GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,248
COMMITMENTS
2,106 768 970 36,878 38,500 39,954 40,238 294 10
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -523)
226 -120 0 -749 -403 -523 -523 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 1.9 2.4 91.6 95.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 2 1 38 47 40 50
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,801
COMMITMENTS
0 0 0 17,580 17,600 17,580 17,600 221 201
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 3,508)
0 0 0 3,508 3,481 3,508 3,481 0 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.8 98.9 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 21 25 21 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,387
COMMITMENTS
87 574 614 11,306 10,873 12,007 12,061 1,380 1,326
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 294)
36 60 16 244 257 296 333 -2 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 4.3 4.6 84.5 81.2 89.7 90.1 10.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 5 37 39 42 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,914
COMMITMENTS
602 159 227 5,341 5,845 6,170 6,231 744 683
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 367)
32 -5 -7 189 235 214 223 153 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 2.3 3.3 77.2 84.5 89.2 90.1 10.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 3 4 44 44 49 50
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,492
COMMITMENTS
90 589 582 5,188 5,024 5,860 6,195 632 297
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 178)
30 20 60 73 98 163 178 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 9.1 9.0 79.9 77.4 90.3 95.4 9.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 24 23 26 26
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,230
COMMITMENTS
95 25 0 2,890 2,569 2,985 2,594 245 636
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 181)
10 10 -10 141 101 141 101 40 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.8 0.0 89.5 79.5 92.4 80.3 7.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 24 24 25 25
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,223
COMMITMENTS
119 22 127 2,548 2,713 2,794 2,862 429 361
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 350)
5 -5 -12 318 343 311 326 39 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.7 3.9 79.1 84.2 86.7 88.8 13.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 4 24 25 28 29
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,711
COMMITMENTS
0 0 0 9,591 9,681 9,591 9,681 120 30
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 1,844)
0 0 0 1,844 1,834 1,844 1,834 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.8 99.7 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 24 18 24 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,596
COMMITMENTS
84 3,541 332 32,114 28,723 32,530 32,596 66 0
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 904)
84 225 0 754 679 838 904 66 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 10.9 1.0 98.5 88.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 28 23 30 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 298,301
COMMITMENTS
58,255 29,830 45,063 153,779 197,973 257,097 272,866 41,204 25,435
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 9,906)
659 4,220 415 8,594 2,997 9,668 7,632 238 2,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 10.0 15.1 51.6 66.4 86.2 91.5 13.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
40 26 40 69 74 132 124
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,174,780
COMMITMENTS
243,956 396,253 415,992 454,056 313,971 1114004 1126216 60,776 48,564
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -263)
-6,767 -7,451 16,383 -7,662 -11,250 1,954 -2,318 -2,217 2,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 33.7 35.4 38.7 26.7 94.8 95.9 5.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
107 95 126 78 67 255 235
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 147,852
COMMITMENTS
47,459 44,509 30,225 67,136 70,284 144,820 145,018 3,032 2,834
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 12,455)
1,285 -3,530 3,709 7,297 11,913 12,291 12,092 164 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 30.1 20.4 45.4 47.5 97.9 98.1 2.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 8 14 21 22 41 37
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,331,829
COMMITMENTS
533,374 36,792 642,275 1115423 1629241 2291072 2308308 40,757 23,521
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 20,139)
4,896 -266 -7,136 24,524 27,424 22,284 20,022 -2,145 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 1.6 27.5 47.8 69.9 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
34 14 42 81 75 130 120
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 886,412
COMMITMENTS
51,626 157,919 202,005 623,060 519,915 876,691 879,839 9,721 6,573
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 12,040)
2,156 -3,900 12,982 -3,792 2,855 11,346 11,937 694 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 17.8 22.8 70.3 58.7 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 24 27 35 35 69 67
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 30,474
COMMITMENTS
9,285 9,850 8,162 12,749 12,025 30,196 30,037 278 437
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 440)
-181 44 833 -260 -320 392 557 48 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 32.3 26.8 41.8 39.5 99.1 98.6 0.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 13 23 12 13 35 38
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,990
COMMITMENTS
6,060 3,720 2,555 2,705 5,065 11,320 11,340 670 650
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 325)
245 270 125 -70 -50 300 345 25 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.5 31.0 21.3 22.6 42.2 94.4 94.6 5.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 11 12 7 10 20 26
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,997
COMMITMENTS
1,525 767 1,346 19,021 19,688 21,892 21,801 105 196
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 2,227)
-11 123 150 2,103 1,898 2,242 2,171 -15 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 3.5 6.1 86.5 89.5 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 7 7 30 32 41 42
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,442
COMMITMENTS
0 0 0 1,656 1,768 1,656 1,768 786 674
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -482)
-60 0 -33 -480 -565 -573 -598 91 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 67.8 72.4 67.8 72.4 32.2 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 19 15 19
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,047
COMMITMENTS
105 321 116 1,366 1,241 1,587 1,678 460 369
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 265)
