GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,872
COMMITMENTS
665 977 2,106 43,792 43,789 46,563 46,872 309 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 959)
117 0 103 698 868 918 971 41 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.1 4.5 93.4 93.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 3 2 43 45 46 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,107
COMMITMENTS
0 0 0 16,892 16,942 16,892 16,942 215 165
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 677)
0 0 0 670 677 670 677 7 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: 36)
0 0 0 30 25 30 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,944
COMMITMENTS
230 662 599 13,948 13,539 14,777 14,800 1,167 1,144
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -61)
83 41 -136 -184 -130 -237 -225 176 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 4.2 3.8 87.5 84.9 92.7 92.8 7.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 2 4 43 46 47 51
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,501
COMMITMENTS
395 113 588 6,822 7,295 7,805 7,996 696 505
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 41)
66 25 45 -10 21 101 91 -60 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.3 6.9 80.2 85.8 91.8 94.1 8.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 4 8 50 53 58 62
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,184
COMMITMENTS
15 0 105 5,544 5,553 5,664 5,658 520 526
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -4)
0 0 -15 -4 -19 -19 -34 15 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 1.7 89.7 89.8 91.6 91.5 8.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 22 22 23 23
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,190
COMMITMENTS
115 280 906 6,775 6,795 7,796 7,981 394 209
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 210)
0 -15 27 183 183 210 195 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.4 11.1 82.7 83.0 95.2 97.4 4.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 2 32 29 35 32
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,491
COMMITMENTS
135 45 10 3,099 2,802 3,244 2,857 247 634
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 9)
10 0 0 29 -40 39 -40 -30 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.3 0.3 88.8 80.3 92.9 81.8 7.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 22 22 24 23
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,000
COMMITMENTS
40 55 87 2,371 2,297 2,498 2,439 502 561
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 111)
5 -29 10 114 59 129 40 -18 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.8 2.9 79.0 76.6 83.3 81.3 16.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 29 27 31 30
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,756
COMMITMENTS
0 0 0 2,746 2,736 2,746 2,736 10 20
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 150)
0 0 0 175 150 175 150 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.3 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 14 14 14
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,412
COMMITMENTS
0 0 0 10,287 10,374 10,287 10,374 125 38
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 892)
0 0 0 892 892 892 892 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.6 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 24 23 24 23
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,479
COMMITMENTS
0 207 260 7,924 7,868 8,184 8,335 295 144
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 30)
0 0 0 30 -30 30 -30 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 3.1 93.5 92.8 96.5 98.3 3.5 1.7
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 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,203
COMMITMENTS
0 2,649 825 29,358 26,729 30,183 30,203 20 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,144)
0 315 100 1,044 729 1,144 1,144 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 2.7 97.2 88.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 30 28 31 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 291,899
COMMITMENTS
49,581 23,455 61,073 142,018 180,391 252,671 264,920 39,228 26,979
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -190)
1,414 -2,360 1,861 -6,012 749 -2,737 250 2,547 -440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 8.0 20.9 48.7 61.8 86.6 90.8 13.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
36 30 41 76 78 137 133
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,350
COMMITMENTS
0 4,016 0 8,163 4,512 8,163 8,528 3,187 2,822
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 363)
0 38 0 295 191 295 229 68 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 35.4 0.0 71.9 39.8 71.9 75.1 28.1 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 0 14 15 14 19
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,206,116
COMMITMENTS
256,810 415,423 416,672 459,499 325,974 1132981 1158069 73,135 48,047
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -2,259)
1,902 19,675 -9,789 8,237 -11,102 350 -1,216 -2,610 -1,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 34.4 34.5 38.1 27.0 93.9 96.0 6.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
122 105 152 84 72 293 253
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,439,517
COMMITMENTS
97,524 34,496 473,565 863,743 929,044 1434832 1437105 4,686 2,413
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 10,064)
-2,136 -4,686 6,389 6,405 10,481 10,658 12,185 -595 -2,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.4 32.9 60.0 64.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
47 26 58 65 59 130 125
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 149,937
COMMITMENTS
46,621 56,183 26,169 73,636 64,518 146,425 146,870 3,511 3,067
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,892)
