IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 99,759
COMMITMENTS
102 2,032 2,851 96,782 94,852 99,735 99,735 24 24
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 236)
0 -275 31 181 469 212 225 24 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.0 2.9 97.0 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 4 3 9 13 14 17
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,627
COMMITMENTS
0 1,122 1,353 42,881 42,113 44,234 44,588 393 39
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 1,333)
0 -410 365 962 1,399 1,327 1,354 6 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 3.0 96.1 94.4 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 3 2 39 41 41 44
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,096
COMMITMENTS
0 80 0 7,909 7,806 7,909 7,886 187 210
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 824)
0 0 0 834 834 834 834 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 97.7 96.4 97.7 97.4 2.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 23 24 23 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 16,507
COMMITMENTS
483 322 823 13,957 14,300 15,263 15,445 1,244 1,062
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 1,953)
11 77 160 1,801 1,694 1,972 1,931 -19 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.0 5.0 84.6 86.6 92.5 93.6 7.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 4 40 43 44 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,710
COMMITMENTS
356 213 390 6,322 6,370 7,068 6,973 642 737
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 493)
69 -27 9 448 431 526 413 -33 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.8 5.1 82.0 82.6 91.7 90.4 8.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 4 6 45 49 52 57
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,450
COMMITMENTS
0 0 0 5,851 5,956 5,851 5,956 599 494
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 313)
0 0 0 272 317 272 317 41 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.7 92.3 90.7 92.3 9.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 20 19 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,678
COMMITMENTS
105 638 43 5,974 5,705 6,122 6,386 556 292
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 451)
0 20 24 530 398 554 442 -103 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 9.6 0.6 89.5 85.4 91.7 95.6 8.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 25 28 27 30
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,480
COMMITMENTS
90 0 50 1,962 1,854 2,102 1,904 378 576
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 240)
-5 0 45 210 149 250 194 -10 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 2.0 79.1 74.8 84.8 76.8 15.2 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 19 18 22 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,137
COMMITMENTS
208 52 51 1,433 1,697 1,692 1,800 445 337
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 341)
31 0 0 252 323 283 323 58 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.4 2.4 67.1 79.4 79.2 84.2 20.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 18 18 21 21
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,455
COMMITMENTS
0 0 0 7,320 7,425 7,320 7,425 135 30
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 860)
0 0 0 890 860 890 860 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 99.6 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 17 22 17
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,475
COMMITMENTS
0 231 150 8,966 9,051 9,116 9,432 359 43
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 312)
0 0 0 314 306 314 306 -2 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 1.6 94.6 95.5 96.2 99.5 3.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 19 18 21
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,113
COMMITMENTS
0 630 288 22,765 22,195 23,053 23,113 60 0
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 603)
0 435 48 555 120 603 603 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 1.2 98.5 96.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 25 26 26 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 359,291
COMMITMENTS
58,541 18,421 71,936 178,139 247,320 308,616 337,677 50,675 21,614
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 3,895)
4,136 -6,386 1,400 -2,633 11,532 2,903 6,546 993 -2,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 5.1 20.0 49.6 68.8 85.9 94.0 14.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
51 24 46 76 83 151 134
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,235,042
COMMITMENTS
281,160 343,756 426,013 436,148 421,450 1143320 1191219 91,722 43,823
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 1,448)
9,611 16,353 -34,055 20,688 14,728 -3,755 -2,974 5,203 4,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 27.8 34.5 35.3 34.1 92.6 96.5 7.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
142 104 161 78 74 316 259
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,646,285
COMMITMENTS
103,813 33,938 586,403 950,432 1023338 1640648 1643678 5,637 2,606
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 7,306)
1,286 -4,297 8,209 -1,823 3,264 7,673 7,177 -366 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.1 35.6 57.7 62.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
51 32 64 64 60 137 134
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 128,219
COMMITMENTS
29,517 43,998 34,865 59,811 47,276 124,193 126,139 4,026 2,080
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 20,900)
2,667 -2,664 13,099 4,784 10,389 20,550 20,823 350 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 34.3 27.2 46.6 36.9 96.9 98.4 3.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 9 18 21 23 42 41
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 44,493
COMMITMENTS
16,788 15,325 15,764 11,670 13,027 44,223 44,116 269 377
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 8,938)
2,853 2,633 2,992 3,078 3,195 8,923 8,820 14 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 34.4 35.4 26.2 29.3 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 12 10 10 17 22 34
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,585,143
COMMITMENTS
531,072 64,658 703,350 1320106 1796641 2554528 2564649 30,615 20,494
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 67,574)
14,137 -184 25,030 27,656 40,977 66,823 65,823 751 1,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 2.5 27.2 51.1 69.5 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
34 18 40 92 85 142 129
