GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,193
COMMITMENTS
780 850 1,548 35,583 35,795 37,911 38,193 282 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -10,113)
74 219 1 -10,176 -10,305 -10,101 -10,085 -12 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.2 4.1 93.2 93.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 3 2 39 42 41 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,635
COMMITMENTS
0 0 0 15,442 15,470 15,442 15,470 193 165
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 1,857)
0 0 0 1,845 1,871 1,845 1,871 12 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 98.9 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 28 24 28 24
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,413
COMMITMENTS
147 463 640 13,602 13,347 14,389 14,450 1,024 963
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -2,219)
-427 -123 -45 -1,683 -1,939 -2,155 -2,107 -64 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.0 4.2 88.3 86.6 93.4 93.8 6.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 2 5 43 48 48 54
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,656
COMMITMENTS
368 53 606 6,062 6,386 7,036 7,045 620 611
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,226)
54 -55 -123 -1,049 -909 -1,118 -1,087 -108 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.7 7.9 79.2 83.4 91.9 92.0 8.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 2 6 48 52 54 59
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,870
COMMITMENTS
0 0 120 5,305 5,314 5,425 5,434 445 436
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -593)
0 0 0 -482 -520 -482 -520 -111 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 2.0 90.4 90.5 92.4 92.6 7.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 1 23 22 24 23
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,182
COMMITMENTS
115 401 879 6,728 6,707 7,722 7,987 460 195
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -540)
-45 -6 -19 -405 -481 -469 -506 -71 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 4.9 10.7 82.2 82.0 94.4 97.6 5.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 29 28 32 31
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,975
COMMITMENTS
120 0 30 2,503 2,341 2,653 2,371 322 604
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -519)
30 -65 -20 -490 -402 -480 -487 -39 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 1.0 84.1 78.7 89.2 79.7 10.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 20 20 22 21
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,516
COMMITMENTS
70 49 65 1,918 2,008 2,053 2,122 463 394
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -144)
-4 -26 -43 -43 24 -90 -45 -54 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.9 2.6 76.2 79.8 81.6 84.3 18.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 25 24 27 27
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,895
COMMITMENTS
0 0 0 8,770 8,847 8,770 8,847 125 48
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,994)
0 0 0 -1,989 -2,012 -1,989 -2,012 -5 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 99.5 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 22 21 22 21
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,851
COMMITMENTS
0 197 240 7,302 7,339 7,542 7,776 309 75
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,266)
0 -17 0 -1,229 -1,279 -1,229 -1,296 -37 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 3.1 93.0 93.5 96.1 99.0 3.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 18 18 20
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,321
COMMITMENTS
0 2,559 493 22,808 20,269 23,301 23,321 20 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -857)
0 62 -12 -846 -907 -858 -857 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 2.1 97.8 86.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 25 27 26 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 308,553
COMMITMENTS
48,396 31,523 49,268 171,297 201,701 268,961 282,492 39,592 26,061
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -6,716)
-1,957 2,058 -5,724 2,021 -2,210 -5,660 -5,876 -1,057 -840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 10.2 16.0 55.5 65.4 87.2 91.6 12.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
38 28 40 73 74 134 124
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,186,749
COMMITMENTS
242,290 363,322 460,571 406,456 318,995 1109316 1142888 77,433 43,862
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -12,444)
-17,188 9,520 675 6,290 -26,968 -10,223 -16,774 -2,221 4,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 30.6 38.8 34.2 26.9 93.5 96.3 6.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
122 104 152 77 70 288 249
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,366,913
COMMITMENTS
93,946 35,678 427,866 840,195 899,290 1362006 1362833 4,907 4,080
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -20,832)
2,330 4,788 -17,962 -3,743 -6,833 -19,375 -20,006 -1,457 -825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.6 31.3 61.5 65.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
43 24 54 64 57 125 117
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 128,738
COMMITMENTS
45,337 56,937 21,747 58,668 47,529 125,752 126,213 2,985 2,524
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -8,229)
259 4,742 -8,244 -170 -4,617 -8,156 -8,119 -73 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 44.2 16.9 45.6 36.9 97.7 98.0 2.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 11 15 22 22 42 40
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 49,264
COMMITMENTS
22,310 17,157 17,225 9,484 14,403 49,019 48,786 245 479
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -776)
206 -433 291 -1,281 -546 -784 -688 9 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 34.8 35.0 19.3 29.2 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 13 11 10 17 22 35
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,448,687
COMMITMENTS
