GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,598
COMMITMENTS
710 1,134 1,737 40,883 40,712 43,330 43,583 268 15
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 5,405)
-70 284 189 5,300 4,917 5,419 5,390 -14 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.6 4.0 93.8 93.4 99.4 100.0 0.6 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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,920
COMMITMENTS
0 0 0 15,706 15,755 15,706 15,755 214 165
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 285)
0 0 0 264 285 264 285 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 99.0 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 30 24 30 24
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,777
COMMITMENTS
143 521 636 13,965 13,600 14,744 14,757 1,033 1,020
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 364)
-4 58 -4 363 253 355 307 9 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.3 4.0 88.5 86.2 93.5 93.5 6.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 2 5 45 48 50 54
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,901
COMMITMENTS
279 63 496 6,459 6,800 7,234 7,359 667 542
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 245)
-89 10 -110 397 414 198 314 47 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.8 6.3 81.7 86.1 91.6 93.1 8.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 3 6 50 53 56 60
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,923
COMMITMENTS
15 0 120 5,343 5,307 5,478 5,427 445 496
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 53)
15 0 0 38 -7 53 -7 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 2.0 90.2 89.6 92.5 91.6 7.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,963
COMMITMENTS
115 366 879 6,509 6,523 7,503 7,768 460 195
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -219)
0 -35 0 -219 -184 -219 -219 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 4.6 11.0 81.7 81.9 94.2 97.6 5.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 28 28 31 31
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,161
COMMITMENTS
125 0 30 2,739 2,572 2,894 2,602 267 559
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 186)
5 0 0 236 231 241 231 -55 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.9 86.6 81.4 91.6 82.3 8.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 21 21 23 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,667
COMMITMENTS
58 89 65 2,050 2,097 2,173 2,251 494 416
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 151)
-12 40 0 132 89 120 129 31 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.3 2.4 76.9 78.6 81.5 84.4 18.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 2 26 24 28 28
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,493
COMMITMENTS
0 0 0 2,065 2,045 2,065 2,045 428 448
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 120)
0 0 0 -288 -238 -288 -238 408 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.8 82.0 82.8 82.0 17.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 12 13 12
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,145
COMMITMENTS
0 0 0 9,020 9,097 9,020 9,097 125 48
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
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: 32)
0 0 0 23 23 23 23
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,449
COMMITMENTS
0 207 260 7,894 7,898 8,154 8,365 295 84
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 598)
0 10 20 592 559 612 589 -14 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 3.1 93.4 93.5 96.5 99.0 3.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 18 19 20 22
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,092
COMMITMENTS
0 2,409 525 26,547 24,158 27,072 27,092 20 0
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 3,771)
0 -150 32 3,739 3,889 3,771 3,771 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 1.9 98.0 89.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 28 28 29 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 309,530
COMMITMENTS
44,104 30,988 54,125 173,008 194,093 271,238 279,206 38,292 30,324
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 977)
-4,292 -535 4,858 1,711 -7,608 2,277 -3,286 -1,300 4,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 10.0 17.5 55.9 62.7 87.6 90.2 12.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
32 36 39 73 77 132 130
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 10,729
COMMITMENTS
0 3,820 0 7,846 4,421 7,846 8,241 2,883 2,488
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 35.6 0.0 73.1 41.2 73.1 76.8 26.9 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 0 13 14 13 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,175,539
COMMITMENTS
242,755 373,898 434,222 418,423 321,689 1095401 1129809 80,139 45,731
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -11,210)
466 10,576 -26,349 11,967 2,694 -13,916 -13,079 2,706 1,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 31.8 36.9 35.6 27.4 93.2 96.1 6.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
118 104 159 78 71 293 252
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,402,984
COMMITMENTS
97,691 39,504 453,856 846,297 905,500 1397844 1398860 5,140 4,124
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 36,071)
3,744 3,826 25,991 6,103 6,211 35,838 36,027 233 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.8 32.3 60.3 64.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
45 26 55 63 57 127 119
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 135,206
COMMITMENTS
45,976 54,906 23,155 62,883 54,432 132,013 132,492 3,193 2,714
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 6,469)
639 -2,031 1,407 4,215 6,903 6,261 6,279 208 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 40.6 17.1 46.5 40.3 97.6 98.0 2.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 12 17 22 22 43 42