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,056,022
COMMITMENTS
90,024 224,987 236,643 721,916 589,114 1048583 1050744 7,439 5,278
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 34,740)
20,763 52,092 -12,149 26,844 -5,251 35,458 34,692 -718 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 21.3 22.4 68.4 55.8 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
23 25 35 41 39 84 79
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,701
COMMITMENTS
1,315 0 110 5,706 6,860 7,131 6,970 570 731
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 584)
65 0 5 454 625 524 630 60 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.0 1.4 74.1 89.1 92.6 90.5 7.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 2 12 16 16 18
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 20,579
COMMITMENTS
6,936 9,157 4,536 8,707 5,513 20,179 19,206 400 1,373
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 535)
285 -1,015 358 -133 319 510 -338 25 873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 44.5 22.0 42.3 26.8 98.1 93.3 1.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 13 20 10 10 32 31
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,540
COMMITMENTS
3,840 3,730 2,270 3,170 2,870 9,280 8,870 260 670
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 90)
-30 -5 100 85 80 155 175 -65 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 39.1 23.8 33.2 30.1 97.3 93.0 2.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 10 14 7 7 23 24
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,433
COMMITMENTS
1,920 2,309 570 17,622 17,119 20,112 19,998 321 435
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 2,275)
-145 158 187 2,270 1,980 2,312 2,325 -37 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 11.3 2.8 86.2 83.8 98.4 97.9 1.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
10 5 9 35 41 50 53
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,122
COMMITMENTS
315 0 57 2,049 2,474 2,421 2,531 701 591
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 161)
56 0 -66 218 177 208 111 -47 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.0 1.8 65.6 79.2 77.5 81.1 22.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 17 16 18 17
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,044
COMMITMENTS
144 604 53 1,466 1,072 1,663 1,729 381 315
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 164)
19 0 5 231 88 255 93 -91 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 29.5 2.6 71.7 52.4 81.4 84.6 18.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 3 22 18 26 22
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 136,670
COMMITMENTS
2,461 2,784 15,764 116,882 116,450 135,107 134,998 1,563 1,672
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 772)
-1 100 159 731 470 889 729 -117 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.0 11.5 85.5 85.2 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 4 33 33 39 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,807
COMMITMENTS
2,562 396 2,149 17,932 20,524 22,643 23,069 1,164 738
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 49)
-40 120 -68 185 117 77 169 -28 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 1.7 9.0 75.3 86.2 95.1 96.9 4.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 21 17 24 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,292
COMMITMENTS
0 1,506 128 6,819 5,379 6,947 7,013 1,345 1,279
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -14)
0 0 0 6 -0 6 -0 -20 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.2 1.5 82.2 64.9 83.8 84.6 16.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 18 15 19 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,012
COMMITMENTS
3,070 362 389 7,770 10,862 11,229 11,613 783 399
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -14)
0 -0 0 -4 -16 -4 -16 -10 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 3.0 3.2 64.7 90.4 93.5 96.7 6.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 16 20 19 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,849
COMMITMENTS
330 1,480 658 17,684 17,631 18,672 19,769 2,177 1,080
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 380)
0 0 0 360 380 360 380 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 7.1 3.2 84.8 84.6 89.6 94.8 10.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 24 23 27 26
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,524
COMMITMENTS
1,290 0 120 5,519 7,033 6,929 7,153 1,595 1,371
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -20)
0 0 0 0 0 0 0 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 0.0 1.4 64.7 82.5 81.3 83.9 18.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 19 16 20 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,232
COMMITMENTS
1,006 1,904 1,690 7,757 7,673 10,453 11,267 1,779 965
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 20)
20 0 0 -8 -4 12 -4 8 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 15.6 13.8 63.4 62.7 85.5 92.1 14.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 16 19 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,032
COMMITMENTS
248 2,390 796 9,127 8,380 10,171 11,566 1,861 466
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 120)
0 0 0 0 120 0 120 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 19.9 6.6 75.9 69.6 84.5 96.1 15.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 18 15 20 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,825
COMMITMENTS
0 0 0 55,570 55,570 55,570 55,570 255 255
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 513)
0 0 0 258 258 258 258 255 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 16 20 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 911,928
COMMITMENTS
0 0 0 911,928 911,928 911,928 911,928 0 0
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 3,439)
0 0 0 3,439 3,439 3,439 3,439 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: 27)
0 0 0 18 20 18 20
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 79,250
COMMITMENTS
0 0 0 78,995 79,079 78,995 79,079 255 171
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 16 28 16 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,058,226
COMMITMENTS
0 0 0 1058226 1058226 1058226 1058226 0 0
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 18 23 18 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,564
COMMITMENTS
5,520 0 4,900 49,889 55,664 60,309 60,564 255 0
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 8.1 82.4 91.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 27 23 30 25