75 120 10 161 121 246 251 19 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 15.7 5.7 66.7 60.6 77.5 82.0 22.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 19 19 22 23
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 56,040
COMMITMENTS
3,320 2,027 1,824 49,217 50,798 54,361 54,649 1,679 1,391
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 338)
0 0 0 338 118 338 118 0 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 3.6 3.3 87.8 90.6 97.0 97.5 3.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 3 24 28 29 31
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,943
COMMITMENTS
1,506 158 1,320 9,095 10,671 11,921 12,149 1,022 794
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -30)
0 -50 0 -30 10 -30 -40 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 1.2 10.2 70.3 82.4 92.1 93.9 7.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 17 14 20 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,750
COMMITMENTS
1,758 480 774 8,722 9,669 11,254 10,923 496 827
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 4.1 6.6 74.2 82.3 95.8 93.0 4.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 16 16 18 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 17,110
COMMITMENTS
456 880 550 14,433 14,936 15,439 16,366 1,671 744
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 5.1 3.2 84.4 87.3 90.2 95.7 9.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 24 24 27 26
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,617
COMMITMENTS
210 0 0 51,407 51,597 51,617 51,597 0 20
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 234)
128 0 0 106 214 234 214 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 20 16 21 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 823,629
COMMITMENTS
0 0 0 823,629 823,629 823,629 823,629 0 0
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 20,263)
0 0 0 20,263 20,263 20,263 20,263 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 26)
0 0 0 18 17 18 17
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,601
COMMITMENTS
1,020 0 0 60,326 61,494 61,346 61,494 255 107
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 151)
0 0 0 151 151 151 151 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 0.0 97.9 99.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 16 27 17 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 793,108
COMMITMENTS
0 0 0 793,108 793,108 793,108 793,108 0 0
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 5,534)
0 0 0 5,534 5,534 5,534 5,534 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 18 21 18 21
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,562
COMMITMENTS
7,550 1,226 215 45,542 52,121 53,307 53,562 255 0
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 1,275)
1,275 0 0 0 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 2.3 0.4 85.0 97.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 22 18 25 20
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,080,862
COMMITMENTS
29,076 116,920 5,781 1046005 958,161 1080862 1080862 0 0
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 10.8 0.5 96.8 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 1 24 22 27 25
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,295
COMMITMENTS
0 3,500 0 35,040 31,540 35,040 35,040 255 255
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.9 0.0 99.3 89.4 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 9 15 12
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,375
COMMITMENTS
0 6,375 0 34,375 28,000 34,375 34,375 0 0
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 1,275)
0 1,275 0 1,275 0 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.5 0.0 100.0 81.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 15 14 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,626
COMMITMENTS
0 2,586 0 22,349 20,040 22,349 22,626 277 0
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 766 0 766 0 -766 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.4 0.0 98.8 88.6 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 0 17 11 17 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 531,915
COMMITMENTS
1,680 11,555 23,480 506,755 496,880 531,915 531,915 0 0
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 2.2 4.4 95.3 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 9 15 11
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 862,714
COMMITMENTS
0 103,560 23,320 839,394 735,834 862,714 862,714 0 0
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 19,432)
0 11,760 0 19,432 7,672 19,432 19,432 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.0 2.7 97.3 85.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 14 18 15 19
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 470,840
COMMITMENTS
90,059 34,634 27,726 353,055 408,480 470,840 470,840 0 0
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 12,691)
11,760 0 0 931 12,691 12,691 12,691 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 7.4 5.9 75.0 86.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 14 16 17 17
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 228,600
COMMITMENTS
0 9,551 0 228,600 219,049 228,600 228,600 0 0
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.2 0.0 100.0 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 14 12 14 15
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,124
COMMITMENTS
680 0 63 28,782 29,649 29,525 29,712 599 412
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 967)
-275 0 0 1,197 997 922 997 45 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 0.2 95.5 98.4 98.0 98.6 2.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 1 33 34 35 35
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,370
COMMITMENTS
13 1,055 45 6,949 5,814 7,007 6,914 363 456
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 2,113)
0 150 0 2,048 1,963 2,048 2,113 65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 14.3 0.6 94.3 78.9 95.1 93.8 4.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 1 20 18 21 23
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,075
COMMITMENTS
630 62 60 7,923 8,478 8,613 8,600 462 475
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 198)
-100 15 0 288 183 188 198 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 0.7 0.7 87.3 93.4 94.9 94.8 5.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 15 17 17 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,495,149
COMMITMENTS
354,130 127,379 493,237 564,730 804,346 1412097 1424962 83,052 70,187
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 17,454)
6,270 -5,703 15,680 -9,891 11,339 12,059 21,316 5,395 -3,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 8.5 33.0 37.8 53.8 94.4 95.3 5.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
108 83 150 86 98 276 273
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 169,789
COMMITMENTS
58,211 14,372 3,612 59,799 101,446 121,622 119,430 48,167 50,359
