GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,370
COMMITMENTS
126 0 625 46,239 46,543 46,990 47,168 380 202
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,021)
-143 0 273 915 809 1,045 1,082 -24 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 1.3 97.6 98.3 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 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 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,301
COMMITMENTS
0 0 0 17,138 17,273 17,138 17,273 163 28
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -155)
0 0 0 -158 -155 -158 -155 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.8 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 21 32 21 32
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,792
COMMITMENTS
0 502 206 8,596 8,150 8,802 8,858 990 934
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 80)
0 19 10 46 10 56 39 24 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 2.1 87.8 83.2 89.9 90.5 10.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 2 33 35 35 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,901
COMMITMENTS
502 0 149 4,320 4,813 4,971 4,962 930 939
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 638)
110 0 -5 555 577 660 572 -22 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 2.5 73.2 81.6 84.2 84.1 15.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 0 3 40 41 44 44
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,533
COMMITMENTS
80 364 0 1,781 1,678 1,861 2,042 672 491
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 95)
0 -5 0 214 120 214 115 -119 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 14.4 0.0 70.3 66.2 73.5 80.6 26.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 17 17 18 19
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,249
COMMITMENTS
0 0 0 2,249 2,249 2,249 2,249 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
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 17 8 17 8
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,363
COMMITMENTS
0 0 0 9,177 9,237 9,177 9,237 186 126
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 925)
0 0 0 925 925 925 925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 98.7 98.0 98.7 2.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 18 16 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,410
COMMITMENTS
0 480 207 23,983 23,723 24,190 24,410 220 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 127)
0 -235 112 15 250 127 127 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.8 98.3 97.2 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 28 25 29 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 339,517
COMMITMENTS
61,793 39,000 50,460 179,397 228,034 291,650 317,494 47,867 22,024
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 23,858)
2,876 8,303 3,248 18,256 14,030 24,380 25,581 -522 -1,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 11.5 14.9 52.8 67.2 85.9 93.5 14.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
63 21 42 76 89 156 136
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 50,756
COMMITMENTS
0 10,030 15,631 33,181 23,677 48,812 49,338 1,943 1,418
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 360)
0 71 314 83 11 398 396 -38 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.8 30.8 65.4 46.6 96.2 97.2 3.8 2.8
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 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,887
COMMITMENTS
59 2,897 225 12,585 9,725 12,869 12,847 18 40
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 227)
0 0 0 227 227 227 227 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 22.5 1.7 97.7 75.5 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 5 3 39 39 42 47
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,338
COMMITMENTS
758 100 0 8,526 9,238 9,284 9,338 54 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 1.1 0.0 91.3 98.9 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 0 23 25 27 26
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,864
COMMITMENTS
0 150 0 1,837 1,657 1,837 1,807 27 57
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 0.0 98.6 88.9 98.6 96.9 1.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 9 15 10
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,304,836
COMMITMENTS
262,111 388,509 478,235 487,447 386,499 1227793 1253243 77,043 51,593
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 5,524)
-5,773 -7,087 8,071 4,911 3,895 7,209 4,878 -1,685 645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 29.8 36.7 37.4 29.6 94.1 96.0 5.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
123 130 160 79 77 303 278
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,410,629
COMMITMENTS
99,887 164,978 994,150 1308742 1241939 2402779 2401067 7,849 9,562
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 11,023)
-3,876 -3,023 13,708 1,023 242 10,855 10,927 168 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 6.8 41.2 54.3 51.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
37 41 58 63 60 131 128
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 104,477
COMMITMENTS
17,836 11,051 28,588 55,271 62,647 101,696 102,286 2,781 2,191
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 4,542)
1,318 -787 3,176 141 1,930 4,634 4,319 -92 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 10.6 27.4 52.9 60.0 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 5 14 11 12 26 26
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 133,767
COMMITMENTS
59,965 45,540 55,528 15,874 31,901 131,367 132,970 2,400 797
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,542)
-1,391 -6,061 3,780 890 3,731 3,280 1,451 -1,739 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 34.0 41.5 11.9 23.8 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 17 17 12 17 31 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,719
COMMITMENTS
31 1,413 2,555 71,333 68,949 73,919 72,917 8,800 9,802
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 272)
31 43 1,419 942 279 2,392 1,741 -2,120 -1,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 3.1 86.2 83.4 89.4 88.2 10.6 11.8
