IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 99,485
COMMITMENTS
27 1,079 4,926 94,532 93,480 99,485 99,485 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -2,322)
0 -819 1,281 -3,603 -2,784 -2,322 -2,322 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 5.0 95.0 94.0 100.0 100.0 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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,848
COMMITMENTS
744 766 1,431 44,379 44,623 46,554 46,820 294 28
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 2,462)
342 260 -2 2,122 2,204 2,462 2,462 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.6 3.1 94.7 95.3 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 2 2 43 44 45 47
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,307
COMMITMENTS
0 0 0 12,126 12,128 12,126 12,128 181 179
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,847)
0 0 0 1,847 1,847 1,847 1,847 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 98.5 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 29 24 29 24
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 16,828
COMMITMENTS
540 552 750 14,346 14,417 15,636 15,719 1,192 1,109
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,449)
100 118 -14 1,280 1,209 1,366 1,313 83 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.3 4.5 85.3 85.7 92.9 93.4 7.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 3 6 45 46 51 53
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,304
COMMITMENTS
243 108 554 6,795 6,880 7,592 7,542 712 762
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 499)
0 -10 71 439 441 510 502 -11 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.3 6.7 81.8 82.9 91.4 90.8 8.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 3 6 46 52 52 60
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,392
COMMITMENTS
0 0 120 5,726 5,830 5,846 5,950 546 442
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 173)
0 0 45 95 68 140 113 33 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.9 89.6 91.2 91.5 93.1 8.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 1 21 23 22 24
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,606
COMMITMENTS
160 347 873 7,082 7,157 8,115 8,377 491 229
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 573)
20 20 199 488 428 707 647 -134 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.0 10.1 82.3 83.2 94.3 97.3 5.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 30 28 33 31
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,418
COMMITMENTS
75 75 45 2,943 2,696 3,063 2,816 355 602
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 372)
40 -20 15 283 477 338 472 34 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.2 1.3 86.1 78.9 89.6 82.4 10.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 21 23 23 25
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,288
COMMITMENTS
54 69 121 1,599 1,609 1,774 1,799 514 489
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 182)
-15 -5 5 109 136 99 136 83 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.0 5.3 69.9 70.3 77.5 78.6 22.5 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 23 23 26 27
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,616
COMMITMENTS
0 0 0 9,486 9,586 9,486 9,586 130 30
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 645)
0 0 0 645 645 645 645 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 99.7 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 19 21 19
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,057
COMMITMENTS
0 214 240 8,491 8,558 8,731 9,012 326 45
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -90)
0 0 0 -90 -90 -90 -90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 2.6 93.8 94.5 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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,884
COMMITMENTS
0 2,483 222 22,643 20,179 22,865 22,884 19 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 765)
0 675 -90 836 180 746 765 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.9 1.0 98.9 88.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 23 27 24 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 330,309
COMMITMENTS
48,179 28,547 68,452 171,175 206,510 287,807 303,509 42,503 26,800
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -1,066)
14 4,200 -176 -4,455 -4,420 -4,618 -396 3,552 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 8.6 20.7 51.8 62.5 87.1 91.9 12.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
42 33 51 72 74 147 131
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,204,881
COMMITMENTS
247,312 330,570 467,794 403,813 359,924 1118918 1158287 85,963 46,594
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 10,745)
8,773 11,242 4,977 -6,512 -9,298 7,238 6,921 3,507 3,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 27.4 38.8 33.5 29.9 92.9 96.1 7.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
121 95 149 77 73 284 243
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,526,387
COMMITMENTS
97,573 36,867 514,445 908,217 972,272 1520235 1523584 6,152 2,804
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 25,195)
877 2,128 17,681 6,134 5,201 24,692 25,009 503 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.4 33.7 59.5 63.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
45 25 59 66 64 133 126
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 124,689
COMMITMENTS
33,129 46,921 28,616 59,622 46,478 121,366 122,015 3,322 2,674
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 6,530)