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 3,020)
2,715 263 91 -213 1,977 2,593 2,331 427 689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 8.5 2.1 35.2 59.7 71.6 70.3 28.4 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 4 4 13 16 20 22
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,791
COMMITMENTS
8,355 4,042 7,818 52,310 52,429 68,483 64,289 3,308 7,502
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 2,257)
493 1,489 1,566 123 -796 2,182 2,259 75 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 5.6 10.9 72.9 73.0 95.4 89.6 4.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 4 7 15 14 25 22
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,527
COMMITMENTS
4,033 2,073 8,670 37,658 39,239 50,361 49,982 2,166 2,545
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 1,685)
635 0 -200 1,085 1,332 1,520 1,132 165 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 3.9 16.5 71.7 74.7 95.9 95.2 4.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 4 14 13 20 18
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,353
COMMITMENTS
5,969 8,171 9,548 12,230 9,656 27,747 27,375 2,606 2,978
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 921)
862 752 305 -856 -74 311 983 610 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 26.9 31.5 40.3 31.8 91.4 90.2 8.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 6 10 12 12 23 24
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 29,944
COMMITMENTS
21,565 3,438 967 4,590 24,706 27,122 29,111 2,822 833
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 2,482)
1,491 518 351 231 1,696 2,073 2,565 409 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.0 11.5 3.2 15.3 82.5 90.6 97.2 9.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
92 27 12 23 39 125 75
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 63,266
COMMITMENTS
46,547 3,628 206 9,453 57,101 56,206 60,935 7,060 2,331
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 953)
1,280 -3,766 107 -1,062 4,957 325 1,298 628 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.6 5.7 0.3 14.9 90.3 88.8 96.3 11.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
110 20 7 26 31 138 57
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 321,408
COMMITMENTS
106,894 28,700 36,393 150,169 243,143 293,456 308,236 27,952 13,172
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 22,648)
-501 -1,057 -4,009 25,463 26,256 20,953 21,190 1,695 1,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 8.9 11.3 46.7 75.6 91.3 95.9 8.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
81 20 43 79 90 177 144
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 10,350
COMMITMENTS
200 0 0 9,321 9,707 9,521 9,707 829 643
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 922)
200 0 -200 1,250 1,613 1,250 1,413 -328 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 0.0 90.1 93.8 92.0 93.8 8.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 16 17 16
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,237
COMMITMENTS
542 465 135 7,530 7,612 8,207 8,212 30 25
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 5)
5 0 0 0 0 5 0 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 5.6 1.6 91.4 92.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 1 9 13 14 14
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,023
COMMITMENTS
439 1,547 137 6,447 4,985 7,023 6,669 0 354
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 463)
0 280 0 463 183 463 463 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 22.0 2.0 91.8 71.0 100.0 95.0 0.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 29 22 32 26
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,664
COMMITMENTS
937 1,500 100 40,848 40,934 41,885 42,534 779 130
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 4,492)
0 550 0 4,362 3,842 4,362 4,392 130 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 3.5 0.2 95.7 95.9 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 3 1 34 34 39 38
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,522
COMMITMENTS
825 0 0 7,587 8,522 8,412 8,522 110 0
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 949)
-75 0 0 1,024 949 949 949 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 0.0 0.0 89.0 100.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 15 9 17 9
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,227
COMMITMENTS
503 400 0 16,406 16,752 16,909 17,152 318 75
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 1,102)
0 0 0 1,027 1,027 1,027 1,027 75 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 2.3 0.0 95.2 97.2 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 0 21 24 23 26
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,144
COMMITMENTS
1,400 8,329 25 13,669 6,740 15,094 15,094 50 50
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 1,025)
50 500 0 975 525 1,025 1,025 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 55.0 0.2 90.3 44.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 5 1 28 16 33 22
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,459
COMMITMENTS
1,918 2,428 0 5,541 5,031 7,459 7,459 0 0
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -15)
-80 500 0 95 -515 15 -15 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 32.6 0.0 74.3 67.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 9 13 12 14
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,663
COMMITMENTS
3,230 4,455 11,239 42,073 40,864 56,542 56,558 121 105
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 1,073)
611 -456 256 206 1,273 1,073 1,073 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 7.9 19.8 74.3 72.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
9 7 7 41 41 52 53
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,540
COMMITMENTS
396 150 0 5,691 5,913 6,087 6,063 453 477
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 740)
-125 150 -50 678 622 503 722 237 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 2.3 0.0 87.0 90.4 93.1 92.7 6.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 12 13 13 14
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,277
COMMITMENTS
857 1,325 626 12,662 11,996 14,145 13,947 132 330
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 931)
50 677 -42 923 323 931 958 0 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 9.3 4.4 88.7 84.0 99.1 97.7 0.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 6 2 25 26 28 33
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,066
COMMITMENTS
1,467 0 472 20,841 21,659 22,780 22,131 2,286 2,935
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 1,940)
-486 0 25 3,129 2,367 2,668 2,392 -728 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 0.0 1.9 83.1 86.4 90.9 88.3 9.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 19 25 20 26
Updated January 18, 2013