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 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,878,930
COMMITMENTS
576,560 388,841 724,112 1540732 1743383 2841404 2856336 37,526 22,594
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 30,689)
34,671 31,519 -51,018 46,587 50,538 30,240 31,039 449 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 13.5 25.2 53.5 60.6 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
36 24 46 96 89 154 139
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,433,677
COMMITMENTS
328,899 91,833 360,186 740,031 979,914 1429116 1431933 4,561 1,744
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 88,291)
10,698 -5,765 76,117 1,185 18,214 88,000 88,566 291 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 6.4 25.1 51.6 68.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
24 19 32 42 41 82 76
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,042
COMMITMENTS
359 575 327 13,060 12,774 13,746 13,676 296 366
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,210)
90 -277 48 1,077 1,270 1,215 1,041 -5 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.1 2.3 93.0 91.0 97.9 97.4 2.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 4 4 35 39 40 46
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,619
COMMITMENTS
65 276 32 1,406 1,099 1,503 1,407 116 212
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -4)
37 0 -29 40 32 48 3 -52 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 17.0 2.0 86.8 67.9 92.8 86.9 7.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 21 20 23 22
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 239,401
COMMITMENTS
14,241 2,109 38,029 184,380 197,693 236,651 237,831 2,751 1,570
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 3,152)
74 5 -137 3,183 3,259 3,120 3,127 32 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.9 15.9 77.0 82.6 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 6 32 32 39 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,608
COMMITMENTS
3,879 404 4,545 26,999 30,876 35,422 35,824 1,186 784
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -69)
-450 20 247 134 -336 -69 -69 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 1.1 12.4 73.7 84.3 96.8 97.9 3.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 23 22 26 26
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,661
COMMITMENTS
3,749 1,174 554 8,511 11,595 12,813 13,323 847 338
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 302)
97 120 2 204 180 303 302 -1 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 8.6 4.1 62.3 84.9 93.8 97.5 6.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 17 17 20 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,903
COMMITMENTS
1,496 3,600 134 26,145 24,956 27,775 28,690 2,128 1,213
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -66)
0 0 0 -66 -18 -66 -18 0 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 12.0 0.4 87.4 83.5 92.9 95.9 7.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 23 22 25 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,855
COMMITMENTS
982 0 310 7,043 7,379 8,335 7,689 1,520 2,166
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 512)
-376 0 -10 632 498 246 488 266 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 3.1 71.5 74.9 84.6 78.0 15.4 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 17 16 19 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,462
COMMITMENTS
0 2,314 400 10,671 8,962 11,071 11,676 1,391 786
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -16)
0 0 -16 0 0 -16 -16 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.6 3.2 85.6 71.9 88.8 93.7 11.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 15 13 16 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 69,565
COMMITMENTS
0 0 0 69,565 69,565 69,565 69,565 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 512)
0 0 0 512 512 512 512 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 19 15 19 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,078,302
COMMITMENTS
0 0 0 1078302 1078302 1078302 1078302 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 10,504)
0 0 0 10,504 10,504 10,504 10,504 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 18 16 18 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,806
COMMITMENTS
0 0 0 38,806 38,806 38,806 38,806 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 132)
0 0 0 132 2,672 132 2,672 0 -2,540
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 16 14 16 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 701,249
COMMITMENTS
0 0 0 701,249 701,249 701,249 701,249 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 2,352)
0 0 0 2,352 2,352 2,352 2,352 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 12 15 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 132,243
COMMITMENTS
0 0 0 132,243 132,243 132,243 132,243 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 562)
0 0 0 562 562 562 562 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: 38)
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 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 1,898,046
COMMITMENTS
0 0 0 1898046 1898046 1898046 1898046 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 6,272)
0 0 0 6,272 6,272 6,272 6,272 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 15 27 15 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,441
COMMITMENTS
4,995 3,968 8,187 57,259 58,031 70,441 70,186 0 255
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 0)
2,550 0 -2,550 0 2,550 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 5.6 11.6 81.3 82.4 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 3 25 19 29 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,280,560
COMMITMENTS
75,648 119,011 46,725 1158187 1114824 1280560 1280560 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 23,400)
0 -23,400 23,400 0 23,400 23,400 23,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 9.3 3.6 90.4 87.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 2 28 23 33 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,762
COMMITMENTS
110 710 0 48,418 47,797 48,528 48,507 234 255