850 956 -1,152 2,072 2,067 1,770 1,870 122 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 37.5 17.5 49.1 43.0 97.7 98.0 2.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 13 18 25 27 48 48
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 53,052
COMMITMENTS
28,105 19,496 17,450 7,080 15,576 52,634 52,522 418 530
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 3,034)
3,097 1,986 845 -903 225 3,039 3,056 -4 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 36.7 32.9 13.3 29.4 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 10 12 11 16 24 33
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,441,959
COMMITMENTS
574,995 22,525 668,504 1157299 1728510 2400798 2419539 41,161 22,420
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -7,619)
-11,549 -5,032 -2,639 6,290 3,599 -7,898 -4,072 279 -3,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 0.9 27.4 47.4 70.8 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
42 6 43 85 78 138 121
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 970,682
COMMITMENTS
87,266 228,060 206,463 673,418 531,822 967,147 966,345 3,535 4,337
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 15,007)
-1,793 -5,997 11,009 5,508 9,404 14,724 14,416 283 591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 23.5 21.3 69.4 54.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
19 27 33 39 39 80 77
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,655
COMMITMENTS
1,729 270 683 4,695 6,375 7,107 7,328 548 327
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -20)
30 240 -90 80 -80 20 70 -40 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 3.5 8.9 61.3 83.3 92.8 95.7 7.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 1 5 12 14 18 19
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,465
COMMITMENTS
9,745 10,858 7,892 13,573 12,490 31,210 31,240 255 225
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 522)
320 690 -215 397 27 502 502 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 34.5 25.1 43.1 39.7 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 13 21 13 13 35 37
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,845
COMMITMENTS
5,500 3,655 3,380 3,570 5,380 12,450 12,415 395 430
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 550)
500 230 -190 245 515 555 555 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 28.5 26.3 27.8 41.9 96.9 96.7 3.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 12 17 8 10 27 27
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,326
COMMITMENTS
1,312 618 936 19,699 20,391 21,947 21,945 379 381
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 136)
-113 36 78 -84 -196 -119 -82 255 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.8 4.2 88.2 91.3 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 5 5 33 40 41 48
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,842
COMMITMENTS
58 0 35 1,920 2,115 2,013 2,150 829 692
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 59)
0 0 0 49 63 49 63 10 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 1.2 67.6 74.4 70.8 75.7 29.2 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 18 19 19
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,708
COMMITMENTS
141 563 76 2,152 1,824 2,369 2,463 339 245
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 167)
5 -21 26 166 123 197 128 -30 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 20.8 2.8 79.5 67.4 87.5 91.0 12.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 29 30 32 33
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 118,564
COMMITMENTS
3,554 786 10,955 99,318 101,305 113,827 113,046 4,736 5,517
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 7,617)
-29 -1,568 508 4,244 4,328 4,723 3,268 2,893 4,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.7 9.2 83.8 85.4 96.0 95.3 4.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 5 32 32 39 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| 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 5,655 5,549 5,739 5,549 401 591
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 92.1 90.4 93.5 90.4 6.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 15 17 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,604
COMMITMENTS
2,427 294 1,576 14,547 17,218 18,550 19,088 1,054 516
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -2)
3 0 0 68 -2 70 -2 -72 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 1.5 8.0 74.2 87.8 94.6 97.4 5.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 21 19 24 22
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,216
COMMITMENTS
1,818 440 814 9,067 10,487 11,699 11,741 517 475
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 382)
0 0 0 432 386 432 386 -50 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 3.6 6.7 74.2 85.8 95.8 96.1 4.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 20 21 23 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,588
COMMITMENTS
578 1,080 598 15,783 16,180 16,959 17,858 1,629 730
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 5.8 3.2 84.9 87.0 91.2 96.1 8.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 3 28 25 32 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 7,882
COMMITMENTS
938 0 192 4,921 5,813 6,051 6,005 1,831 1,877
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 2)
-24 0 24 2 -22 2 2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 0.0 2.4 62.4 73.8 76.8 76.2 23.2 23.8
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 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,853
COMMITMENTS
490 1,506 1,640 7,014 6,623 9,144 9,769 1,709 1,084
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 13.9 15.1 64.6 61.0 84.3 90.0 15.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 16 16 19 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,734
COMMITMENTS
0 2,016 790 8,481 7,436 9,271 10,242 1,463 492
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 58)