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 49,392
COMMITMENTS
22,585 16,686 17,798 8,659 14,438 49,042 48,923 350 469
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 128)
275 -471 574 -825 35 23 137 105 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 33.8 36.0 17.5 29.2 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 11 12 10 17 23 34
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,452,323
COMMITMENTS
576,750 40,302 680,589 1156282 1707273 2413621 2428164 38,702 24,159
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 3,636)
-6,657 -19,788 12,669 -2,879 10,613 3,133 3,494 503 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 1.6 27.8 47.2 69.6 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
35 13 40 84 78 135 120
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 957,098
COMMITMENTS
99,074 242,840 190,966 663,901 519,066 953,941 952,872 3,157 4,226
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 8,753)
-851 -640 8,545 6,872 3,257 14,566 11,162 -5,813 -2,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 25.4 20.0 69.4 54.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
19 28 32 37 38 77 77
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,610
COMMITMENTS
1,649 30 553 5,060 6,685 7,262 7,268 348 342
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -135)
-115 30 325 -240 -85 -30 270 -105 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 0.4 7.3 66.5 87.8 95.4 95.5 4.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 5 15 17 21 22
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 9,355
COMMITMENTS
1,484 642 523 7,177 7,851 9,184 9,016 171 339
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 6.9 5.6 76.7 83.9 98.2 96.4 1.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 3 13 14 16 18
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 29,231
COMMITMENTS
9,023 9,906 7,507 12,481 11,598 29,011 29,011 220 220
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 2,120)
163 258 912 1,025 1,220 2,100 2,390 20 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 33.9 25.7 42.7 39.7 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 15 18 13 13 34 35
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,875
COMMITMENTS
4,925 3,130 3,190 3,300 4,915 11,415 11,235 460 640
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 925)
80 240 210 580 480 870 930 55 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 26.4 26.9 27.8 41.4 96.1 94.6 3.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 10 15 9 10 26 26
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,694
COMMITMENTS
1,653 595 882 18,915 19,900 21,450 21,377 244 317
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 1,703)
21 -549 51 1,534 2,278 1,606 1,779 97 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.7 4.1 87.2 91.7 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 5 8 31 41 42 51
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,720
COMMITMENTS
58 0 35 1,940 2,013 2,033 2,048 687 672
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 41)
-7 0 0 -14 58 -21 58 62 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 1.3 71.3 74.0 74.7 75.3 25.3 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 19 20 20
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,302
COMMITMENTS
135 541 50 1,818 1,530 2,003 2,121 299 181
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 258)
58 92 10 207 192 275 294 -17 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 23.5 2.2 79.0 66.5 87.0 92.1 13.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 2 26 27 30 30
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 110,233
COMMITMENTS
3,554 2,911 10,167 94,723 95,953 108,445 109,031 1,788 1,202
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 1,489)
2 -36 283 1,167 1,262 1,452 1,510 38 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.6 9.2 85.9 87.0 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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,140
COMMITMENTS
84 0 0 5,400 5,805 5,484 5,805 656 335
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 42)
0 0 0 42 42 42 42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 87.9 94.5 89.3 94.5 10.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 15 16 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,575
COMMITMENTS
2,409 294 1,576 14,477 17,181 18,461 19,051 1,114 524
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 23)
28 0 0 -5 23 23 23 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 1.5 8.1 74.0 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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,678
COMMITMENTS
0 1,544 0 6,384 4,750 6,384 6,294 1,294 1,384
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 10)
0 0 0 130 -0 130 -0 -120 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.1 0.0 83.1 61.9 83.1 82.0 16.9 18.0
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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,824
COMMITMENTS
1,948 440 800 8,515 10,092 11,263 11,332 561 492
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 400)
-278 0 318 360 87 400 405 -0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 3.7 6.8 72.0 85.4 95.3 95.8 4.7 4.2
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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,792
COMMITMENTS
530 1,080 598 16,035 16,384 17,163 18,062 1,629 730
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -12)
0 0 0 -12 -12 -12 -12 0 0
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 28 26 32 29
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| 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 4,899 5,835 6,029 5,955 1,827 1,901
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -120 0 -120 0 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.0 1.5 62.4 74.3 76.7 75.8 23.3 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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,973
