GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,868
COMMITMENTS
365 0 552 47,474 48,008 48,391 48,560 477 308
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 2,706)
9 0 57 2,578 2,667 2,644 2,724 62 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 1.1 97.1 98.2 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 0 2 40 44 42 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,780
COMMITMENTS
0 0 0 16,613 16,740 16,613 16,740 167 40
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 1,200 1,200 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.8 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 21 31 21 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,391
COMMITMENTS
0 459 252 9,182 8,740 9,434 9,451 957 940
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 359)
0 54 -3 324 262 321 313 38 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 2.4 88.4 84.1 90.8 91.0 9.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 2 34 38 36 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,761
COMMITMENTS
763 69 217 5,117 5,676 6,097 5,962 664 799
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 408)
2 5 59 220 181 281 245 127 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 1.0 3.2 75.7 84.0 90.2 88.2 9.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 2 6 41 42 48 49
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,987
COMMITMENTS
85 0 62 3,529 2,996 3,676 3,058 311 929
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 257)
-20 0 0 275 214 255 214 2 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 1.6 88.5 75.1 92.2 76.7 7.8 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 22 21 23
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,922
COMMITMENTS
90 492 10 2,136 2,095 2,236 2,597 686 325
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 101)
0 -41 0 104 145 104 104 -3 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 16.8 0.3 73.1 71.7 76.5 88.9 23.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 21 21 23 24
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,034
COMMITMENTS
23 5 48 1,540 1,689 1,611 1,742 423 292
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 85)
0 0 0 55 68 55 68 30 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 2.4 75.7 83.0 79.2 85.6 20.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 15 14 17 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,774
COMMITMENTS
0 0 0 8,588 8,648 8,588 8,648 186 126
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,263)
0 0 0 1,263 1,263 1,263 1,263 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 98.6 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 16 16 16
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,202
COMMITMENTS
0 743 47 28,915 28,412 28,962 29,202 240 0
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,394)
0 250 -4 1,398 1,148 1,394 1,394 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.2 99.0 97.3 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 29 26 30 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 313,398
COMMITMENTS
50,349 30,201 50,311 164,030 206,812 264,689 287,324 48,709 26,074
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 4,293)
-3,383 -3,044 -2,693 10,646 10,262 4,570 4,525 -277 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 9.6 16.1 52.3 66.0 84.5 91.7 15.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
44 23 38 73 84 139 127
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 46,840
COMMITMENTS
0 10,338 13,636 31,640 21,497 45,275 45,470 1,564 1,369
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 62)
0 1,022 -275 475 -590 200 156 -138 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 22.1 29.1 67.5 45.9 96.7 97.1 3.3 2.9
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 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,300
COMMITMENTS
259 2,441 250 13,773 11,068 14,282 13,759 18 541
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 204)
64 0 0 140 163 204 163 0 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 17.1 1.7 96.3 77.4 99.9 96.2 0.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 1 2 40 35 43 38
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,945
COMMITMENTS
770 0 0 9,091 9,945 9,861 9,945 84 0
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 120)
0 0 0 75 120 75 120 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.0 91.4 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 0 0 23 23 27 23
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,620
COMMITMENTS
0 0 0 3,580 3,620 3,580 3,620 40 0
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 15)
0 0 0 0 15 0 15 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 100.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 14 13 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,206,128
COMMITMENTS
247,497 390,494 443,049 435,058 318,573 1125605 1152116 80,524 54,013
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 21,810)
26,342 10,848 -4,919 5,579 15,999 27,002 21,928 -5,192 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 32.4 36.7 36.1 26.4 93.3 95.5 6.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
113 139 163 81 72 294 283
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,359,494
COMMITMENTS
94,549 151,682 968,733 1291308 1230682 2354590 2351098 4,904 8,397
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 38,873)
-4,018 -3,100 28,178 15,724 15,139 39,883 40,217 -1,010 -1,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 6.4 41.1 54.7 52.2 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
43 34 56 65 60 133 125
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 63,354
COMMITMENTS
17,161 12,001 18,245 25,283 30,895 60,689 61,141 2,666 2,213
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 20,201)
373 600 5,527 14,207 14,070 20,106 20,197 95 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 18.9 28.8 39.9 48.8 95.8 96.5 4.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 4 11 9 10 20 23
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 118,249
COMMITMENTS
57,497 46,794 45,569 14,048 25,391 117,114 117,753 1,135 495
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 11,740)
4,385 3,818 6,955 545 1,021 11,886 11,794 -146 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 39.6 38.5 11.9 21.5 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 18 18 11 16 31 40
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,789
COMMITMENTS
0 7,744 2,438 46,580 34,534 49,018 44,716 3,771 8,073
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 362)
