IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 101,806
COMMITMENTS
27 1,898 3,645 98,134 96,263 101,806 101,806 0 -0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 3,376)
-75 -145 775 2,676 2,746 3,376 3,376 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 3.6 96.4 94.6 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 5 3 9 14 13 19
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,055
COMMITMENTS
312 561 1,473 40,976 40,993 42,761 43,027 294 28
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -4,398)
312 -82 -162 -4,512 -4,147 -4,362 -4,391 -36 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.3 3.4 95.2 95.2 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 2 2 43 43 45 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,380
COMMITMENTS
0 0 0 9,167 9,190 9,167 9,190 213 190
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,181)
0 -80 0 -1,199 -1,094 -1,199 -1,174 18 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 98.0 97.7 98.0 2.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 26 22 26 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,545
COMMITMENTS
381 315 826 12,750 12,971 13,957 14,112 1,588 1,433
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -2,165)
-257 -83 -96 -2,217 -2,463 -2,570 -2,642 405 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.0 5.3 82.0 83.4 89.8 90.8 10.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 3 5 43 44 48 50
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,367
COMMITMENTS
293 128 463 5,934 6,038 6,690 6,629 677 738
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,287)
-8 -145 -67 -1,188 -1,037 -1,263 -1,249 -24 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.7 6.3 80.5 82.0 90.8 90.0 9.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 4 5 43 46 49 53
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,016
COMMITMENTS
0 0 75 5,346 5,553 5,421 5,628 595 388
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -725)
0 0 0 -691 -620 -691 -620 -34 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.2 88.9 92.3 90.1 93.6 9.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 1 20 21 21 22
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,918
COMMITMENTS
70 382 566 6,606 6,630 7,242 7,578 676 340
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -268)
-68 -146 354 -649 -494 -363 -286 95 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.8 7.1 83.4 83.7 91.5 95.7 8.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 2 30 29 32 32
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,856
COMMITMENTS
35 95 30 2,428 2,069 2,493 2,194 363 662
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -223)
-35 75 -60 -105 -220 -200 -205 -23 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.3 1.1 85.0 72.4 87.3 76.8 12.7 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 18 18 20 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,861
COMMITMENTS
82 74 78 1,317 1,355 1,477 1,507 384 354
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -543)
-99 -32 18 -380 -516 -461 -530 -82 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.0 4.2 70.8 72.8 79.4 81.0 20.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 21 20 24 23
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,433
COMMITMENTS
0 0 0 7,303 7,403 7,303 7,403 130 30
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,212)
0 0 0 -1,207 -1,212 -1,207 -1,212 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 99.6 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 19 22 19
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,973
COMMITMENTS
0 214 240 8,407 8,474 8,647 8,928 326 45
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,169)
0 -17 0 -1,179 -1,152 -1,179 -1,169 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 2.7 93.7 94.4 96.4 99.5 3.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 18 21 19 23
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,980
COMMITMENTS
0 1,798 212 20,768 18,970 20,980 20,980 0 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -4,724)
0 623 -212 -4,452 -5,135 -4,664 -4,724 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.6 1.0 99.0 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 24 27 25 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 336,556
COMMITMENTS
49,265 20,131 72,927 172,573 217,541 294,766 310,599 41,791 25,957
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 11,253)
-2,258 -1,913 8,603 8,709 3,886 15,054 10,575 -3,801 678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 6.0 21.7 51.3 64.6 87.6 92.3 12.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
45 28 49 72 78 144 133
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,215,016
COMMITMENTS
265,170 327,066 449,556 415,873 395,391 1130600 1172013 84,416 43,003
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -7,755)
-19,923 -10,432 24,186 -13,286 -25,283 -9,023 -11,529 1,268 3,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 26.9 37.0 34.2 32.5 93.1 96.5 6.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
127 91 154 80 74 293 248
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,489,204
COMMITMENTS
96,771 33,691 488,569 897,994 962,836 1483333 1485096 5,870 4,108
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,199)
-1,301 -1,229 3,440 -3,029 -3,352 -890 -1,140 -309 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 2.3 32.8 60.3 64.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
47 25 57 63 60 130 122
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 116,599
COMMITMENTS
31,492 55,364 22,044 59,758 36,682 113,293 114,090 3,306 2,509
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 365)