COMMITMENTS
610 1,506 1,640 6,994 6,743 9,244 9,889 1,729 1,084
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 13)
-184 0 -20 240 203 36 183 -23 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 13.7 14.9 63.7 61.5 84.2 90.1 15.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 15 16 18 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,616
COMMITMENTS
0 1,876 780 8,373 7,468 9,153 10,124 1,463 492
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 108)
0 0 -24 12 40 -12 16 120 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.7 7.3 78.9 70.3 86.2 95.4 13.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 3 18 13 21 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,912
COMMITMENTS
0 0 0 54,912 54,912 54,912 54,912 0 0
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 1,450)
0 0 0 1,450 1,450 1,450 1,450 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: 32)
0 0 0 26 18 26 18
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 831,127
COMMITMENTS
0 0 0 831,127 831,127 831,127 831,127 0 0
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -2,976)
0 0 0 -2,976 -2,976 -2,976 -2,976 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 18 19 18
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 450,206
COMMITMENTS
41,680 377,417 0 408,526 72,789 450,206 450,206 0 0
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 22,334)
-3,465 30,164 0 25,799 -7,830 22,334 22,334 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 83.8 0.0 90.7 16.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 10 11 11 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| 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 12/04/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 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 12/11/12 |
--------------------------------------------------------------| 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 12/04/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,200
COMMITMENTS
5,530 0 2,260 47,155 52,940 54,945 55,200 255 0
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 510)
0 0 0 510 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 4.1 85.4 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 12/11/12 |
--------------------------------------------------------------| 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 12/04/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 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 12/11/12 |
--------------------------------------------------------------| 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 12/04/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,890
COMMITMENTS
200 5,200 0 35,690 30,690 35,890 35,890 0 0
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 168)
0 0 0 168 168 168 168 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 14.5 0.0 99.4 85.5 100.0 100.0 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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,677
COMMITMENTS
6,705 0 2,025 13,947 20,652 22,677 22,677 0 0
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 2,584)
2,550 0 0 34 2,584 2,584 2,584 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 0.0 8.9 61.5 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 12 16 14 18
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 8,524
COMMITMENTS
126 0 0 8,123 7,144 8,249 7,144 275 1,380
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 644)
0 0 0 644 664 644 664 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 95.3 83.8 96.8 83.8 3.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 14 15 15 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,986
COMMITMENTS
60 3,166 0 19,863 17,800 19,923 20,966 1,063 20
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 591)
0 765 0 591 -174 591 591 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 15.1 0.0 94.6 84.8 94.9 99.9 5.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 0 20 15 21 18
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| 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 12/04/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 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 12/11/12 |
--------------------------------------------------------------| 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 12/04/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 12/11/12 |
--------------------------------------------------------------| 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 12/04/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 482,231
COMMITMENTS
77,317 1,018 62,614 342,300 418,599 482,231 482,231 0 0
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 38,346)
0 -23,400 24,648 13,698 37,098 38,346 38,346 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 0.2 13.0 71.0 86.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 14 17 17 19
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 224,536
COMMITMENTS
0 4,680 0 224,536 219,856 224,536 224,536 0 0
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 23,472)
0 0 0 23,472 23,472 23,472 23,472 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 100.0 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 15 16 16
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,373
COMMITMENTS
368 126 151 8,834 9,095 9,353 9,373 20 -0
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -190)
-11 -14 -1 -179 -174 -190 -190 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.3 1.6 94.2 97.0 99.8 100.0 0.2 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 19 21 22 24
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,731
COMMITMENTS
1,635 0 63 29,540 31,376 31,238 31,439 493 292
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -1,434)