583,407 60,090 667,920 1159161 1696660 2410488 2424670 38,199 24,017
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -140,181)
-20,143 -347 -36,386 -92,487 -107,027 -149,016 -143,760 8,835 3,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 2.5 27.3 47.3 69.3 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
36 12 40 83 77 134 119
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 948,345
COMMITMENTS
99,925 243,480 182,421 657,029 515,809 939,375 941,710 8,970 6,635
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -85,717)
-3,401 -4,700 -50,737 -34,428 -31,928 -88,566 -87,365 2,849 1,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 25.7 19.2 69.3 54.4 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
15 27 29 35 35 69 72
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,745
COMMITMENTS
1,764 0 228 5,300 6,770 7,292 6,998 453 747
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -245)
105 0 -45 -290 -375 -230 -420 -15 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 0.0 2.9 68.4 87.4 94.2 90.4 5.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 0 4 15 17 21 21
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 27,111
COMMITMENTS
8,860 9,648 6,595 11,456 10,378 26,911 26,621 200 490
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -348)
1,102 -811 -73 -1,122 980 -93 96 -255 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 35.6 24.3 42.3 38.3 99.3 98.2 0.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 14 18 13 12 34 34
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,950
COMMITMENTS
4,845 2,890 2,980 2,720 4,435 10,545 10,305 405 645
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -955)
45 -1,785 60 -1,325 490 -1,220 -1,235 265 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 26.4 27.2 24.8 40.5 96.3 94.1 3.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 10 14 9 10 26 25
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,991
COMMITMENTS
1,632 1,144 831 17,381 17,622 19,844 19,598 147 393
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -4,081)
75 -1,429 -82 -3,981 -2,479 -3,988 -3,990 -93 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.7 4.2 86.9 88.2 99.3 98.0 0.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 6 9 29 39 41 49
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,679
COMMITMENTS
65 0 35 1,954 1,955 2,054 1,990 625 689
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -731)
-155 0 35 -486 -776 -606 -741 -125 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 1.3 72.9 73.0 76.7 74.3 23.3 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 17 19 18
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,044
COMMITMENTS
77 449 40 1,611 1,338 1,728 1,827 316 217
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -529)
-64 -159 -20 -505 -305 -589 -484 60 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 22.0 2.0 78.8 65.5 84.5 89.4 15.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 24 24 26 26
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 108,744
COMMITMENTS
3,552 2,947 9,884 93,557 94,690 106,993 107,521 1,750 1,223
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -15,829)
-177 -1,080 -2,267 -13,272 -12,209 -15,715 -15,555 -114 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.7 9.1 86.0 87.1 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 5 32 31 39 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,098
COMMITMENTS
84 0 0 5,358 5,763 5,442 5,763 656 335
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 87.9 94.5 89.2 94.5 10.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 14 16 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,553
COMMITMENTS
2,381 294 1,576 14,482 17,159 18,439 19,029 1,114 524
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,581)
297 8 -165 -1,666 -1,286 -1,533 -1,443 -48 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 1.5 8.1 74.1 87.8 94.3 97.3 5.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 20 19 23 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,668
COMMITMENTS
0 1,544 0 6,254 4,750 6,254 6,294 1,414 1,374
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -450)
0 214 -124 -596 -504 -720 -414 270 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.1 0.0 81.6 61.9 81.6 82.1 18.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 17 13 17 15
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,424
COMMITMENTS
2,226 440 482 8,155 10,005 10,863 10,927 561 497
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -644)
-30 40 -22 -547 -725 -599 -708 -45 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 3.9 4.2 71.4 87.6 95.1 95.7 4.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 18 21 21 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,804
COMMITMENTS
530 1,080 598 16,047 16,396 17,175 18,074 1,629 730
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,372)
-32 -212 -18 -1,243 -1,128 -1,293 -1,358 -79 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 5.7 3.2 85.3 87.2 91.3 96.1 8.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 3 27 26 31 29
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 7,856
COMMITMENTS
1,010 0 120 5,019 5,835 6,149 5,955 1,707 1,901
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -452)
-120 0 0 -281 -627 -401 -627 -51 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.0 1.5 63.9 74.3 78.3 75.8 21.7 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 15 18 16
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,960
COMMITMENTS
794 1,506 1,660 6,754 6,540 9,208 9,706 1,752 1,254
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -865)
-160 -144 30 -998 -1,161 -1,128 -1,275 263 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 13.7 15.1 61.6 59.7 84.0 88.6 16.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 15 15 18 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,508
COMMITMENTS
0 1,876 804 8,361 7,428 9,165 10,108 1,343 400
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -610)