781 -1,393 -725 265 2,443 320 324 45 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 47.5 18.9 51.3 31.5 97.2 97.8 2.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 11 14 22 21 39 38
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 46,116
COMMITMENTS
19,247 15,219 16,146 10,447 14,324 45,839 45,689 276 426
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 1,250)
-1,091 -1,718 2,137 201 756 1,246 1,175 4 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 33.0 35.0 22.7 31.1 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 12 10 10 16 22 32
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,522,338
COMMITMENTS
561,639 51,687 680,102 1248221 1771952 2489962 2503741 32,376 18,597
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 9,840)
30,138 0 -7,402 -13,762 17,060 8,974 9,658 866 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 2.0 27.0 49.5 70.3 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
38 13 40 87 83 137 127
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 991,547
COMMITMENTS
102,869 232,813 211,338 669,371 539,787 983,578 983,938 7,969 7,609
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 27,767)
23,241 21,971 2,953 1,814 2,325 28,008 27,249 -241 518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 23.5 21.3 67.5 54.4 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
18 27 34 38 33 77 73
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,800
COMMITMENTS
1,734 0 168 5,295 6,955 7,197 7,123 603 677
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 50)
195 0 -45 -190 245 -40 200 90 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 0.0 2.2 67.9 89.2 92.3 91.3 7.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 0 3 12 15 18 18
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 8,553
COMMITMENTS
1,080 707 120 7,242 7,377 8,442 8,204 111 349
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 15)
105 0 0 -42 -45 63 -45 -48 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 8.3 1.4 84.7 86.3 98.7 95.9 1.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 15 13 16 16
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 22,808
COMMITMENTS
8,470 9,153 4,947 9,186 8,108 22,603 22,208 205 600
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 2,385)
478 1,795 204 1,828 436 2,510 2,435 -125 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 40.1 21.7 40.3 35.5 99.1 97.4 0.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 13 21 12 13 34 36
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,155
COMMITMENTS
4,435 3,960 2,045 3,630 3,860 10,110 9,865 45 290
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 345)
115 -50 105 130 345 350 400 -5 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 39.0 20.1 35.7 38.0 99.6 97.1 0.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 12 16 11 11 30 28
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,642
COMMITMENTS
1,548 2,530 870 17,931 16,824 20,349 20,224 293 418
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -2,656)
-161 -130 216 -2,554 -2,618 -2,500 -2,533 -156 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 12.3 4.2 86.9 81.5 98.6 98.0 1.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 5 7 32 40 43 49
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,061
COMMITMENTS
69 499 20 1,516 1,246 1,605 1,765 456 296
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -453)
-9 -203 -60 -418 -183 -487 -446 34 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 24.2 1.0 73.6 60.5 77.9 85.6 22.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 21 21 23 23
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 122,168
COMMITMENTS
3,480 3,469 12,326 104,417 104,890 120,224 120,685 1,944 1,483
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -3,044)
318 111 -88 -3,859 -3,032 -3,630 -3,010 585 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.8 10.1 85.5 85.9 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 4 32 32 38 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,010
COMMITMENTS
2,403 242 1,717 15,791 18,377 19,912 20,336 1,098 674
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,042)
-208 -154 -106 -652 -728 -966 -988 -76 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 1.2 8.2 75.2 87.5 94.8 96.8 5.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
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 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,938
COMMITMENTS
0 1,450 124 6,617 5,151 6,741 6,725 1,197 1,213
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -434)
0 -56 -4 -294 -328 -298 -388 -136 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.3 1.6 83.4 64.9 84.9 84.7 15.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 19 15 20 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,643
COMMITMENTS
2,314 401 528 7,936 10,346 10,778 11,274 865 368
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -334)
-602 39 114 95 -451 -393 -297 59 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 3.4 4.5 68.2 88.9 92.6 96.8 7.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 17 20 20 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 19,764
COMMITMENTS
202 1,292 616 17,166 17,112 17,984 19,020 1,780 744
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,455)
-50 -230 0 -1,270 -913 -1,320 -1,143 -135 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.5 3.1 86.9 86.6 91.0 96.2 9.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 3 27 26 30 29
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,294
COMMITMENTS
1,130 0 120 5,158 6,632 6,408 6,752 1,886 1,542
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -470)
