GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,503
COMMITMENTS
665 921 2,106 44,420 44,476 47,191 47,503 312 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 631)
0 -56 0 628 687 628 631 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.9 4.4 93.5 93.6 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 3 2 42 45 45 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,067
COMMITMENTS
0 0 0 16,852 16,902 16,852 16,902 215 165
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 0 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 16,014
COMMITMENTS
230 762 650 13,998 13,495 14,878 14,907 1,136 1,107
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 70)
0 100 51 50 -44 101 107 -31 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 4.8 4.1 87.4 84.3 92.9 93.1 7.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 2 5 43 46 48 52
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,679
COMMITMENTS
420 108 603 6,952 7,402 7,975 8,113 704 566
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 178)
25 -5 15 130 107 170 117 8 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.2 6.9 80.1 85.3 91.9 93.5 8.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 4 9 50 53 59 63
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,179
COMMITMENTS
15 0 105 5,544 5,553 5,664 5,658 515 521
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -5)
0 0 0 0 0 0 0 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 1.7 89.7 89.9 91.7 91.6 8.3 8.4
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,246
COMMITMENTS
115 280 906 6,831 6,851 7,852 8,037 394 209
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 56)
0 0 0 56 56 56 56 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.4 11.0 82.8 83.1 95.2 97.5 4.8 2.5
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,610
COMMITMENTS
135 45 10 3,197 2,967 3,342 3,022 268 588
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 119)
0 0 0 98 165 98 165 21 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.2 0.3 88.6 82.2 92.6 83.7 7.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 23 25 24
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,209
COMMITMENTS
50 75 152 2,530 2,546 2,732 2,773 477 436
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 209)
10 20 65 159 249 234 334 -25 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.3 4.7 78.8 79.3 85.1 86.4 14.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 4 30 28 34 33
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (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 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,737
COMMITMENTS
0 0 0 10,612 10,699 10,612 10,699 125 38
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 325)
0 0 0 325 325 325 325 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,515
COMMITMENTS
0 207 260 7,960 7,904 8,220 8,371 295 144
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 36)
0 0 0 36 36 36 36 0 0
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,468
COMMITMENTS
0 2,649 825 29,623 26,994 30,448 30,468 20 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 265)
0 0 0 265 265 265 265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 2.7 97.2 88.6 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 278,792
COMMITMENTS
53,608 23,233 53,157 133,253 177,668 240,019 254,058 38,773 24,734
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -13,107)
4,028 -223 -7,916 -8,764 -2,724 -12,652 -10,862 -455 -2,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 8.3 19.1 47.8 63.7 86.1 91.1 13.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
35 30 36 67 77 126 124
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,255
COMMITMENTS
0 4,233 0 8,855 4,965 8,855 9,198 3,400 3,057
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 905)
0 217 0 692 453 692 670 213 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 34.5 0.0 72.3 40.5 72.3 75.1 27.7 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,193,706
COMMITMENTS
244,686 408,480 419,003 460,000 320,643 1123689 1148127 70,017 45,579
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -12,411)
-12,125 -6,943 2,331 502 -5,331 -9,292 -9,943 -3,119 -2,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 34.2 35.1 38.5 26.9 94.1 96.2 5.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
112 98 143 75 66 272 232
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,313,724
COMMITMENTS
77,849 24,953 409,221 822,048 876,709 1309117 1310884 4,606 2,840
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -125,794)
-19,675 -9,542 -64,344 -41,695 -52,335 -125,714 -126,221 -79 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.9 31.1 62.6 66.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
41 28 54 60 53 121 115
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 132,779
COMMITMENTS
46,574 48,769 24,824 58,399 56,004 129,797 129,597 2,983 3,183
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -17,157)
-47 -7,414 -1,345 -15,237 -8,514 -16,629 -17,273 -529 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 36.7 18.7 44.0 42.2 97.8 97.6 2.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
14 7 13 21 21 41 35
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 49,170
COMMITMENTS
25,204 16,932 16,479 7,081 15,118 48,765 48,530 406 640
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -3,882)
-2,900 -2,564 -970 1 -458 -3,870 -3,992 -12 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.3 34.4 33.5 14.4 30.7 99.2 98.7 0.8 1.3
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,264,650
COMMITMENTS
510,452 32,229 626,539 1085274 1581800 2222265 2240568 42,385 24,082
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -177,309)
-64,543 9,704 -41,965 -72,025 -146,710 -178,533 -178,971 1,224 1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 1.4 27.7 47.9 69.8 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
34 10 37 81 75 126 115
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 838,183
COMMITMENTS
35,493 139,703 188,241 605,246 503,287 828,980 831,231 9,203 6,952
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -132,499)