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 762)
0 0 0 762 762 762 762 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.5 0.0 99.3 98.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 18 14 19 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,182
COMMITMENTS
2,340 2,550 0 50,248 50,038 52,588 52,588 594 594
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 66)
0 0 0 66 66 66 66 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.8 0.0 94.5 94.1 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 17 14 18
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,848
COMMITMENTS
15,429 0 3,410 24,009 39,438 42,848 42,848 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 0)
-220 0 0 220 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 0.0 8.0 56.0 92.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 13 11 15 13
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,487
COMMITMENTS
702 63 0 13,763 14,956 14,465 15,019 1,022 468
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -234 0 -234 0 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.4 0.0 88.9 96.6 93.4 97.0 6.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 15 14 16 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 856,392
COMMITMENTS
23,400 42,079 0 832,992 814,313 856,392 856,392 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 14,310)
0 0 0 14,310 14,310 14,310 14,310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.9 0.0 97.3 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 19 16 20 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 933,450
COMMITMENTS
68,050 0 17,645 847,755 915,805 933,450 933,450 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 21,555)
-23,400 0 17,645 27,310 3,910 21,555 21,555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 1.9 90.8 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 12 16 14 17
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,400
COMMITMENTS
277 0 274 6,822 7,117 7,373 7,391 27 9
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 102)
-107 0 29 180 72 103 101 -1 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 3.7 92.2 96.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 3 15 19 18 22
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,412
COMMITMENTS
85 0 0 17,885 17,935 17,970 17,935 442 477
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 925)
0 0 0 945 925 945 925 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 97.1 97.4 97.6 97.4 2.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 30 34 31 34
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,710
COMMITMENTS
255 3 27 7,919 8,124 8,201 8,154 509 556
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 572)
7 3 -3 586 506 590 506 -18 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.3 90.9 93.3 94.2 93.6 5.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 15 16 18 17
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,401
COMMITMENTS
0 0 0 7,822 7,863 7,822 7,863 579 538
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -55 -35 -55 -35 30 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.1 93.6 93.1 93.6 6.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 13 15 13
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,451,821
COMMITMENTS
369,638 88,868 860,948 1122374 1431739 2352961 2381554 98,861 70,267
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 20,505)
31,863 -3,572 6,642 -13,849 15,381 24,656 18,452 -4,151 2,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 3.6 35.1 45.8 58.4 96.0 97.1 4.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
165 101 224 98 100 373 336
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 247,556
COMMITMENTS
81,818 42,263 59,538 104,195 140,478 245,551 242,279 2,004 5,277
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 13,306)
12,329 -1,141 699 693 13,859 13,720 13,417 -414 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 17.1 24.1 42.1 56.7 99.2 97.9 0.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 10 11 21 25 32 41
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 192,920
COMMITMENTS
51,849 10,428 1,624 90,178 114,809 143,651 126,861 49,269 66,059
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 4,377)
886 496 -11 2,494 220 3,369 705 1,008 3,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 5.4 0.8 46.7 59.5 74.5 65.8 25.5 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 4 6 13 16 20 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,378
COMMITMENTS
13,857 846 16,886 54,241 68,143 84,983 85,875 4,395 3,503
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 163)
282 -435 216 -303 432 196 213 -33 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 0.9 18.9 60.7 76.2 95.1 96.1 4.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
17 8 22 23 25 49 48
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 464,251
COMMITMENTS
28,661 1,349 75,667 347,053 371,939 451,381 448,954 12,870 15,296
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 8,472)
1,636 -94 1,016 5,546 6,682 8,198 7,603 274 869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.3 16.3 74.8 80.1 97.2 96.7 2.8 3.3
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 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,302
COMMITMENTS
600 325 450 16,252 16,527 17,302 17,302 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.9 2.6 93.9 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 24 24 27 28
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 73,757
COMMITMENTS
4,912 12,005 9,334 55,974 45,595 70,220 66,934 3,537 6,823
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,646)
94 0 1,107 498 961 1,699 2,068 -53 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 16.3 12.7 75.9 61.8 95.2 90.7 4.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 5 11 23 18 35 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,378
COMMITMENTS
4,560 2,022 1,775 24,068 25,731 30,403 29,528 1,975 2,850
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -10,271)
1,255 50 -5,325 -5,941 -4,651 -10,011 -9,926 -260 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 6.2 5.5 74.3 79.5 93.9 91.2 6.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 4 14 16 21 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,360
