542 72 901 2,037 652 1,396 1,624 664 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 1.4 18.6 58.6 76.0 94.7 96.0 5.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
18 7 21 22 24 47 46
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 483,903
COMMITMENTS
29,322 1,342 80,605 360,236 386,378 470,162 468,325 13,741 15,578
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 2,790)
-441 -458 1,892 1,336 1,088 2,788 2,523 2 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.3 16.7 74.4 79.8 97.2 96.8 2.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 2 11 32 32 43 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,056
COMMITMENTS
0 867 575 16,472 15,614 17,047 17,056 9 0
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -467)
0 -400 100 -576 -167 -476 -467 9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 3.4 96.6 91.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 3 26 25 29 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,291
COMMITMENTS
4,865 12,348 2,049 50,339 39,787 57,253 54,184 4,038 7,107
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 1,839)
25 -45 -407 1,858 2,268 1,476 1,816 363 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 20.1 3.3 82.1 64.9 93.4 88.4 6.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 6 7 20 15 29 23
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,001
COMMITMENTS
3,312 2,010 2,101 23,642 24,326 29,055 28,437 1,946 2,564
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 800)
82 -217 -165 935 834 852 452 -52 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 6.5 6.8 76.3 78.5 93.7 91.7 6.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 4 13 15 20 20
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,158
COMMITMENTS
5,424 2,804 7,093 9,007 11,086 21,524 20,984 3,635 4,175
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 1,607)
374 -705 1,031 498 1,095 1,904 1,421 -297 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 11.1 28.2 35.8 44.1 85.6 83.4 14.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 6 8 10 10 24 19
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,768
COMMITMENTS
1,960 1,623 1,168 11,587 11,985 14,716 14,777 1,053 991
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -923)
114 -261 -97 -962 -598 -946 -956 23 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 10.3 7.4 73.5 76.0 93.3 93.7 6.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 8 8 15 15 27 29
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 92,291
COMMITMENTS
4,715 602 8,840 70,422 71,285 83,978 80,728 8,313 11,562
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 2,511)
-299 -21 367 3,289 2,393 3,357 2,740 -846 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.7 9.6 76.3 77.2 91.0 87.5 9.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 4 20 21 25 25
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,869
COMMITMENTS
9,519 4,964 271 7,622 12,303 17,411 17,538 1,458 1,331
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 10)
-204 544 -210 293 -494 -121 -161 131 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 26.3 1.4 40.4 65.2 92.3 92.9 7.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
43 30 10 26 35 73 72
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 44,662
COMMITMENTS
30,396 9,995 266 7,776 30,650 38,438 40,912 6,224 3,751
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 1,235)
688 30 -21 259 935 926 944 309 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.1 22.4 0.6 17.4 68.6 86.1 91.6 13.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
73 37 9 23 40 100 83
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 309,632
COMMITMENTS
88,446 18,194 37,406 159,381 240,485 285,232 296,085 24,400 13,547
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 20,540)
3,519 -3,236 6,450 9,820 18,174 19,789 21,388 751 -848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 5.9 12.1 51.5 77.7 92.1 95.6 7.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
87 12 48 75 89 175 140
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,149
COMMITMENTS
7,782 0 1,050 6,023 12,557 14,855 13,607 4,294 5,542
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 0.0 5.5 31.5 65.6 77.6 71.1 22.4 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 0 3 8 15 14 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,517
COMMITMENTS
350 1,168 0 6,111 5,291 6,461 6,459 56 58
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -1,896)
-100 48 -100 -1,732 -1,882 -1,932 -1,934 36 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 17.9 0.0 93.8 81.2 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 25 25 26 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,263
COMMITMENTS
325 0 0 44,003 45,094 44,328 45,094 935 169
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -6,849)
100 -134 0 -6,887 -6,555 -6,787 -6,689 -62 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 97.2 99.6 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 0 0 43 36 45 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,805
COMMITMENTS
0 0 0 12,443 12,655 12,443 12,655 362 150
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -1,965)
0 -150 0 -1,965 -1,815 -1,965 -1,965 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 98.8 97.2 98.8 2.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 15 18 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,250
COMMITMENTS
150 2,875 300 6,800 4,055 7,250 7,230 0 20
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -215)
-50 -350 300 -465 -185 -215 -235 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 39.7 4.1 93.8 55.9 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 1 26 16 29 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,889
COMMITMENTS
1,044 4,784 574 22,211 18,430 23,829 23,788 60 101
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 1,574)
160 256 300 1,057 998 1,517 1,554 57 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 20.0 2.4 93.0 77.1 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 5 4 35 41 40 48
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,052
COMMITMENTS
1,952 787 471 9,505 10,792 11,928 12,050 124 2
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 846)
250 45 0 616 801 866 846 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 6.5 3.9 78.9 89.5 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 1 25 25 30 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,192
COMMITMENTS
9,978 2,280 596 19,198 26,530 29,772 29,406 420 786
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 346)
0 0 0 346 346 346 346 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 7.6 2.0 63.6 87.9 98.6 97.4 1.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 5 23 31 28 39
Updated January 13, 2012