-51,773 -88,357 -18,222 -68,172 -28,535 -138,167 -135,114 5,668 2,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 16.7 22.5 72.2 60.0 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
13 24 24 33 33 63 64
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,535
COMMITMENTS
1,739 310 633 4,585 6,270 6,957 7,213 578 322
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -120)
10 40 -50 -110 -105 -150 -115 30 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 4.1 8.4 60.8 83.2 92.3 95.7 7.7 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,415
COMMITMENTS
9,865 10,978 7,757 13,573 12,430 31,195 31,165 220 250
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -50)
120 120 -135 0 -60 -15 -75 -35 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 34.9 24.7 43.2 39.6 99.3 99.2 0.7 0.8
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,800
COMMITMENTS
5,500 3,460 3,335 3,570 5,380 12,405 12,175 395 625
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -45)
0 -195 -45 0 0 -45 -240 0 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 27.0 26.1 27.9 42.0 96.9 95.1 3.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 11 16 8 10 26 26
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,828
COMMITMENTS
1,264 617 936 19,449 20,028 21,649 21,581 179 247
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -498)
-48 -1 0 -250 -363 -298 -364 -200 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.8 4.3 89.1 91.8 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 4 5 32 40 40 48
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,924
COMMITMENTS
60 0 33 2,136 2,333 2,229 2,366 695 558
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 82)
2 0 -2 216 218 216 216 -134 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 1.1 73.1 79.8 76.2 80.9 23.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 20 22 22 23
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,788
COMMITMENTS
166 536 90 2,225 1,891 2,481 2,517 307 271
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 80)
25 -27 14 73 67 112 54 -32 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 19.2 3.2 79.8 67.8 89.0 90.3 11.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 29 29 32 32
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 108,568
COMMITMENTS
3,410 1,903 8,849 94,478 96,552 106,736 107,304 1,832 1,264
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -9,996)
-145 1,118 -2,106 -4,840 -4,754 -7,091 -5,742 -2,905 -4,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.8 8.2 87.0 88.9 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 1 5 28 30 34 35
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,329
COMMITMENTS
2,486 294 1,576 14,203 16,943 18,265 18,813 1,064 516
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -275)
59 0 0 -344 -275 -285 -275 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 1.5 8.2 73.5 87.7 94.5 97.3 5.5 2.7
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,632
COMMITMENTS
1,758 480 774 8,602 9,657 11,134 10,911 498 720
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -585)
-60 40 -40 -465 -830 -565 -830 -20 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 4.1 6.7 74.0 83.0 95.7 93.8 4.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 16 18 18 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 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 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,865
COMMITMENTS
490 1,506 1,640 7,030 6,635 9,160 9,781 1,705 1,084
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 12)
0 0 0 16 12 16 12 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 13.9 15.1 64.7 61.1 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,745
COMMITMENTS
0 2,016 790 8,492 7,447 9,282 10,253 1,463 492
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 11)
0 0 0 11 11 11 11 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,775
COMMITMENTS
0 0 0 55,775 55,775 55,775 55,775 0 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 462)
0 0 0 462 462 462 462 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 28 19 28 19
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 856,918
COMMITMENTS
0 0 0 856,918 856,918 856,918 856,918 0 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 5,096)
0 0 0 5,096 5,096 5,096 5,096 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 21 19 21 19
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 456,710
COMMITMENTS
44,656 372,209 0 412,054 84,501 456,710 456,710 0 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 6,504)
2,976 0 0 3,528 6,504 6,504 6,504 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 81.5 0.0 90.2 18.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 11 12 12 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,788
COMMITMENTS
805 0 0 66,728 67,661 67,533 67,661 255 127
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 66)
0 0 0 66 66 66 66 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 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (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 25 21 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,647
COMMITMENTS
5,530 381 2,260 47,602 53,006 55,392 55,647 255 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 447)
0 381 0 447 66 447 447 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.7 4.1 85.5 95.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 28 21 31 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,114,702
COMMITMENTS
32,892 97,840 8,325 1073485 1008537 1114702 1114702 0 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -1,568)
0 0 0 -1,568 -1,568 -1,568 -1,568 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,255
COMMITMENTS
0 3,520 0 39,235 35,480 39,235 39,000 20 255
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 63)
0 63 0 63 0 63 63 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.0 0.0 99.9 90.4 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 0 20 15 20 18
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,220
COMMITMENTS
200 5,200 0 36,020 31,020 36,220 36,220 0 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 330)
0 0 0 330 330 330 330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 14.4 0.0 99.4 85.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 16 22 17 23