-540 0 0 -850 -1,376 -1,390 -1,376 -44 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.2 93.1 98.9 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 1 36 35 38 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,332
COMMITMENTS
1,710 0 0 4,187 6,178 5,897 6,178 435 154
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 275)
0 0 0 312 366 312 366 -37 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 0.0 0.0 66.1 97.6 93.1 97.6 6.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 12 18 14 18
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,378
COMMITMENTS
112 820 58 5,909 4,741 6,079 5,619 299 759
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 240)
10 -180 17 176 -39 203 -202 37 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 12.9 0.9 92.6 74.3 95.3 88.1 4.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 23 25 25 28
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,566
COMMITMENTS
695 0 0 8,394 9,212 9,089 9,212 477 354
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 15)
0 0 0 45 45 45 45 -30 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.0 87.7 96.3 95.0 96.3 5.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 18 20 19 20
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,326
COMMITMENTS
104 0 0 3,846 4,168 3,950 4,168 376 158
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 88.9 96.3 91.3 96.3 8.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 16 17 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,239,322
COMMITMENTS
361,619 147,564 789,188 990,313 1215496 2141120 2152248 98,201 87,074
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 9,778)
-961 23,646 1,477 -1,980 -17,274 -1,464 7,849 11,242 1,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 6.6 35.2 44.2 54.3 95.6 96.1 4.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
165 100 207 96 99 353 335
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 97,314
COMMITMENTS
84 25,976 16,971 79,156 51,258 96,210 94,205 1,104 3,109
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -312)
-666 -163 -839 1,348 849 -157 -153 -155 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 26.7 17.4 81.3 52.7 98.9 96.8 1.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 9 7 15 16 23 25
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 167,844
COMMITMENTS
58,006 14,914 660 67,919 106,033 126,585 121,607 41,259 46,237
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 44)
-48 -108 7 -15 -443 -56 -544 100 588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 8.9 0.4 40.5 63.2 75.4 72.5 24.6 27.5
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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,694
COMMITMENTS
8,574 1,548 4,970 18,981 26,516 32,525 33,033 2,169 1,661
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -835)
-50 -126 -47 -800 -729 -897 -902 61 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 4.5 14.3 54.7 76.4 93.7 95.2 6.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 2 8 14 14 26 24
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 290,856
COMMITMENTS
25,250 3,807 47,573 214,320 232,469 287,143 283,849 3,713 7,007
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -4,834)
1,505 -207 -855 -5,581 -3,868 -4,930 -4,929 96 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.3 16.4 73.7 79.9 98.7 97.6 1.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 4 14 33 33 47 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,750
COMMITMENTS
7,848 1,347 8,166 53,368 55,092 69,382 64,605 2,368 7,145
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 544)
614 0 -426 321 985 509 559 35 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 1.9 11.4 74.4 76.8 96.7 90.0 3.3 10.0
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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,175
COMMITMENTS
2,847 3,398 13,234 38,088 37,651 54,169 54,283 2,006 1,892
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -1,824)
79 -925 -860 -1,043 -89 -1,824 -1,874 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.0 23.6 67.8 67.0 96.4 96.6 3.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 4 14 12 18 19
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,840
COMMITMENTS
0 4,302 453 29,155 27,120 29,608 31,875 24,232 21,965
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -4,344)
0 17 -606 -4,643 -1,821 -5,249 -2,410 905 -1,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 0.8 54.2 50.4 55.0 59.2 45.0 40.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 4 3 16 17 19 21
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,605
COMMITMENTS
5,691 4,930 9,912 15,298 14,584 30,901 29,425 2,705 4,180
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -45)
2,259 -968 -1,595 -919 1,814 -255 -750 210 705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 14.7 29.5 45.5 43.4 92.0 87.6 8.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 6 7 13 14 23 23
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,591
COMMITMENTS
1,560 831 260 3,139 3,952 4,959 5,043 632 547
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -65)
-214 137 16 239 -248 41 -94 -107 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 14.9 4.7 56.1 70.7 88.7 90.2 11.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 4 1 12 11 19 15
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,925
COMMITMENTS
3,571 456 3,652 68,476 70,124 75,699 74,232 7,226 8,693
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -2,115)
37 -20 -119 -2,048 -2,010 -2,129 -2,149 15 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.5 4.4 82.6 84.6 91.3 89.5 8.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 1 7 23 22 30 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 29,198
COMMITMENTS
19,716 2,069 1,297 5,543 24,916 26,556 28,283 2,642 916
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 2,999)