0 80 10 48 -32 58 58 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.8 7.4 79.0 69.3 86.4 95.4 13.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 19 13 22 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,313
COMMITMENTS
0 0 0 55,313 55,313 55,313 55,313 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 168)
0 0 0 168 168 168 168 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 27 19 27 19
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 851,822
COMMITMENTS
0 0 0 851,822 851,822 851,822 851,822 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 19 20 19
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| 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
41,680 372,209 0 408,526 77,997 450,206 450,206 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 -5,208 0 0 5,208 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 82.7 0.0 90.7 17.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 10 12 11 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| 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 12/18/12 (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 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 901,206
COMMITMENTS
848 0 0 900,358 901,206 901,206 901,206 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 11,760)
0 0 0 11,760 11,760 11,760 11,760 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 25 21 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| 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 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 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 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,116,270
COMMITMENTS
32,892 97,840 8,325 1075053 1010105 1116270 1116270 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 11,592)
0 0 0 11,592 11,592 11,592 11,592 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 8.8 0.7 96.3 90.5 100.0 100.0 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 12/24/12 |
--------------------------------------------------------------| 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 12/18/12 (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 12/24/12 |
--------------------------------------------------------------| 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 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 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 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,957
COMMITMENTS
5,425 0 3,305 15,227 20,652 23,957 23,957 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 0.0 13.8 63.6 86.2 100.0 100.0 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 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 8,824
COMMITMENTS
126 0 0 8,379 7,400 8,505 7,400 319 1,424
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 44)
0 0 0 0 0 0 0 44 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 95.0 83.9 96.4 83.9 3.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 15 16 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,243
COMMITMENTS
60 3,166 0 22,120 20,057 22,180 23,223 1,063 20
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 2,047)
0 0 0 2,047 2,047 2,047 2,047 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 13.6 0.0 95.2 86.3 95.4 99.9 4.6 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 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,820
COMMITMENTS
0 60 0 12,483 12,611 12,483 12,671 337 149
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -44)
0 0 0 -44 0 -44 0 0 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 97.4 98.4 97.4 98.8 2.6 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 12/24/12 |
--------------------------------------------------------------| 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 12/18/12 (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 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 872,530
COMMITMENTS
4,240 119,360 0 868,290 753,170 872,530 872,530 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 23,792)
0 0 0 23,792 23,792 23,792 23,792 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 13.7 0.0 99.5 86.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 18 22 19 23
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 505,631
COMMITMENTS
77,317 6,226 57,406 370,908 441,999 505,631 505,631 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 23,400)
0 5,208 -5,208 28,608 23,400 23,400 23,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 1.2 11.4 73.4 87.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 15 17 18 19
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 237,016
COMMITMENTS
0 7,791 0 237,016 229,225 237,016 237,016 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 3,120)
0 3,111 0 3,120 9 3,120 3,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 100.0 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 16 15 16 17
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 4,346
COMMITMENTS
93 50 44 4,209 4,252 4,346 4,346 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -4,848)
-209 -59 -98 -4,521 -4,691 -4,828 -4,848 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.2 1.0 96.8 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 17 18 19 20
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,630
COMMITMENTS
1,095 0 63 30,784 32,275 31,942 32,338 688 292
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 269)
-180 0 0 389 269 209 269 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.2 94.3 98.9 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 1 35 35 37 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,596
COMMITMENTS
1,710 0 0 4,451 6,352 6,161 6,352 435 244
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 30)
0 0 0 30 -30 30 -30 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 0.0 0.0 67.5 96.3 93.4 96.3 6.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 13 17 15 17