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (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 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (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 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 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 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 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (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 97.4 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 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 877,626
COMMITMENTS
4,240 119,360 0 873,386 758,266 877,626 877,626 0 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 5,096)
0 0 0 5,096 5,096 5,096 5,096 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 13.6 0.0 99.5 86.4 100.0 100.0 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 507,199
COMMITMENTS
77,317 6,226 57,406 372,476 443,567 507,199 507,199 0 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,568)
0 0 0 1,568 1,568 1,568 1,568 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 1.2 11.3 73.4 87.5 100.0 100.0 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 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (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 3.3 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 4,332
COMMITMENTS
99 47 43 4,190 4,243 4,332 4,332 0 -0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -14)
6 -4 -2 -19 -9 -14 -14 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.1 1.0 96.7 97.9 100.0 100.0 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,654
COMMITMENTS
1,095 0 63 30,784 32,305 31,942 32,368 712 286
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 24)
0 0 0 0 30 0 30 24 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.2 94.3 98.9 97.8 99.1 2.2 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 12/31/12 |
--------------------------------------------------------------| 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 6,322 6,161 6,322 435 274
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -30 0 -30 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 0.0 0.0 67.5 95.8 93.4 95.8 6.6 4.2
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,517
COMMITMENTS
122 1,010 41 6,089 5,064 6,252 6,115 265 402
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 60)
0 0 0 105 117 105 117 -45 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 15.5 0.6 93.4 77.7 95.9 93.8 4.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 1 24 25 26 29
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,448
COMMITMENTS
104 0 0 3,913 4,199 4,017 4,199 431 249
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 84)
0 0 0 29 -7 29 -7 55 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 88.0 94.4 90.3 94.4 9.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 15 17 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,150,236
COMMITMENTS
352,027 107,285 769,244 949,717 1191841 2070988 2068370 79,248 81,866
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 13,391)
-8,826 -10,888 20,170 2,868 5,316 14,212 14,599 -821 -1,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 5.0 35.8 44.2 55.4 96.3 96.2 3.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
142 105 194 93 101 332 318
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 73,234
COMMITMENTS
481 11,980 12,796 57,743 45,370 71,020 70,147 2,213 3,087
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -1,974)
-528 -556 -572 -782 -865 -1,882 -1,994 -92 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 16.4 17.5 78.8 62.0 97.0 95.8 3.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 4 5 16 15 22 22
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 177,062
COMMITMENTS
60,285 15,058 3,551 67,609 109,771 131,445 128,380 45,617 48,682
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 2,329)
513 865 -41 1,524 792 1,996 1,616 333 713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 8.5 2.0 38.2 62.0 74.2 72.5 25.8 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,320
COMMITMENTS
8,652 1,383 4,299 20,310 27,764 33,261 33,446 2,059 1,874
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 601)
95 36 17 449 454 562 507 39 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 3.9 12.2 57.5 78.6 94.2 94.7 5.8 5.3
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 286,348
COMMITMENTS
19,158 3,102 48,860 210,659 226,496 278,677 278,458 7,671 7,889
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -13,159)
-3,670 284 -3,799 -9,022 -10,266 -16,491 -13,781 3,332 622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.1 17.1 73.6 79.1 97.3 97.2 2.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 2 12 28 28 40 40
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,490
COMMITMENTS
6,955 2,553 5,881 52,380 52,384 65,216 60,818 2,274 6,672
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 128)
9 0 100 20 -141 129 -41 -1 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 3.8 8.7 77.6 77.6 96.6 90.1 3.4 9.9
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,499
COMMITMENTS
3,035 2,523 11,334 36,994 37,650 51,363 51,507 2,136 1,992
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -273)
6 0 100 -579 -323 -473 -223 200 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 4.7 21.2 69.1 70.4 96.0 96.3 4.0 3.7
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,589
COMMITMENTS
0 3,532 496 28,186 27,176 28,682 31,204 25,907 23,385
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 83)
0 0 0 -1,528 -337 -1,528 -337 1,611 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.9 51.6 49.8 52.5 57.2 47.5 42.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 3 16 17 19 20
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,902
COMMITMENTS
4,479 7,330 9,149 16,018 13,514 29,646 29,993 3,256 2,909
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 98)
46 51 143 -38 -21 150 172 -52 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 22.3 27.8 48.7 41.1 90.1 91.2 9.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 7 8 13 14 24 24
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,028