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,161,406
COMMITMENTS
39,741 105,450 12,891 1108774 1043065 1161406 1161406 0 0
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 9.1 1.1 95.5 89.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 1 28 25 32 28
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,474
COMMITMENTS
0 3,677 0 45,410 41,287 45,410 44,964 64 510
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.0 99.9 90.8 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 19 14 19 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,477
COMMITMENTS
640 5,420 0 39,327 35,057 39,967 40,477 510 0
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 636)
0 0 0 636 636 636 636 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 13.4 0.0 97.2 86.6 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 15 19 16 20
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,495
COMMITMENTS
6,884 0 2,025 15,586 22,470 24,495 24,495 0 0
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 176)
-220 0 220 176 -44 176 176 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 0.0 8.3 63.6 91.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 11 16 13 18
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,467
COMMITMENTS
192 1,675 0 13,423 12,664 13,615 14,339 852 128
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -0)
0 0 0 -0 -0 -0 -0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 11.6 0.0 92.8 87.5 94.1 99.1 5.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 18 13 19 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 722,049
COMMITMENTS
0 37,633 23,400 698,649 661,016 722,049 722,049 0 0
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 3.2 96.8 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 19 13 20 15
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 927,913
COMMITMENTS
11,850 126,970 0 916,063 800,943 927,913 927,913 0 0
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 14,040)
0 0 0 14,040 14,040 14,040 14,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 13.7 0.0 98.7 86.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 18 17 19
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 455,910
COMMITMENTS
73,299 461 82,950 299,661 372,499 455,910 455,910 0 0
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 809)
809 0 0 0 809 809 809 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 0.1 18.2 65.7 81.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 14 13 17 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,606
COMMITMENTS
373 182 153 9,060 9,267 9,586 9,602 20 3
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -67)
20 -4 -7 -80 -56 -67 -67 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.9 1.6 94.3 96.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 18 20 21 23
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,882
COMMITMENTS
2,175 0 0 28,031 30,412 30,206 30,412 676 470
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -128)
0 0 0 -223 -223 -223 -223 95 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.0 90.8 98.5 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 0 33 37 35 37
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,579
COMMITMENTS
120 684 73 9,040 8,409 9,233 9,166 346 413
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 204)
-31 9 31 169 164 169 204 35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.1 0.8 94.4 87.8 96.4 95.7 3.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 1 23 21 25 24
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,472
COMMITMENTS
855 0 0 10,205 11,320 11,060 11,320 412 152
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 63)
-75 0 0 -34 15 -109 15 172 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 0.0 89.0 98.7 96.4 98.7 3.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 22 20 23 20
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,037
COMMITMENTS
138 25 0 4,377 4,822 4,515 4,847 522 190
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.5 0.0 86.9 95.7 89.6 96.2 10.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 15 17 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,553,356
COMMITMENTS
376,728 106,830 878,942 1214814 1487499 2470484 2473271 82,872 80,085
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 26,488)
-888 -2,587 5,049 27,105 29,369 31,266 31,832 -4,778 -5,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 4.2 34.4 47.6 58.3 96.8 96.9 3.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
179 108 221 99 101 382 345
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 191,833
COMMITMENTS
53,783 37,028 35,480 101,553 116,050 190,816 188,558 1,018 3,275
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 22,336)
1,656 8,275 7,104 13,275 6,509 22,036 21,888 301 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 19.3 18.5 52.9 60.5 99.5 98.3 0.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 9 12 23 26 37 41
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 182,158
COMMITMENTS
56,324 15,275 657 77,528 108,839 134,509 124,771 47,649 57,387
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 1,599)
796 156 0 -140 968 656 1,124 943 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 8.4 0.4 42.6 59.7 73.8 68.5 26.2 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 4 3 16 16 22 22
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,569
COMMITMENTS
9,362 1,779 18,432 38,039 46,202 65,833 66,413 2,736 2,157
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -309)
-616 74 -867 1,115 422 -369 -371 60 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 2.6 26.9 55.5 67.4 96.0 96.9 4.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 11 19 22 24 45 45
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 348,021
COMMITMENTS
27,156 1,981 65,333 250,579 271,047 343,068 338,361 4,952 9,660
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 781)
-253 199 98 989 458 835 755 -54 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.6 18.8 72.0 77.9 98.6 97.2 1.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 4 15 32 32 47 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 81,759
COMMITMENTS
5,813 10,379 3,103 69,587 63,463 78,503 76,945 3,256 4,814
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -3,213)
-21 -475 229 -3,793 -3,514 -3,585 -3,760 372 547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 12.7 3.8 85.1 77.6 96.0 94.1 4.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 7 8 22 19 32 28
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,731
COMMITMENTS