0 -104 42 -62 366 -20 304 382 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.7 4.6 88.2 65.4 92.9 84.7 7.1 15.3
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 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 86,486
COMMITMENTS
233 778 3,273 73,823 72,398 77,329 76,449 9,157 10,037
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 651)
-931 172 399 327 80 -205 651 856 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.9 3.8 85.4 83.7 89.4 88.4 10.6 11.6
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 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,786,597
COMMITMENTS
503,487 276,688 781,760 1470137 1705533 2755384 2763981 31,213 22,616
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 139,733)
14,860 17,102 49,727 78,379 74,453 142,966 141,282 -3,233 -1,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 9.9 28.1 52.8 61.2 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
35 25 48 100 88 159 140
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,301,765
COMMITMENTS
279,297 132,696 286,906 731,100 879,879 1297303 1299481 4,462 2,284
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 75,805)
-1,271 501 54,454 23,450 21,012 76,633 75,967 -828 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 10.2 22.0 56.2 67.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
18 23 32 40 43 78 78
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,436
COMMITMENTS
301 507 326 11,420 11,432 12,047 12,265 389 171
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,293)
100 -150 145 1,104 1,384 1,349 1,379 -57 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.1 2.6 91.8 91.9 96.9 98.6 3.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 3 4 33 36 39 42
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,130
COMMITMENTS
131 0 29 1,160 1,471 1,320 1,500 810 630
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 1.4 54.5 69.1 62.0 70.4 38.0 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 16 17 18 18
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,679
COMMITMENTS
49 429 24 1,358 910 1,431 1,363 248 316
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 29)
46 4 -4 19 -60 61 -60 -32 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 25.6 1.4 80.9 54.2 85.2 81.2 14.8 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 1 22 20 24 23
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 246,729
COMMITMENTS
17,015 2,167 39,737 186,947 203,012 243,698 244,916 3,031 1,814
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -1,376)
-398 5 -976 -32 -181 -1,405 -1,152 29 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.9 16.1 75.8 82.3 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 5 32 32 38 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,402
COMMITMENTS
4,371 478 4,531 28,356 32,825 37,258 37,834 1,144 568
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -140)
-754 -172 381 305 -299 -68 -90 -72 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 1.2 11.8 73.8 85.5 97.0 98.5 3.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 3 24 24 27 28
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,710
COMMITMENTS
3,562 1,054 570 8,887 11,839 13,019 13,463 691 247
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 383)
319 0 10 87 353 417 363 -34 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 7.7 4.2 64.8 86.4 95.0 98.2 5.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 17 15 20 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,742
COMMITMENTS
1,660 2,690 454 24,135 23,932 26,249 27,076 2,493 1,666
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 582)
-190 0 280 302 380 392 660 190 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 9.4 1.6 84.0 83.3 91.3 94.2 8.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 4 25 22 29 26
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,211
COMMITMENTS
2,702 0 380 5,792 7,887 8,874 8,267 1,337 1,944
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -1,522)
-2,488 0 -20 986 -1,854 -1,522 -1,874 0 352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 0.0 3.7 56.7 77.2 86.9 81.0 13.1 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 16 18 18 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,582
COMMITMENTS
0 2,296 416 10,918 9,014 11,334 11,726 1,248 856
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 230)
0 60 0 192 58 192 118 38 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.2 3.3 86.8 71.6 90.1 93.2 9.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 2 16 14 18 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,359
COMMITMENTS
0 0 0 70,359 70,359 70,359 70,359 0 0
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 440)
0 0 0 440 440 440 440 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 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,097,933
COMMITMENTS
0 0 0 1097933 1097933 1097933 1097933 0 0
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 14,898)
0 0 0 14,898 14,898 14,898 14,898 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 16 17 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,740
COMMITMENTS
0 0 0 34,740 34,740 34,740 34,740 0 0
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 2,550)
0 0 0 2,550 2,550 2,550 2,550 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: 24)
0 0 0 15 13 15 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 634,065
COMMITMENTS
0 0 0 634,065 634,065 634,065 634,065 0 0
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 46,800)
0 0 0 46,800 46,800 46,800 46,800 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: 22)
0 0 0 14 11 14 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 117,633
COMMITMENTS
0 0 0 117,633 117,633 117,633 117,633 0 0
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 2,676)
0 0 0 2,931 2,676 2,931 2,676 -255 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: 37)
0 0 0 17 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 1,875,308
COMMITMENTS
0 0 0 1875308 1875308 1875308 1875308 0 0
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 48,600)
0 0 0 48,600 48,600 48,600 48,600 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: 37)
0 0 0 16 27 16 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 68,536
COMMITMENTS
2,550 4,283 10,737 55,249 53,261 68,536 68,281 0 255
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 7,650)
-2,550 0 2,550 7,650 5,100 7,650 7,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 6.2 15.7 80.6 77.7 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 3 23 20 27 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,183,411