1,811 628 2,022 2,926 3,859 6,759 6,509 -229 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 37.6 22.9 47.8 37.3 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 10 17 23 23 44 42
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 48,419
COMMITMENTS
21,435 17,259 16,368 10,279 14,234 48,082 47,861 337 558
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,901)
1,345 1,023 50 513 847 1,908 1,919 -7 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 35.6 33.8 21.2 29.4 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 12 10 10 17 22 35
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,549,726
COMMITMENTS
604,419 55,445 685,623 1229199 1789290 2519241 2530358 30,485 19,368
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,359)
27,614 2,810 -12,976 -13,051 10,319 1,587 153 -228 1,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 2.2 26.9 48.2 70.2 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
38 13 42 92 86 143 131
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,019,932
COMMITMENTS
102,879 237,090 230,814 679,958 546,627 1013651 1014531 6,281 5,401
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 24,900)
6,738 9,833 8,370 10,967 9,171 26,075 27,374 -1,175 -2,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 23.2 22.6 66.7 53.6 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
18 28 33 39 38 77 79
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,905
COMMITMENTS
1,614 0 243 5,490 7,065 7,347 7,308 558 597
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -15)
-135 0 60 45 -135 -30 -75 15 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 0.0 3.1 69.4 89.4 92.9 92.4 7.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 0 4 13 16 19 20
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 9,253
COMMITMENTS
1,640 542 120 7,382 8,247 9,142 8,909 111 344
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 705)
440 -105 0 265 825 705 720 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 5.9 1.3 79.8 89.1 98.8 96.3 1.2 3.7
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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 26,085
COMMITMENTS
7,683 10,189 6,106 11,956 9,066 25,745 25,361 340 724
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,500)
-391 759 1,113 851 249 1,573 2,121 -73 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 39.1 23.4 45.8 34.8 98.7 97.2 1.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 15 21 13 12 35 35
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,630
COMMITMENTS
4,675 4,195 2,920 3,905 4,160 11,500 11,275 130 355
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 675)
55 -265 625 -90 315 590 675 85 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 36.1 25.1 33.6 35.8 98.9 96.9 1.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 12 16 8 10 27 27
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,222
COMMITMENTS
1,677 2,733 869 20,431 19,146 22,977 22,748 246 475
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,514)
0 191 -2 1,576 1,385 1,574 1,574 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 11.8 3.7 88.0 82.4 98.9 98.0 1.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 6 8 30 39 43 49
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,253
COMMITMENTS
121 516 40 1,839 1,450 2,000 2,006 253 247
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 76)
30 17 20 169 134 219 171 -143 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 22.9 1.8 81.6 64.4 88.8 89.0 11.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 2 26 25 29 28
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 123,909
COMMITMENTS
3,479 3,989 11,740 106,801 106,604 122,020 122,333 1,889 1,576
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 149)
3 333 -441 550 129 112 21 37 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.2 9.5 86.2 86.0 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 4 32 33 39 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,056
COMMITMENTS
2,018 266 1,808 16,032 18,320 19,858 20,394 1,198 662
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 38)
-124 24 20 142 -6 38 38 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 1.3 8.6 76.1 87.0 94.3 96.9 5.7 3.1
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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,994
COMMITMENTS
0 1,330 124 6,485 5,255 6,609 6,709 1,385 1,285
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 170)
0 0 0 348 152 348 152 -178 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.6 1.6 81.1 65.7 82.7 83.9 17.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 18 14 19 16
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,031
COMMITMENTS
2,448 404 502 8,138 10,639 11,088 11,545 943 486
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 182)
272 3 -98 -38 221 136 126 46 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 3.4 4.2 67.6 88.4 92.2 96.0 7.8 4.0
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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 19,944
COMMITMENTS
202 1,292 616 17,298 17,292 18,116 19,200 1,828 744
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 70)
0 0 0 70 280 70 280 0 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.5 3.1 86.7 86.7 90.8 96.3 9.2 3.7
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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,174
COMMITMENTS
1,130 0 120 5,158 6,632 6,408 6,752 1,766 1,422
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -120)
0 0 0 0 0 0 0 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 0.0 1.5 63.1 81.1 78.4 82.6 21.6 17.4
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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,767