-130 0 0 -511 -501 -641 -501 171 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.0 1.4 62.2 80.0 77.3 81.4 22.7 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 16 19 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,573
COMMITMENTS
1,028 1,650 1,658 7,382 7,559 10,068 10,867 1,505 706
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -718)
-50 -134 40 -584 -573 -594 -667 -124 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 14.3 14.3 63.8 65.3 87.0 93.9 13.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 17 17 20 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,034
COMMITMENTS
208 2,028 756 8,346 7,852 9,310 10,636 1,724 398
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -918)
40 -282 -40 -781 -480 -781 -802 -137 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 18.4 6.9 75.6 71.2 84.4 96.4 15.6 3.6
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 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,964
COMMITMENTS
0 0 0 52,964 52,924 52,964 52,924 0 40
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -4,199)
0 0 0 -4,199 -4,239 -4,199 -4,239 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 22 17 22 17
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 875,069
COMMITMENTS
0 0 0 875,069 875,069 875,069 875,069 0 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -38,784)
0 0 0 -38,784 -38,784 -38,784 -38,784 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 19 19 19 19
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 72,197
COMMITMENTS
0 0 0 71,942 72,049 71,942 72,049 255 148
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -7,153)
0 0 0 -7,153 -7,130 -7,153 -7,130 0 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.8 99.6 99.8 0.4 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 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 972,714
COMMITMENTS
0 0 0 972,714 972,714 972,714 972,714 0 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -100,392)
0 0 0 -100,392 -100,392 -100,392 -100,392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 19 23 19 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,091
COMMITMENTS
5,635 0 3,520 47,681 53,571 56,836 57,091 255 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -4,025)
115 0 -1,380 -2,760 -2,645 -4,025 -4,025 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 6.2 83.5 93.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 27 22 30 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,155,948
COMMITMENTS
36,357 101,690 10,635 1108956 1043623 1155948 1155948 0 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -37,562)
-3,384 -3,760 -2,256 -31,922 -31,546 -37,562 -37,562 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 8.8 0.9 95.9 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 1 29 26 33 29
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,989
COMMITMENTS
0 3,562 0 40,948 36,917 40,948 40,479 41 510
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -4,485)
0 -115 0 -4,462 -4,370 -4,462 -4,485 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 0.0 99.9 90.1 99.9 98.8 0.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 18 13 18 15
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,022
COMMITMENTS
410 5,305 0 37,102 32,717 37,512 38,022 510 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -3,151)
-230 -115 0 -2,921 -3,036 -3,151 -3,151 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 14.0 0.0 97.6 86.0 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 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,861
COMMITMENTS
4,791 0 2,025 14,045 18,836 20,861 20,861 0 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -3,634)
-2,093 0 0 -1,541 -3,634 -3,634 -3,634 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 0.0 9.7 67.3 90.3 100.0 100.0 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 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,053
COMMITMENTS
123 1,770 0 13,101 12,201 13,224 13,971 829 82
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -665)
-69 -115 0 -573 -504 -642 -619 -23 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 12.6 0.0 93.2 86.8 94.1 99.4 5.9 0.6
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 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 653,608
COMMITMENTS
0 26,353 23,400 630,208 603,855 653,608 653,608 0 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -68,441)
0 -11,280 0 -68,441 -57,161 -68,441 -68,441 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 3.6 96.4 92.4 100.0 100.0 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 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 918,124
COMMITMENTS
8,090 123,210 0 910,034 794,914 918,124 918,124 0 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -21,498)
-3,760 -3,760 0 -17,738 -17,738 -21,498 -21,498 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 13.4 0.0 99.1 86.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 19 20 20 21
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 456,527
COMMITMENTS
81,552 31,578 55,860 319,115 369,089 456,527 456,527 0 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -5,693)
3,098 25,192 -27,475 18,684 -3,410 -5,693 -5,693 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 6.9 12.2 69.9 80.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 15 15 18 18
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 157,994
COMMITMENTS
0 4,680 0 157,994 153,314 157,994 157,994 0 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -10,528)
0 0 0 -10,528 -10,528 -10,528 -10,528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 100.0 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 10 13 10 14