COMMITMENTS
37,512 76,435 23,325 1122574 1083651 1183411 1183411 0 0
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 11,986)
0 0 0 11,986 11,986 11,986 11,986 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.5 2.0 94.9 91.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 1 28 22 31 25
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,514
COMMITMENTS
0 773 0 50,259 49,486 50,259 50,259 255 255
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,275)
0 88 0 1,275 1,187 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 99.5 98.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 17 14 17 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| 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 01/17/12 (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 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,027
COMMITMENTS
17,455 0 3,830 25,742 43,197 47,027 47,027 0 0
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,462)
-1,270 0 1,270 1,717 192 1,717 1,462 -255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 0.0 8.1 54.7 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 13 12 15 14
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,379
COMMITMENTS
765 63 0 14,592 16,061 15,357 16,124 1,022 255
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 64)
0 -25 0 64 89 64 64 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.4 0.0 89.1 98.1 93.8 98.4 6.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 15 15 16 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 886,986
COMMITMENTS
23,400 46,159 0 863,586 840,827 886,986 886,986 0 0
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 23,400)
0 4,740 0 23,400 18,660 23,400 23,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 5.2 0.0 97.4 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 16 19 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 963,303
COMMITMENTS
99,610 0 0 863,693 963,303 963,303 963,303 0 0
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.0 89.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 15 13 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 6,776
COMMITMENTS
448 0 170 6,135 6,597 6,754 6,767 22 8
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 221)
38 0 6 184 218 228 224 -8 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 2.5 90.5 97.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 4 14 17 18 21
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,609
COMMITMENTS
220 0 0 18,116 18,134 18,336 18,134 273 475
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 321)
0 0 0 469 429 469 429 -148 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 97.4 97.4 98.5 97.4 1.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 0 0 35 36 37 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,803
COMMITMENTS
150 90 0 8,065 7,928 8,215 8,018 588 785
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.0 0.0 91.6 90.1 93.3 91.1 6.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 16 15 17
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,291
COMMITMENTS
0 95 0 6,167 5,772 6,167 5,867 124 424
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 144)
0 0 0 199 189 199 189 -55 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 98.0 91.8 98.0 93.3 2.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 20 18 20 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,119
COMMITMENTS
45 0 0 8,454 8,597 8,499 8,597 620 522
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -528)
0 0 0 75 152 75 152 -603 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 92.7 94.3 93.2 94.3 6.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 16 15 17 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,245,237
COMMITMENTS
344,463 95,656 752,788 1052124 1330226 2149374 2178670 95,863 66,567
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -25,076)
-2,189 -8,062 2,422 -26,279 -25,041 -26,046 -30,680 970 5,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 4.3 33.5 46.9 59.2 95.7 97.0 4.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
150 84 183 91 94 321 293
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 193,055
COMMITMENTS
72,399 30,995 39,029 80,633 119,188 192,061 189,212 994 3,843
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 12,384)
7,521 16,073 2,424 2,444 -7,024 12,389 11,473 -5 911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 16.1 20.2 41.8 61.7 99.5 98.0 0.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 8 11 19 20 30 34
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,338
COMMITMENTS
44,912 9,492 1,038 92,767 121,184 138,717 131,714 57,621 64,624
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 3,881)
-4,966 15 123 651 763 -4,192 901 8,073 2,980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 4.8 0.5 47.2 61.7 70.7 67.1 29.3 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 4 13 17 18 22
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,756
COMMITMENTS
13,442 1,248 16,816 54,943 68,218 85,201 86,282 4,555 3,474
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,831)
-1,664 -17 -34 3,580 1,919 1,882 1,869 -51 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 1.4 18.7 61.2 76.0 94.9 96.1 5.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
19 7 20 22 24 46 46
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 477,956
COMMITMENTS
27,375 580 80,887 356,260 381,310 464,522 462,776 13,435 15,180
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -5,468)
-534 -157 -723 -3,872 -4,354 -5,129 -5,234 -339 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.1 16.9 74.5 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 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,279
COMMITMENTS
0 842 575 16,695 15,862 17,270 17,279 9 0
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 923)
0 0 0 923 923 923 923 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 3.3 96.6 91.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 3 26 25 29 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,438
COMMITMENTS
4,813 14,181 4,546 51,712 38,790 61,071 57,517 3,367 6,921
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,330)
-126 1,218 1,020 944 -870 1,838 1,368 -508 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 22.0 7.1 80.3 60.2 94.8 89.3 5.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 6 8 21 16 31 24
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,731
COMMITMENTS
5,194 1,860 2,331 23,364 25,651 30,889 29,842 1,842 2,889
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 2,201)