COMMITMENTS
1,146 1,650 1,630 7,502 7,763 10,278 11,043 1,489 724
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 140)
120 0 0 0 140 120 140 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 14.0 13.9 63.8 66.0 87.3 93.8 12.7 6.2
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 11/20/12 |
--------------------------------------------------------------| 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
128 1,948 836 8,366 7,852 9,330 10,636 1,704 398
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 0)
-80 -80 80 20 0 20 0 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 17.7 7.6 75.8 71.2 84.6 96.4 15.4 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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,619
COMMITMENTS
0 0 0 54,619 54,619 54,619 54,619 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,655)
0 0 0 1,655 1,695 1,655 1,695 0 -40
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: 30)
0 0 0 22 18 22 18
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 879,141
COMMITMENTS
0 0 0 879,141 879,141 879,141 879,141 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 4,072)
0 0 0 4,072 4,072 4,072 4,072 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 AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 418,512
COMMITMENTS
45,145 337,893 0 373,367 80,619 418,512 418,512 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 80.7 0.0 89.2 19.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 9 11 10 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 73,130
COMMITMENTS
40 0 0 72,835 72,982 72,875 72,982 255 148
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 382)
0 0 0 382 382 382 382 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.6 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 16 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 989,896
COMMITMENTS
848 0 0 989,048 989,896 989,896 989,896 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 6,990)
0 0 0 6,990 6,990 6,990 6,990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 20 23 21 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| 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 11/13/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,167,178
COMMITMENTS
36,357 101,690 10,635 1120186 1054853 1167178 1167178 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 11,230)
0 0 0 11,230 11,230 11,230 11,230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 8.7 0.9 96.0 90.4 100.0 100.0 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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,324
COMMITMENTS
0 3,562 0 42,283 38,507 42,283 42,069 41 255
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 315 60 315 0 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 0.0 99.9 91.0 99.9 99.4 0.1 0.6
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 11/20/12 |
--------------------------------------------------------------| 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 11/13/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 14.0 0.0 97.6 86.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,136
COMMITMENTS
6,066 0 2,025 14,045 20,111 22,136 22,136 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,275)
1,275 0 0 0 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 0.0 9.1 63.4 90.9 100.0 100.0 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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,178
COMMITMENTS
123 1,891 0 15,226 14,246 15,349 16,137 829 41
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 173)
0 0 0 173 173 173 173 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 11.7 0.0 94.1 88.1 94.9 99.7 5.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 19 14 20 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 676,584
COMMITMENTS
0 26,353 23,400 653,184 626,831 676,584 676,584 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -424)
0 0 0 -424 -424 -424 -424 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 3.5 96.5 92.6 100.0 100.0 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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 914,188
COMMITMENTS
8,090 123,210 0 906,098 790,978 914,188 914,188 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 744)
0 0 0 744 744 744 744 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 13.5 0.0 99.1 86.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 18 21 19 22
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 488,213
COMMITMENTS
82,929 0 62,769 342,515 425,444 488,213 488,213 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 8,286)
1,377 -31,578 6,909 0 32,955 8,286 8,286 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 0.0 12.9 70.2 87.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 3 16 16 19 19
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 195,434
COMMITMENTS
0 4,680 0 195,434 190,754 195,434 195,434 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 9,360)
0 0 0 9,360 9,360 9,360 9,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 100.0 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 14 12 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,051
COMMITMENTS
385 226 162 9,484 9,656 10,031 10,045 20 6
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 149)
-13 17 12 150 118 149 147 -0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.3 1.6 94.4 96.1 99.8 99.9 0.2 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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,924
COMMITMENTS
2,175 232 0 29,199 31,319 31,374 31,551 550 373