-88 -104 -72 -77 -424 -237 -600 -373 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.9 7.7 79.6 70.7 87.2 96.2 12.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 19 14 21 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,462
COMMITMENTS
0 0 0 53,462 53,462 53,462 53,462 0 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,521)
0 0 0 -1,521 -1,521 -1,521 -1,521 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: 31)
0 0 0 25 18 25 18
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 834,103
COMMITMENTS
0 0 0 834,103 834,103 834,103 834,103 0 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -45,038)
0 0 0 -45,038 -45,038 -45,038 -45,038 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 18 18 18
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,722
COMMITMENTS
805 0 0 66,662 67,595 67,467 67,595 255 127
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -6,321)
0 0 0 -6,321 -6,300 -6,321 -6,300 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.4 99.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 0 17 29 19 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 889,446
COMMITMENTS
848 0 0 888,598 889,446 889,446 889,446 0 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -103,219)
0 0 0 -103,219 -103,219 -103,219 -103,219 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 24 21 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,690
COMMITMENTS
5,530 0 2,260 46,645 52,430 54,435 54,690 255 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -3,166)
-105 0 -1,260 -1,801 -1,906 -3,166 -3,166 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.0 4.1 85.3 95.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 28 21 31 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,104,678
COMMITMENTS
32,892 97,840 8,325 1063461 998,513 1104678 1104678 0 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -64,948)
-3,465 -3,850 -2,310 -59,173 -58,788 -64,948 -64,948 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 8.9 0.8 96.3 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 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,192
COMMITMENTS
0 3,457 0 39,172 35,480 39,172 38,937 20 255
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -3,132)
0 -105 0 -3,111 -3,027 -3,111 -3,132 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 0.0 99.9 90.5 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 19 15 19 17
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,722
COMMITMENTS
200 5,200 0 35,522 30,522 35,722 35,722 0 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -2,300)
-210 -105 0 -1,300 -2,195 -1,510 -2,300 -790 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 14.6 0.0 99.4 85.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 16 21 17 22
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,093
COMMITMENTS
4,155 0 2,025 13,913 18,068 20,093 20,093 0 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -3,318)
-1,911 0 0 -1,407 -3,318 -3,318 -3,318 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 0.0 10.1 69.2 89.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 11 16 13 18
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 7,880
COMMITMENTS
126 0 0 7,479 6,480 7,605 6,480 275 1,400
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 94.9 82.2 96.5 82.2 3.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 14 14 15 14
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,395
COMMITMENTS
60 2,401 0 19,272 17,974 19,332 20,375 1,063 20
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 4,027)
-63 210 0 3,856 3,838 3,793 4,048 234 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 11.8 0.0 94.5 88.1 94.8 99.9 5.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 20 15 21 17
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,310
COMMITMENTS
0 60 0 11,973 12,101 11,973 12,161 337 149
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -291)
0 -63 0 -228 -187 -228 -250 -63 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 97.3 98.3 97.3 98.8 2.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 12 16 13
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 606,899
COMMITMENTS
0 20,963 23,400 583,499 562,536 606,899 606,899 0 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -69,685)
0 -5,390 0 -69,685 -64,295 -69,685 -69,685 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 3.9 96.1 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 20 13 21 15
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 848,738
COMMITMENTS
4,240 119,360 0 844,498 729,378 848,738 848,738 0 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -65,450)
-3,850 -3,850 0 -61,600 -61,600 -65,450 -65,450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 14.1 0.0 99.5 85.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 16 21 17 22
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 443,885
COMMITMENTS
77,317 24,418 37,966 328,602 381,501 443,885 443,885 0 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -44,328)
-5,612 24,418 -24,803 -13,913 -43,943 -44,328 -44,328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 5.5 8.6 74.0 85.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 14 16 17 18
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 201,064
COMMITMENTS
0 4,680 0 201,064 196,384 201,064 201,064 0 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 5,630)
0 0 0 5,630 5,630 5,630 5,630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 100.0 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 15 14 15 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,563
COMMITMENTS
379 141 152 9,012 9,270 9,543 9,563 20 1
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -345)
-34 -68 13 -305 -272 -326 -327 -19 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.5 1.6 94.2 96.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 18 20 21 23
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,165
COMMITMENTS
2,175 0 63 30,390 32,752 32,628 32,815 537 350