1,178 -50 350 645 1,532 2,173 1,832 28 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 5.7 7.1 71.4 78.4 94.4 91.2 5.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 4 13 15 20 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,190
COMMITMENTS
2,775 181 282 5,085 7,660 8,142 8,123 48 67
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 900)
402 0 282 300 600 984 882 -84 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 2.2 3.4 62.1 93.5 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 11 12 14 14
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,101
COMMITMENTS
5,574 2,874 7,000 9,173 10,797 21,746 20,671 3,355 4,430
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -836)
-116 -103 -538 -414 -590 -1,067 -1,231 231 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 11.4 27.9 36.5 43.0 86.6 82.4 13.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 7 9 11 11 27 21
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,147
COMMITMENTS
1,670 1,551 1,052 10,399 10,868 13,121 13,471 1,025 676
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -675)
-138 -56 -51 -503 -430 -692 -537 17 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 11.0 7.4 73.5 76.8 92.8 95.2 7.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 7 9 14 14 25 28
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,740
COMMITMENTS
3,701 605 11,643 72,187 72,273 87,531 84,521 7,209 10,218
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 960)
-643 -105 1,353 649 196 1,359 1,444 -398 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.6 12.3 76.2 76.3 92.4 89.2 7.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 2 6 20 21 27 27
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,251
COMMITMENTS
10,821 3,242 388 6,269 14,416 17,477 18,046 1,774 1,205
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 725)
879 -1,489 27 -273 2,338 634 876 91 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.2 16.8 2.0 32.6 74.9 90.8 93.7 9.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
52 23 11 26 38 85 69
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 46,121
COMMITMENTS
30,770 8,304 518 8,537 34,665 39,826 43,487 6,295 2,633
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 520)
-207 -1,182 1 319 2,428 113 1,247 407 -728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.7 18.0 1.1 18.5 75.2 86.4 94.3 13.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
73 28 9 24 40 101 74
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 351,852
COMMITMENTS
94,345 16,485 46,021 184,325 274,211 324,691 336,717 27,162 15,135
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 32,951)
3,074 -2,031 7,753 20,171 26,622 30,998 32,344 1,953 607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 4.7 13.1 52.4 77.9 92.3 95.7 7.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
92 16 54 82 92 192 150
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,045
COMMITMENTS
9,756 0 744 8,597 16,597 19,097 17,341 3,948 5,704
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,006)
1,187 0 -456 332 1,414 1,063 958 -57 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 0.0 3.2 37.3 72.0 82.9 75.2 17.1 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 0 3 9 18 16 21
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 8,480
COMMITMENTS
0 0 0 7,701 7,414 7,701 7,414 779 1,066
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 129)
0 0 0 96 87 96 87 33 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.8 87.4 90.8 87.4 9.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 13 16 13
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,359
COMMITMENTS
296 1,168 204 6,803 5,937 7,303 7,309 56 50
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 46)
0 0 0 46 46 46 46 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 15.9 2.8 92.4 80.7 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 1 27 29 29 32
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,546
COMMITMENTS
375 0 0 47,248 48,267 47,623 48,267 923 279
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 2,137)
50 0 0 2,099 2,147 2,149 2,147 -12 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 97.3 99.4 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 0 0 44 36 46 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,039
COMMITMENTS
0 0 0 15,677 15,889 15,677 15,889 362 150
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 2,180)
0 0 0 2,180 2,180 2,180 2,180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 99.1 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 14 21 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,800
COMMITMENTS
425 3,125 350 7,025 4,305 7,800 7,780 0 20
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 50)
0 50 0 50 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 40.1 4.5 90.1 55.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 2 27 16 31 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,506
COMMITMENTS
477 0 24 2,836 3,435 3,337 3,459 169 47
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.0 0.7 80.9 98.0 95.2 98.7 4.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 13 13 15 14
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,913
COMMITMENTS
1,277 4,767 1,077 23,439 20,028 25,793 25,872 120 41
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,313)
116 -41 228 970 1,126 1,314 1,313 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 18.4 4.2 90.5 77.3 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 4 4 36 43 43 49
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,658
COMMITMENTS
2,442 956 459 10,623 12,241 13,524 13,656 134 2
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 568)
90 91 0 468 544 558 635 10 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 7.0 3.4 77.8 89.6 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 1 25 29 30 34
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,671
COMMITMENTS
10,015 2,823 596 19,640 26,472 30,251 29,891 420 780
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 194)
37 143 0 157 57 194 200 0 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 9.2 1.9 64.0 86.3 98.6 97.5 1.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 5 5 23 31 28 41
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,453
COMMITMENTS
3,114 0 1,124 17,244 19,354 21,482 20,478 3,971 4,975
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,167)
-448 0 748 1,451 896 1,751 1,644 -584 -477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 4.4 67.7 76.0 84.4 80.5 15.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 15 16 17 18
Updated January 27, 2012