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 49)
0 232 0 16 -216 16 16 33 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.7 0.0 91.5 98.1 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 0 37 36 39 37
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,430
COMMITMENTS
392 950 66 7,684 7,034 8,142 8,050 288 380
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 78)
275 0 0 -207 58 68 58 10 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 11.3 0.8 91.2 83.4 96.6 95.5 3.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 25 25 28 28
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,349
COMMITMENTS
1,416 0 60 8,398 9,853 9,874 9,913 475 436
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 10)
566 0 0 -571 10 -5 10 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 0.6 81.1 95.2 95.4 95.8 4.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 16 18 19 19
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,753
COMMITMENTS
387 0 0 3,935 4,578 4,322 4,578 431 175
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 30)
249 -25 0 -219 50 30 25 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.0 0.0 82.8 96.3 90.9 96.3 9.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 14 16 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,168,334
COMMITMENTS
358,903 131,876 738,933 983,241 1217035 2081078 2087844 87,257 80,490
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -15,805)
-202 -2,827 -4,194 -7,600 -4,547 -11,996 -11,568 -3,809 -4,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 6.1 34.1 45.3 56.1 96.0 96.3 4.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
152 86 177 96 102 326 306
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 98,832
COMMITMENTS
2,373 27,790 17,436 76,919 50,147 96,728 95,373 2,104 3,459
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -54,462)
-19,703 -10,036 -10,178 -25,618 -34,373 -55,498 -54,586 1,036 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 28.1 17.6 77.8 50.7 97.9 96.5 2.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 5 6 13 14 20 22
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 177,856
COMMITMENTS
60,352 15,378 906 74,700 111,255 135,958 127,539 41,898 50,317
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 4,089)
2,317 644 264 2,363 4,365 4,944 5,273 -855 -1,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 8.6 0.5 42.0 62.6 76.4 71.7 23.6 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 5 3 18 18 25 24
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,102
COMMITMENTS
8,849 1,725 4,951 20,145 27,838 33,944 34,514 2,157 1,587
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 517)
-175 1 486 -190 -393 120 94 396 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 4.8 13.7 55.8 77.1 94.0 95.6 6.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 4 7 14 14 25 24
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 318,074
COMMITMENTS
26,958 4,884 54,411 232,566 250,497 313,935 309,791 4,139 8,282
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -3,561)
-710 -40 -357 -2,435 -3,045 -3,502 -3,441 -59 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 1.5 17.1 73.1 78.8 98.7 97.4 1.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 3 14 33 33 47 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,021
COMMITMENTS
6,677 1,347 8,581 53,552 54,050 68,810 63,978 2,211 7,043
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -15,886)
853 -8,657 -697 -15,779 -9,187 -15,623 -18,541 -263 2,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 1.9 12.1 75.4 76.1 96.9 90.1 3.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 2 6 17 16 27 22
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,335
COMMITMENTS
2,329 4,048 11,094 34,821 33,301 48,244 48,443 2,091 1,892
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -5,115)
199 -50 1,065 -5,847 -6,145 -4,583 -5,130 -532 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.0 22.0 69.2 66.2 95.8 96.2 4.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 4 4 14 12 18 20
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,012
COMMITMENTS
0 3,499 1,681 31,965 27,165 33,646 32,345 23,366 24,667
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 76)
0 117 0 -150 -974 -150 -857 226 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 2.9 56.1 47.6 59.0 56.7 41.0 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 5 4 15 18 19 23
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,897
COMMITMENTS
3,505 5,886 10,529 15,487 12,275 29,521 28,690 2,375 3,207
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -2,995)
-2,512 326 466 -535 -2,602 -2,581 -1,810 -415 -1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 18.5 33.0 48.6 38.5 92.6 89.9 7.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 8 9 13 14 25 25
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,816
COMMITMENTS
2,339 737 314 3,506 5,341 6,159 6,392 657 423
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 946)
167 -77 314 461 751 942 987 4 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 10.8 4.6 51.4 78.4 90.4 93.8 9.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 4 1 10 10 18 15
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,630
COMMITMENTS
3,833 690 5,258 76,886 78,561 85,977 84,509 7,653 9,120
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 387)
327 205 -407 517 823 437 620 -50 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.7 5.6 82.1 83.9 91.8 90.3 8.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 7 23 22 30 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,517
COMMITMENTS