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,457
COMMITMENTS
122 1,010 41 5,984 4,947 6,147 5,998 310 459
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 95)
30 -50 0 65 145 95 95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 15.6 0.6 92.7 76.6 95.2 92.9 4.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 1 22 25 24 29
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,783
COMMITMENTS
795 0 0 8,498 9,389 9,293 9,389 490 394
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.0 0.0 86.9 96.0 95.0 96.0 5.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 18 20 20 20
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,364
COMMITMENTS
104 0 0 3,884 4,206 3,988 4,206 376 158
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 89.0 96.4 91.4 96.4 8.6 3.6
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 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,136,845
COMMITMENTS
360,853 118,173 749,073 946,850 1186525 2056776 2053771 80,069 83,074
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -4,013)
2,963 -9,844 3,747 -7,231 1,701 -521 -4,395 -3,492 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 5.5 35.1 44.3 55.5 96.3 96.1 3.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
145 91 184 94 101 317 315
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 75,207
COMMITMENTS
1,009 12,536 13,369 58,525 46,236 72,902 72,140 2,305 3,067
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,560)
756 -2,696 1,249 -446 3,239 1,559 1,792 1 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 16.7 17.8 77.8 61.5 96.9 95.9 3.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 4 5 15 14 21 21
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,733
COMMITMENTS
59,772 14,193 3,592 66,085 108,979 129,449 126,764 45,284 47,969
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 5,507)
4,000 -1,633 3,179 -5,379 2,633 1,800 4,179 3,707 1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 8.1 2.1 37.8 62.4 74.1 72.5 25.9 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 6 5 17 20 25 27
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,719
COMMITMENTS
8,557 1,347 4,282 19,861 27,310 32,699 32,939 2,020 1,780
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 464)
17 0 262 42 8 321 270 143 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 3.9 12.3 57.2 78.7 94.2 94.9 5.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 2 7 14 14 25 22
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 299,507
COMMITMENTS
22,828 2,819 52,659 219,682 236,762 295,168 292,240 4,338 7,267
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 4,471)
-3,987 -705 4,362 3,767 457 4,142 4,114 329 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.9 17.6 73.3 79.1 98.6 97.6 1.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 3 14 33 32 47 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,362
COMMITMENTS
6,946 2,553 5,781 52,360 52,525 65,087 60,859 2,275 6,503
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -4,315)
38 1,206 -1,445 -3,242 -3,711 -4,649 -3,950 334 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 3.8 8.6 77.7 78.0 96.6 90.3 3.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 3 6 17 16 26 22
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,772
COMMITMENTS
3,029 2,523 11,234 37,573 37,973 51,836 51,730 1,936 2,042
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -2,099)
104 -825 -2,000 -53 576 -1,949 -2,249 -150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 4.7 20.9 69.9 70.6 96.4 96.2 3.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 4 14 13 18 19
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,506
COMMITMENTS
0 3,532 496 29,714 27,513 30,210 31,541 24,296 22,965
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 616)
0 0 0 567 180 567 180 49 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.9 54.5 50.5 55.4 57.9 44.6 42.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 3 17 18 20 21
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,804
COMMITMENTS
4,433 7,279 9,006 16,056 13,535 29,495 29,821 3,308 2,983
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 740)
211 35 1,033 53 -41 1,298 1,028 -558 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 22.2 27.5 48.9 41.3 89.9 90.9 10.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 6 8 13 14 23 24
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,131
COMMITMENTS
1,539 817 101 2,902 3,682 4,542 4,600 589 531
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -269)
-25 53 -95 -98 -211 -219 -253 -51 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 15.9 2.0 56.6 71.8 88.5 89.7 11.5 10.3
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 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,354
COMMITMENTS
3,695 578 3,817 69,519 71,388 77,031 75,783 7,323 8,571
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 161)
302 -6 79 -131 185 250 257 -88 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.7 4.5 82.4 84.6 91.3 89.8 8.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 1 7 23 23 30 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 29,210
COMMITMENTS
21,477 3,324 998 4,164 24,090 26,638 28,411 2,571 799
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -1,472)
109 502 -75 -1,528 -1,487 -1,494 -1,060 22 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.5 11.4 3.4 14.3 82.5 91.2 97.3 8.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
80 29 13 30 38 115 77
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 64,410
COMMITMENTS
44,201 5,176 1,846 10,854 55,338 56,901 62,359 7,509 2,051
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -3,895)
-4,324 766 -275 505 -4,829 -4,094 -4,338 200 443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.6 8.0 2.9 16.9 85.9 88.3 96.8 11.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