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 616)
0 0 63 553 553 616 616 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.2 91.6 98.8 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 1 37 37 39 38
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,057
COMMITMENTS
1,710 0 0 3,875 5,812 5,585 5,812 472 245
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -285)
75 0 0 -488 -231 -413 -231 128 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 0.0 0.0 64.0 96.0 92.2 96.0 7.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 11 15 13 15
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,138
COMMITMENTS
102 1,000 41 5,733 4,780 5,876 5,821 262 317
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -2,324)
-15 50 -25 -2,248 -2,311 -2,288 -2,286 -36 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 16.3 0.7 93.4 77.9 95.7 94.8 4.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 24 25 26 28
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,551
COMMITMENTS
695 0 0 8,349 9,167 9,044 9,167 507 384
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -803)
-155 0 -60 -615 -691 -830 -751 27 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.0 87.4 96.0 94.7 96.0 5.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 17 19 18 19
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,206
COMMITMENTS
104 0 0 3,726 4,048 3,830 4,048 376 158
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -583)
-34 0 0 -488 -560 -522 -560 -61 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 88.6 96.2 91.1 96.2 8.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 16 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,229,544
COMMITMENTS
362,580 123,917 787,711 992,293 1232770 2142584 2144399 86,960 85,145
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 43,276)
6,575 -6,559 35,551 1,838 10,473 43,964 39,465 -687 3,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 5.6 35.3 44.5 55.3 96.1 96.2 3.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
151 88 196 93 96 336 310
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 97,626
COMMITMENTS
750 26,139 17,810 77,807 50,408 96,368 94,358 1,258 3,269
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -3,378)
-1,162 -3,041 62 -1,464 -104 -2,563 -3,084 -815 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 26.8 18.2 79.7 51.6 98.7 96.7 1.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 7 6 15 15 22 23
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 167,800
COMMITMENTS
58,054 15,022 653 67,934 106,476 126,641 122,151 41,159 45,649
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -10,649)
-4,058 -2,148 -891 -7,011 -4,431 -11,960 -7,470 1,311 -3,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 9.0 0.4 40.5 63.5 75.5 72.8 24.5 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 5 4 17 19 24 26
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,530
COMMITMENTS
8,625 1,674 5,017 19,781 27,245 33,422 33,936 2,108 1,594
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -326)
-175 -117 -6 -80 -162 -261 -284 -65 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 4.7 14.1 55.7 76.7 94.1 95.5 5.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 5 8 14 14 26 25
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 295,690
COMMITMENTS
23,745 4,014 48,427 219,901 236,337 292,073 288,778 3,617 6,912
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -19,336)
-2,807 -419 -5,724 -10,239 -11,991 -18,770 -18,134 -565 -1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.4 16.4 74.4 79.9 98.8 97.7 1.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 4 14 33 32 47 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,206
COMMITMENTS
7,234 1,347 8,592 53,047 54,107 68,873 64,046 2,333 7,160
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 524)
517 0 -1 -42 475 474 474 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 1.9 12.1 74.5 76.0 96.7 89.9 3.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 2 6 17 16 27 22
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,999
COMMITMENTS
2,768 4,323 14,094 39,131 37,740 55,993 56,157 2,006 1,842
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 6,678)
213 225 3,000 3,540 3,503 6,753 6,728 -75 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 7.5 24.3 67.5 65.1 96.5 96.8 3.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 5 4 14 12 18 20
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,651
COMMITMENTS
3,433 5,898 11,507 16,216 12,770 31,156 30,175 2,495 3,475
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 1,086)
-53 45 631 438 281 1,016 957 69 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 17.5 34.2 48.2 37.9 92.6 89.7 7.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 7 9 13 14 24 25
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,656
COMMITMENTS
1,774 694 244 2,899 4,199 4,917 5,137 738 519
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -532)
-326 -11 -25 -303 -620 -654 -657 122 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 12.3 4.3 51.3 74.2 86.9 90.8 13.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 4 1 11 10 19 15
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,040
COMMITMENTS
3,534 476 3,771 70,523 72,134 77,829 76,382 7,211 8,658
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -8,877)
-278 -298 -1,222 -6,975 -6,908 -8,476 -8,428 -402 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.6 4.4 82.9 84.8 91.5 89.8 8.5 10.2
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 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,199
COMMITMENTS
18,020 1,866 1,086 4,822 22,492 23,928 25,444 2,271 755
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 1,103)
1,899 -543 -57 -980 1,746 862 1,146 241 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.8 7.1 4.1 18.4 85.9 91.3 97.1 8.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
84 20 13 28 39 116 68
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 64,713
COMMITMENTS
45,457 5,937 2,002 9,652 55,127 57,111 63,067 7,602 1,646