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,571
COMMITMENTS
370 182 156 9,015 9,221 9,541 9,559 30 12
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -13)
-3 -12 2 -22 -12 -23 -22 10 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.9 1.6 94.2 96.3 99.7 99.9 0.3 0.1
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 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,867
COMMITMENTS
2,175 0 0 26,115 28,547 28,290 28,547 577 320
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -2,790)
0 0 0 -2,752 -2,624 -2,752 -2,624 -38 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 0.0 90.5 98.9 98.0 98.9 2.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 0 34 36 36 36
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,325
COMMITMENTS
117 850 66 7,851 7,061 8,034 7,977 291 348
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,854)
-39 75 -1 -1,698 -1,858 -1,738 -1,784 -116 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 10.2 0.8 94.3 84.8 96.5 95.8 3.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 26 24 28 27
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,595
COMMITMENTS
850 0 60 9,113 9,994 10,023 10,054 572 541
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,327)
-95 0 0 -1,440 -1,689 -1,535 -1,689 208 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.6 86.0 94.3 94.6 94.9 5.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 16 18 18 19
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,721
COMMITMENTS
138 25 0 4,152 4,528 4,290 4,553 431 168
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -485)
0 0 0 -414 -461 -414 -461 -71 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.5 0.0 87.9 95.9 90.9 96.4 9.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 15 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,555,522
COMMITMENTS
367,667 134,209 903,123 1202224 1434586 2473014 2471918 82,508 83,604
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 4,575)
-2,501 5,114 29,057 -16,753 -35,537 9,803 -1,366 -5,228 5,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 5.3 35.3 47.0 56.1 96.8 96.7 3.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
169 113 222 104 105 377 353
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 150,419
COMMITMENTS
25,275 34,592 27,120 96,361 85,624 148,756 147,336 1,663 3,083
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -3,944)
-1,966 -1,977 -1,815 -523 397 -4,305 -3,396 361 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 23.0 18.0 64.1 56.9 98.9 98.0 1.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 9 12 23 26 38 41
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 172,513
COMMITMENTS
59,515 14,368 388 70,182 106,698 130,085 121,454 42,428 51,059
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -12,540)
-1,947 -1,017 -285 -8,024 -4,492 -10,256 -5,794 -2,284 -6,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 8.3 0.2 40.7 61.8 75.4 70.4 24.6 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 4 3 17 17 24 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,931
COMMITMENTS
9,444 1,858 17,462 35,660 43,327 62,566 62,647 2,365 2,284
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 846)
479 -488 5 509 1,525 992 1,042 -146 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 2.9 26.9 54.9 66.7 96.4 96.5 3.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
15 9 18 22 24 46 43
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 322,343
COMMITMENTS
25,544 6,950 57,184 235,421 249,907 318,148 314,041 4,195 8,302
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -15,336)
-3,240 2,864 -5,606 -5,852 -11,381 -14,698 -14,123 -638 -1,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 2.2 17.7 73.0 77.5 98.7 97.4 1.3 2.6
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 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,474
COMMITMENTS
5,736 9,992 8,630 73,229 67,897 87,595 86,519 2,879 3,955
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 5,206)
-415 -745 2,757 2,786 3,241 5,128 5,253 78 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 11.0 9.5 80.9 75.0 96.8 95.6 3.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 7 8 22 19 32 30
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,197
COMMITMENTS
2,903 4,023 8,110 39,611 38,937 50,624 51,070 2,573 2,127
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 10,017)
-117 135 4,272 5,832 5,635 9,987 10,042 30 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 7.6 15.2 74.5 73.2 95.2 96.0 4.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 5 6 15 14 22 23
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,805
COMMITMENTS
0 3,132 1,927 32,041 28,134 33,968 33,193 22,837 23,612
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -6,001)
0 123 -667 -5,557 -2,241 -6,224 -2,785 223 -3,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 3.4 56.4 49.5 59.8 58.4 40.2 41.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 5 4 15 17 19 22
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,590
COMMITMENTS
5,579 5,747 11,943 16,086 15,489 33,608 33,180 2,982 3,411
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 1,004)
-333 -868 1,167 -75 416 760 715 244 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 15.7 32.6 44.0 42.3 91.9 90.7 8.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 8 15 15 16 32 35
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,666
COMMITMENTS
2,826 786 56 3,149 5,292 6,031 6,133 635 532
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -581)
-294 -96 -44 -269 -416 -607 -556 26 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 11.8 0.8 47.3 79.4 90.5 92.0 9.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 8 6 14 12 26 24