COMMITMENTS
1,543 681 111 2,758 3,709 4,412 4,501 616 527
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -103)
3 -136 10 -143 27 -130 -100 27 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 13.5 2.2 54.9 73.8 87.7 89.5 12.3 10.5
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 77,106
COMMITMENTS
3,317 298 2,045 59,792 63,841 65,154 66,183 11,952 10,923
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -7,248)
-378 -280 -1,772 -9,727 -7,547 -11,877 -9,599 4,629 2,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.4 2.7 77.5 82.8 84.5 85.8 15.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 4 15 17 19 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 32,293
COMMITMENTS
23,744 3,021 1,243 4,653 27,217 29,640 31,481 2,653 812
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 3,083)
2,267 -303 245 489 3,128 3,001 3,070 82 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.5 9.4 3.8 14.4 84.3 91.8 97.5 8.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
87 26 16 29 38 125 76
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 61,467
COMMITMENTS
43,768 7,067 1,372 9,515 50,783 54,654 59,221 6,813 2,246
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -2,943)
-433 1,891 -474 -1,340 -4,555 -2,247 -3,138 -697 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.2 11.5 2.2 15.5 82.6 88.9 96.3 11.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
98 30 17 32 34 136 75
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 289,297
COMMITMENTS
99,262 28,743 43,456 120,497 206,162 263,216 278,361 26,081 10,936
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -11,994)
3,696 1,780 -2,711 -12,960 -7,252 -11,975 -8,182 -19 -3,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 9.9 15.0 41.7 71.3 91.0 96.2 9.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
76 21 48 69 82 168 138
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,160
COMMITMENTS
3,877 937 259 7,181 8,048 11,317 9,244 1,843 3,916
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 20)
3 -34 14 0 2 17 -18 3 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 7.1 2.0 54.6 61.2 86.0 70.2 14.0 29.8
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 9,428
COMMITMENTS
0 0 200 8,071 8,094 8,271 8,294 1,157 1,134
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -50 -110 -50 -110 -10 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 2.1 85.6 85.9 87.7 88.0 12.3 12.0
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,431
COMMITMENTS
11,396 400 216 8,438 18,308 20,050 18,924 1,381 2,507
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 612)
845 0 0 -232 486 613 486 -1 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.2 1.9 1.0 39.4 85.4 93.6 88.3 6.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 12 17 15 19
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,802
COMMITMENTS
685 465 135 7,952 8,202 8,772 8,802 30 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 30)
50 0 0 -20 30 30 30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 5.3 1.5 90.3 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,557
COMMITMENTS
150 3,545 436 9,971 6,379 10,557 10,360 0 197
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 102)
0 223 -32 134 -89 102 102 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 33.6 4.1 94.4 60.4 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 6 4 32 26 36 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,789
COMMITMENTS
2,712 850 0 42,559 44,899 45,271 45,749 518 40
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,638)
0 50 0 1,638 1,588 1,638 1,638 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.9 0.0 92.9 98.1 98.9 99.9 1.1 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,209
COMMITMENTS
650 50 300 8,103 8,859 9,053 9,209 156 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,076)
0 -600 300 776 1,376 1,076 1,076 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.5 3.3 88.0 96.2 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 11 19 12
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,331
COMMITMENTS
589 400 0 16,519 16,931 17,108 17,331 223 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,275)
50 0 0 1,225 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.3 0.0 95.3 97.7 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 0 22 20 24 22
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,879
COMMITMENTS
1,300 8,429 100 14,429 7,300 15,829 15,829 50 50
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 150)
0 0 0 100 100 100 100 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 53.1 0.6 90.9 46.0 99.7 99.7 0.3 0.3
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,474
COMMITMENTS
1,998 1,928 0 5,446 5,546 7,444 7,474 30 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 25.8 0.0 72.9 74.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 11 13 13 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,829
COMMITMENTS
3,983 4,239 12,066 48,662 48,402 64,711 64,707 118 122
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 41)
792 -51 36 -751 131 77 116 -36 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 6.5 18.6 75.1 74.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
7 9 7 43 47 53 60
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,999
COMMITMENTS
1,544 0 180 2,265 3,549 3,989 3,729 10 270
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 0.0 4.5 56.6 88.7 99.7 93.2 0.3 6.8
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,411
COMMITMENTS
232 5,075 1,260 17,787 12,620 19,279 18,955 132 456
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 791)
-153 0 108 836 621 791 729 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 26.1 6.5 91.6 65.0 99.3 97.7 0.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 6 3 27 24 30 32
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,426
COMMITMENTS
3,742 1,966 785 22,212 20,817 26,739 23,568 687 3,858
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 473)
116 42 0 365 464 481 506 -8 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 7.2 2.9 81.0 75.9 97.5 85.9 2.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 1 23 25 27 28
Updated January 4, 2013