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -612)
904 -430 54 -1,358 -729 -401 -1,105 -211 493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.2 9.2 3.1 14.9 85.2 88.3 97.5 11.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
110 26 20 34 35 151 75
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 280,755
COMMITMENTS
110,572 36,492 40,549 105,435 190,404 256,556 267,445 24,199 13,309
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -2,917)
1,978 2,419 449 -6,104 -5,672 -3,677 -2,804 759 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 13.0 14.4 37.6 67.8 91.4 95.3 8.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
79 30 53 73 83 176 146
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,865
COMMITMENTS
3,354 1,208 204 6,740 6,654 10,298 8,066 1,567 3,799
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -6,315)
-1,339 -283 -125 -4,614 -6,170 -6,078 -6,578 -237 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 10.2 1.7 56.8 56.1 86.8 68.0 13.2 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 15 14 17 17
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,113
COMMITMENTS
8,803 400 492 7,628 14,445 16,923 15,337 1,190 2,776
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -3,231)
-983 -400 -300 -1,856 -2,416 -3,139 -3,116 -92 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 2.2 2.7 42.1 79.7 93.4 84.7 6.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 10 16 13 18
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 11,178
COMMITMENTS
5,220 6,725 756 4,804 3,517 10,780 10,998 398 180
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 60.2 6.8 43.0 31.5 96.4 98.4 3.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 5 2 5 6 13 12
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,707
COMMITMENTS
555 465 135 7,987 8,107 8,677 8,707 30 -0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -287)
-145 0 0 20 -287 -125 -287 -161 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 5.3 1.6 91.7 93.1 99.7 100.0 0.3 -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 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,214
COMMITMENTS
50 2,992 300 8,864 5,752 9,214 9,044 0 170
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -2,849)
50 -1,937 -21 -2,878 -907 -2,849 -2,865 0 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 32.5 3.3 96.2 62.4 100.0 98.2 0.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 6 4 28 25 32 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,901
COMMITMENTS
1,906 450 0 32,516 34,392 34,422 34,842 479 59
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -5,600)
-102 -500 0 -5,571 -5,097 -5,673 -5,597 73 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.3 0.0 93.2 98.5 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 1 0 43 30 50 31
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,389
COMMITMENTS
675 650 0 5,618 5,739 6,293 6,389 96 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -830)
-125 0 0 -679 -830 -804 -830 -26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 10.2 0.0 87.9 89.8 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 8 15 9
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,299
COMMITMENTS
371 150 0 8,705 9,149 9,076 9,299 223 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,548)
-80 0 0 -1,458 -1,548 -1,538 -1,548 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.6 0.0 93.6 98.4 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 21 17 23 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,699
COMMITMENTS
1,400 6,304 75 12,224 7,320 13,699 13,699 0 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,365)
400 250 -125 -1,640 -1,490 -1,365 -1,365 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 46.0 0.5 89.2 53.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 4 2 26 20 31 26
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,000
COMMITMENTS
1,683 25 0 5,287 6,975 6,970 7,000 30 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,011)
-298 0 0 -660 -1,011 -958 -1,011 -53 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 0.4 0.0 75.5 99.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 10 11 12 12
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,889
COMMITMENTS
2,711 6,514 10,810 49,314 45,516 62,835 62,840 54 49
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -5,747)
-929 2,057 -1,472 -3,220 -6,321 -5,621 -5,736 -126 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 10.4 17.2 78.4 72.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
5 10 8 42 47 52 60
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,736
COMMITMENTS
521 0 50 4,949 5,227 5,520 5,277 216 459
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,157)
-512 0 -50 -528 -1,080 -1,090 -1,130 -67 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 0.9 86.3 91.1 96.2 92.0 3.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 14 13 17 14
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,754
COMMITMENTS
1,594 0 180 1,970 3,304 3,744 3,484 10 270
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 0.0 4.8 52.5 88.0 99.7 92.8 0.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 2 15 8 19 10
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,994
COMMITMENTS
245 3,451 2,301 14,331 10,813 16,877 16,565 117 429
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -3,521)
-612 -2,517 288 -3,146 -1,273 -3,470 -3,502 -51 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 20.3 13.5 84.3 63.6 99.3 97.5 0.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 3 21 22 25 28
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,168
COMMITMENTS
3,146 2,062 785 17,305 15,199 21,236 18,046 1,932 5,122
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -4,790)
-717 -524 59 -3,869 -5,009 -4,527 -5,474 -263 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 8.9 3.4 74.7 65.6 91.7 77.9 8.3 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 1 16 20 20 23
Updated December 7, 2012