104 27 19 37 34 147 76
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 301,291
COMMITMENTS
95,566 26,962 46,167 133,458 213,414 275,191 286,543 26,100 14,747
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 5,337)
5,563 103 5,075 -7,197 -256 3,442 4,923 1,895 413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 8.9 15.3 44.3 70.8 91.3 95.1 8.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
76 25 53 74 84 176 142
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,140
COMMITMENTS
3,874 971 245 7,181 8,046 11,300 9,262 1,840 3,878
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 341)
60 -24 24 -16 113 68 113 273 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 7.4 1.9 54.6 61.2 86.0 70.5 14.0 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 16 17 19 21
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 9,488
COMMITMENTS
0 0 200 8,121 8,204 8,321 8,404 1,167 1,084
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 510)
0 0 0 303 236 303 236 207 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 2.1 85.6 86.5 87.7 88.6 12.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 1 19 16 20 17
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,819
COMMITMENTS
10,551 400 216 8,670 17,822 19,437 18,438 1,382 2,381
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,579)
2,155 0 0 -459 1,363 1,696 1,363 -117 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.7 1.9 1.0 41.6 85.6 93.4 88.6 6.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 12 17 15 19
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 10,582
COMMITMENTS
5,499 5,654 854 3,879 3,894 10,232 10,402 350 180
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 32)
0 -150 50 54 132 104 32 -72 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 53.4 8.1 36.7 36.8 96.7 98.3 3.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 5 3 5 8 14 14
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,772
COMMITMENTS
635 465 135 7,972 8,172 8,742 8,772 30 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 13)
20 0 0 -7 13 13 13 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 5.3 1.5 90.9 93.2 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 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,455
COMMITMENTS
150 3,322 468 9,837 6,468 10,455 10,258 0 197
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 237)
100 160 -32 169 109 237 237 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 31.8 4.5 94.1 61.9 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 6 5 31 27 36 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,151
COMMITMENTS
2,712 800 0 40,921 43,311 43,633 44,111 518 40
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,541)
207 125 0 1,334 1,416 1,541 1,541 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.8 0.0 92.7 98.1 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 3 0 44 35 52 38
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,133
COMMITMENTS
650 650 0 7,327 7,483 7,977 8,133 156 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 8.0 0.0 90.1 92.0 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 16 10 17 11
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,056
COMMITMENTS
539 400 0 15,294 15,656 15,833 16,056 223 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 460)
0 0 0 460 460 460 460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.5 0.0 95.3 97.5 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 0 22 19 24 21
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,729
COMMITMENTS
1,300 8,429 100 14,329 7,200 15,729 15,729 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 150)
-25 -150 0 175 300 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 53.6 0.6 91.1 45.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 4 3 31 21 36 28
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,224
COMMITMENTS
1,998 1,928 0 5,196 5,296 7,194 7,224 30 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 225)
375 1,903 0 -150 -1,678 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 26.7 0.0 71.9 73.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 10 12 12 14
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,788
COMMITMENTS
3,191 4,290 12,030 49,413 48,271 64,634 64,591 154 197
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,533)
916 -700 524 -7 1,634 1,433 1,458 100 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 6.6 18.6 76.3 74.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 8 6 43 47 52 59
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,800
COMMITMENTS
521 0 50 5,013 5,291 5,584 5,341 216 459
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 64)
0 0 0 64 64 64 64 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 0.9 86.4 91.2 96.3 92.1 3.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 14 14 17 15
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,849
COMMITMENTS
1,544 0 180 2,115 3,399 3,839 3,579 10 270
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 0.0 4.7 54.9 88.3 99.7 93.0 0.3 7.0
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 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,620
COMMITMENTS
385 5,075 1,152 16,951 11,999 18,488 18,226 132 394
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 23)
27 101 -128 124 112 23 85 0 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 27.3 6.2 91.0 64.4 99.3 97.9 0.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 6 3 28 24 31 32
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,953
COMMITMENTS
3,626 1,924 785 21,847 20,353 26,258 23,062 695 3,891
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 924)
0 42 0 2,043 2,016 2,043 2,058 -1,119 -1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 7.1 2.9 81.1 75.5 97.4 85.6 2.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 1 23 25 27 28
Updated December 28, 2012