COMMITMENTS
3,726 0 702 4,830 8,610 9,258 9,312 102 48
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 800)
776 0 0 0 800 776 800 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 0.0 7.5 51.6 92.0 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 1 11 14 17 15
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,462
COMMITMENTS
6,716 3,035 8,537 8,419 11,561 23,671 23,133 3,791 4,329
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,474)
803 -286 1,741 -983 -98 1,560 1,356 -87 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 11.1 31.1 30.7 42.1 86.2 84.2 13.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 6 10 11 11 26 22
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,540
COMMITMENTS
2,434 1,079 1,464 11,630 13,207 15,529 15,750 1,012 790
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 2,919)
332 -55 506 2,012 2,336 2,851 2,788 68 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 6.5 8.9 70.3 79.8 93.9 95.2 6.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 5 10 17 14 29 28
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 102,690
COMMITMENTS
3,069 211 13,116 76,175 77,306 92,360 90,632 10,330 12,057
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 3,917)
717 5 415 1,976 2,867 3,108 3,287 808 630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.2 12.8 74.2 75.3 89.9 88.3 10.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 5 22 23 27 28
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,930
COMMITMENTS
12,862 2,314 830 6,204 17,995 19,896 21,140 2,035 791
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -157)
-149 -353 314 -141 -184 24 -223 -181 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 10.6 3.8 28.3 82.1 90.7 96.4 9.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
71 24 14 26 39 107 71
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 47,634
COMMITMENTS
31,688 3,360 1,170 8,245 40,990 41,103 45,519 6,532 2,115
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 407)
-131 -2,179 620 1 2,072 490 513 -83 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.5 7.1 2.5 17.3 86.1 86.3 95.6 13.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
86 24 18 23 39 118 77
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 363,280
COMMITMENTS
104,854 18,321 46,550 183,481 284,270 334,885 349,140 28,395 14,139
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 15,059)
805 1,872 -67 12,546 12,957 13,284 14,762 1,775 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 5.0 12.8 50.5 78.3 92.2 96.1 7.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
85 16 59 90 98 199 161
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,927
COMMITMENTS
8,349 209 477 8,264 16,787 17,090 17,473 4,837 4,454
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 639)
156 0 -94 -151 -60 -89 -154 728 793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 1.0 2.2 37.7 76.6 77.9 79.7 22.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 1 3 7 19 13 23
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,611
COMMITMENTS
296 1,689 254 8,005 6,618 8,555 8,561 56 50
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 821)
0 0 0 821 821 821 821 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 19.6 2.9 93.0 76.9 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 1 28 28 31 31
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,677
COMMITMENTS
851 0 0 51,773 53,368 52,624 53,368 1,053 309
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 4,884)
26 0 0 4,855 4,857 4,881 4,857 3 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 96.5 99.4 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 0 0 42 33 46 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,489
COMMITMENTS
0 0 0 18,262 18,339 18,262 18,339 227 150
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,408)
0 0 0 1,408 1,408 1,408 1,408 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.2 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 14 22 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,015
COMMITMENTS
625 3,300 0 7,390 4,715 8,015 8,015 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 41.2 0.0 92.2 58.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 0 24 15 26 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,265
COMMITMENTS
615 353 221 3,271 3,691 4,107 4,265 158 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 597)
-55 263 178 474 187 597 628 0 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 8.3 5.2 76.7 86.5 96.3 100.0 3.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 2 15 11 18 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,255
COMMITMENTS
1,052 3,850 1,777 21,426 18,525 24,255 24,152 0 103
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,115)
107 -17 153 912 991 1,172 1,127 -57 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 15.9 7.3 88.3 76.4 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 5 4 36 39 43 46
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,709
COMMITMENTS
926 1,664 288 10,439 9,755 11,653 11,707 56 2
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,109)
50 575 -171 1,230 705 1,109 1,109 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 14.2 2.5 89.2 83.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 6 1 25 29 29 35
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,909
COMMITMENTS
8,809 3,032 475 18,240 23,572 27,524 27,079 385 830
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 235)
129 0 -45 151 280 235 235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 10.9 1.7 65.4 84.5 98.6 97.0 1.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 6 5 24 29 29 40
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,578
COMMITMENTS
1,820 0 1,624 20,121 19,736 23,565 21,360 3,013 5,218
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,739)
-355 0 200 1,821 1,062 1,666 1,262 73 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 6.1 75.7 74.3 88.7 80.4 11.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 17 19 19 21
Updated February 17, 2012