1,696 203 211 721 2,424 2,628 2,838 371 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.5 7.1 4.4 19.0 85.3 91.0 96.9 9.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
84 19 12 32 41 118 70
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 68,609
COMMITMENTS
47,638 5,366 2,350 10,495 59,117 60,482 66,832 8,126 1,777
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 3,896)
2,181 -572 347 843 3,989 3,371 3,765 524 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.4 7.8 3.4 15.3 86.2 88.2 97.4 11.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
119 25 19 34 38 157 79
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 281,774
COMMITMENTS
95,811 34,519 42,475 120,922 190,678 259,208 267,672 22,566 14,101
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 1,019)
-14,761 -1,973 1,926 15,487 274 2,652 227 -1,633 792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 12.3 15.1 42.9 67.7 92.0 95.0 8.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
74 29 59 75 84 176 150
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,325
COMMITMENTS
3,639 995 184 7,022 7,721 10,845 8,900 1,480 3,425
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 460)
285 -213 -20 282 1,067 547 834 -87 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 8.1 1.5 57.0 62.6 88.0 72.2 12.0 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 16 16 18 19
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,257
COMMITMENTS
9,037 400 216 8,505 16,326 17,758 16,942 1,499 2,315
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 1,144)
234 0 -276 877 1,881 835 1,605 309 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 2.1 1.1 44.2 84.8 92.2 88.0 7.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 11 17 14 19
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 11,068
COMMITMENTS
5,295 6,725 756 4,595 3,407 10,646 10,888 422 180
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -110)
75 0 0 -209 -110 -134 -110 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 60.8 6.8 41.5 30.8 96.2 98.4 3.8 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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,783
COMMITMENTS
615 465 135 7,829 8,183 8,579 8,783 204 0
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 75)
60 0 0 -159 75 -99 75 174 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 5.3 1.5 89.1 93.2 97.7 100.0 2.3 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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,691
COMMITMENTS
50 2,992 300 9,341 6,202 9,691 9,494 0 197
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 477)
0 0 0 477 450 477 450 0 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 30.9 3.1 96.4 64.0 100.0 98.0 0.0 2.0
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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,745
COMMITMENTS
2,281 800 0 34,985 36,886 37,266 37,686 479 59
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 2,844)
375 350 0 2,469 2,494 2,844 2,844 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 2.1 0.0 92.7 97.7 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 2 0 43 32 51 34
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| 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 12/04/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,194
COMMITMENTS
509 350 0 13,462 13,844 13,971 14,194 223 0
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 4,895)
138 200 0 4,757 4,695 4,895 4,895 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.5 0.0 94.8 97.5 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 0 22 18 24 20
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,849
COMMITMENTS
1,400 7,504 100 13,349 7,245 14,849 14,849 0 0
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 1,150)
0 1,200 25 1,125 -75 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 50.5 0.7 89.9 48.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 4 3 30 20 36 26
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,959
COMMITMENTS
1,658 25 0 5,271 6,934 6,929 6,959 30 0
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -41)
-25 0 0 -16 -41 -41 -41 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 0.4 0.0 75.7 99.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,109
COMMITMENTS
2,243 6,204 10,510 49,302 45,273 62,055 61,987 54 122
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -780)
-468 -310 -300 -12 -243 -780 -853 0 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 10.0 16.9 79.4 72.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
5 10 7 44 46 53 59
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| 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 12/04/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 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 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,779
COMMITMENTS
1,544 0 180 2,045 3,329 3,769 3,509 10 270
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 25)
-50 0 0 75 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 0.0 4.8 54.1 88.1 99.7 92.9 0.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 2 16 8 20 10
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,886
COMMITMENTS
459 4,296 1,602 15,723 11,532 17,784 17,430 102 456
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 892)
214 845 -699 1,392 719 907 865 -15 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 24.0 9.0 87.9 64.5 99.4 97.5 0.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 5 3 26 22 30 29
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,386
COMMITMENTS
3,171 2,062 785 18,568 17,006 22,524 19,853 1,862 4,533
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 1,218)
25 0 0 1,263 1,807 1,288 1,807 -70 -589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 8.5 3.2 76.1 69.7 92.4 81.4 7.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 1 20 21 24 24
Updated December 14, 2012