2,866 2,538 800 30,634 31,101 34,300 34,439 2,431 2,292
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 10)
91 -266 -873 1,076 1,384 294 245 -284 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 6.9 2.2 83.4 84.7 93.4 93.8 6.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 3 15 15 20 20
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,561
COMMITMENTS
0 3,942 2,251 37,927 30,166 40,178 36,359 22,383 26,202
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 941)
-444 396 1,485 566 -144 1,607 1,737 -666 -796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 3.6 60.6 48.2 64.2 58.1 35.8 41.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 5 4 14 16 18 21
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,620
COMMITMENTS
4,324 6,810 12,675 17,577 15,795 34,575 35,279 4,044 3,341
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 1,534)
1,014 979 746 657 -211 2,416 1,513 -882 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 17.6 32.8 45.5 40.9 89.5 91.3 10.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 10 16 15 16 33 36
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,787
COMMITMENTS
4,387 887 154 3,687 7,245 8,227 8,286 560 501
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -885)
-342 -181 -149 -349 -546 -840 -877 -45 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 10.1 1.8 42.0 82.5 93.6 94.3 6.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 8 7 14 12 28 25
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 109,317
COMMITMENTS
4,543 574 7,325 89,368 91,797 101,236 99,697 8,081 9,620
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 1,373)
367 69 -238 710 1,359 840 1,190 533 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.5 6.7 81.8 84.0 92.6 91.2 7.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 7 23 23 30 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,139
COMMITMENTS
14,742 2,534 838 4,701 18,063 20,281 21,434 1,858 705
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -1,096)
-841 -227 181 -172 -1,042 -831 -1,088 -265 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.6 11.4 3.8 21.2 81.6 91.6 96.8 8.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
73 21 15 31 38 113 68
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 72,329
COMMITMENTS
50,734 4,914 4,570 10,359 60,773 65,664 70,258 6,665 2,071
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 230)
-602 -233 389 619 37 406 194 -176 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.1 6.8 6.3 14.3 84.0 90.8 97.1 9.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
109 18 21 32 43 148 76
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 300,538
COMMITMENTS
111,713 36,521 44,931 117,547 205,493 274,190 286,946 26,347 13,592
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 6,733)
-255 -534 1,810 5,643 5,293 7,198 6,570 -465 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 12.2 15.0 39.1 68.4 91.2 95.5 8.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
80 22 53 76 88 181 144
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,413
COMMITMENTS
7,432 81 1,404 11,071 17,083 19,907 18,568 2,506 3,845
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 753)
185 -75 105 175 130 465 160 288 593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 0.4 6.3 49.4 76.2 88.8 82.8 11.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 4 15 19 19 23
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,581
COMMITMENTS
500 465 135 7,916 7,981 8,551 8,581 30 0
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 102)
0 0 0 102 102 102 102 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.4 1.6 92.3 93.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 1 10 11 15 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,221
COMMITMENTS
102 6,982 289 12,830 5,785 13,221 13,056 0 165
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 591)
0 144 0 591 447 591 591 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 52.8 2.2 97.0 43.8 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 5 3 32 24 35 31
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,618
COMMITMENTS
2,228 175 0 47,064 49,373 49,292 49,548 326 70
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 2,748)
-178 0 0 2,806 2,708 2,628 2,708 120 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.4 0.0 94.9 99.5 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 1 0 46 30 52 31
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,965
COMMITMENTS
338 150 0 10,417 10,815 10,755 10,965 210 0
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 1,005)
0 0 0 1,005 1,005 1,005 1,005 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.4 0.0 95.0 98.6 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 17 15 19 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,965
COMMITMENTS
450 2,975 550 10,785 8,440 11,785 11,965 180 0
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 820)
0 -750 400 420 1,170 820 820 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 24.9 4.6 90.1 70.5 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 2 26 22 29 27
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,814
COMMITMENTS
5,053 4,722 11,119 41,461 41,899 57,633 57,740 181 74
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 3,154)
242 -1,065 418 2,514 3,773 3,174 3,126 -20 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 8.2 19.2 71.7 72.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 3 5 48 43 58 49
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,178
COMMITMENTS
1,799 3,473 1,242 12,030 10,205 15,071 14,920 107 258
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 514)
45 204 21 448 271 514 496 0 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 22.9 8.2 79.3 67.2 99.3 98.3 0.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 4 23 20 28 26
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,992
COMMITMENTS
3,990 306 3,780 15,976 19,891 23,746 23,977 246 15
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 990)
600 0 0 360 990 960 990 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 1.3 15.8 66.6 82.9 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 5 13 13 18 18
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,667
COMMITMENTS
4,868 2,650 325 22,219 21,885 27,412 24,860 1,255 3,807
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 1,651)
407 -166 166 1,001 3,347 1,574 3,347 77 -1,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 9.2 1.1 77.5 76.3 95.6 86.7 4.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 16 22 18 24
Updated June 29, 2007