14,914 3,223 1,019 6,146 17,993 22,079 22,235 1,438 1,282
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -2,012)
199 -884 -413 -1,487 -661 -1,701 -1,957 -311 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.4 13.7 4.3 26.1 76.5 93.9 94.5 6.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
67 22 17 31 39 102 77
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 62,587
COMMITMENTS
41,979 6,594 1,751 11,291 52,655 55,021 61,001 7,566 1,587
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -3,167)
-757 -384 -1,382 -926 -1,264 -3,065 -3,029 -102 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.1 10.5 2.8 18.0 84.1 87.9 97.5 12.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
109 28 23 33 36 149 82
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 300,069
COMMITMENTS
102,315 32,992 46,615 126,389 206,225 275,318 285,832 24,750 14,237
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 7,496)
7,082 -1,038 3,774 -5,429 4,691 5,428 7,427 2,069 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 11.0 15.5 42.1 68.7 91.8 95.3 8.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
71 29 56 78 87 177 152
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,999
COMMITMENTS
4,490 1,491 400 11,330 12,489 16,220 14,380 1,779 3,619
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,013)
-140 1,362 -603 1,756 397 1,013 1,156 0 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 8.3 2.2 62.9 69.4 90.1 79.9 9.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 4 17 18 22 23
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,956
COMMITMENTS
7,945 800 717 10,012 15,698 18,674 17,215 1,282 2,741
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 416)
1,387 0 -375 -596 791 416 416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 4.0 3.6 50.2 78.7 93.6 86.3 6.4 13.7
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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,953
COMMITMENTS
660 465 135 7,967 8,353 8,762 8,953 191 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -25)
0 0 0 70 35 70 35 -95 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.2 1.5 89.0 93.3 97.9 100.0 2.1 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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,707
COMMITMENTS
0 4,767 321 11,386 6,465 11,707 11,553 0 154
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 200)
-100 -50 0 300 250 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 40.7 2.7 97.3 55.2 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 7 4 31 28 35 36
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,382
COMMITMENTS
1,896 850 0 38,200 39,470 40,096 40,320 286 62
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,898)
0 850 0 1,938 1,048 1,938 1,898 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.1 0.0 94.6 97.7 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 2 0 44 31 50 33
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,369
COMMITMENTS
900 725 0 6,347 6,644 7,247 7,369 122 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 9.8 0.0 86.1 90.2 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 14 8 15 10
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,521
COMMITMENTS
238 150 0 10,050 10,371 10,288 10,521 233 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 805)
0 0 0 805 805 805 805 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.4 0.0 95.5 98.6 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 22 15 24 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,034
COMMITMENTS
850 5,379 200 12,804 8,455 13,854 14,034 180 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 404)
0 429 0 404 -25 404 404 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 38.3 1.4 91.2 60.2 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 3 27 23 31 28
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,961
COMMITMENTS
1,806 25 0 6,072 7,936 7,878 7,961 83 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 672)
200 0 0 472 672 672 672 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 0.3 0.0 76.3 99.7 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 10 12 12 13
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,248
COMMITMENTS
3,490 3,977 12,235 51,343 50,976 67,068 67,188 180 60
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 4,243)
376 506 380 3,487 3,357 4,243 4,243 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 5.9 18.2 76.3 75.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
8 7 7 44 46 55 57
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,797
COMMITMENTS
1,033 0 100 5,381 6,211 6,514 6,311 283 486
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 492)
0 0 0 492 384 492 384 0 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.0 1.5 79.2 91.4 95.8 92.8 4.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 1 14 15 18 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,323
COMMITMENTS
973 5,045 2,662 16,520 12,248 20,155 19,955 168 368
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 151)
-226 222 120 239 -191 133 151 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 24.8 13.1 81.3 60.3 99.2 98.2 0.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 4 22 24 27 30
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,347
COMMITMENTS
4,522 2,460 359 19,494 20,488 24,375 23,307 2,972 4,040
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 806)
418 100 0 -41 209 377 309 429 497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 9.0 1.3 71.3 74.9 89.1 85.2 10.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 1 16 23 20 26
Updated November 26, 2012