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,812
COMMITMENTS
3,647 392 5,574 77,983 79,679 87,204 85,645 7,609 9,167
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -6,216)
-271 -151 -1,405 -4,334 -4,359 -6,011 -5,914 -205 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.4 5.9 82.3 84.0 92.0 90.3 8.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 7 22 21 29 28
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,259
COMMITMENTS
14,325 4,495 1,121 7,235 17,315 22,680 22,931 1,579 1,328
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 1,313)
1,001 100 -145 594 1,109 1,449 1,064 -136 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 18.5 4.6 29.8 71.4 93.5 94.5 6.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
68 26 14 34 36 108 72
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 65,437
COMMITMENTS
43,598 6,639 3,060 11,824 53,940 58,483 63,639 6,954 1,798
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -847)
-3,728 -280 173 2,163 -712 -1,391 -819 545 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.6 10.1 4.7 18.1 82.4 89.4 97.3 10.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
106 31 23 33 42 148 87
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 278,929
COMMITMENTS
98,879 34,780 40,951 117,450 190,784 257,280 266,515 21,649 12,414
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -6,547)
-3,056 -3,109 8,364 -12,625 -10,876 -7,317 -5,621 770 -926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 12.5 14.7 42.1 68.4 92.2 95.5 7.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
77 27 57 77 89 176 158
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,725
COMMITMENTS
4,497 279 944 9,595 12,023 15,036 13,246 1,689 3,479
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -5,161)
-2,370 21 -383 -1,823 -4,578 -4,576 -4,940 -585 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 1.7 5.6 57.4 71.9 89.9 79.2 10.1 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 16 17 21 20
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,974
COMMITMENTS
6,541 800 792 10,359 14,758 17,692 16,350 1,282 2,624
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -3,172)
-2,869 -400 -258 84 -2,218 -3,043 -2,876 -129 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 4.2 4.2 54.6 77.8 93.2 86.2 6.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 14 18 17 20
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,964
COMMITMENTS
660 465 135 7,909 8,364 8,704 8,964 259 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 274)
120 0 0 -76 334 44 334 229 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.2 1.5 88.2 93.3 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 1 11 14 16 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,226
COMMITMENTS
25 4,917 321 10,880 5,834 11,226 11,072 0 154
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -2,642)
-77 -2,113 -18 -2,547 -500 -2,642 -2,631 0 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 43.8 2.9 96.9 52.0 100.0 98.6 0.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 7 4 31 26 36 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,529
COMMITMENTS
1,896 100 0 36,307 38,371 38,203 38,471 326 58
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -13,191)
-432 -300 0 -12,759 -12,884 -13,191 -13,184 0 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.3 0.0 94.2 99.6 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 1 0 43 27 49 28
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,845
COMMITMENTS
238 150 0 8,284 8,695 8,522 8,845 323 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -2,365)
-84 0 0 -2,256 -2,365 -2,340 -2,365 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.7 0.0 93.7 98.3 96.3 100.0 3.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 19 16 21 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,055
COMMITMENTS
850 4,450 200 11,825 8,405 12,875 13,055 180 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -610)
400 475 50 -1,060 -1,135 -610 -610 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 34.1 1.5 90.6 64.4 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 3 27 20 31 25
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,165
COMMITMENTS
2,705 2,904 11,893 46,355 46,231 60,953 61,028 212 137
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -3,070)
-2,197 -633 304 -1,208 -2,804 -3,101 -3,133 31 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.7 19.4 75.8 75.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 3 6 45 46 55 52
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,077
COMMITMENTS
905 100 0 4,889 5,827 5,794 5,927 283 150
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -384)
138 -50 0 -486 -307 -348 -357 -36 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 1.6 0.0 80.5 95.9 95.3 97.5 4.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 13 13 16 14
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,179
COMMITMENTS
1,092 4,537 2,236 15,674 12,011 19,002 18,784 177 395
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 243)
-531 41 417 287 -350 173 108 70 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 23.7 11.7 81.7 62.6 99.1 97.9 0.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 4 21 25 26 30
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,544
COMMITMENTS
4,381 1,804 191 18,172 20,066 22,744 22,061 2,800 3,483
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -4,504)
-323 -246 -242 -4,914 -3,540 -5,479 -4,028 975 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 7.1 0.7 71.1 78.6 89.0 86.4 11.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 1 15 24 18 27
Updated November 9, 2012