GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,403
COMMITMENTS
2,269 1,911 2,005 31,830 32,487 36,104 36,403 299 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -7,914)
-559 -258 130 -7,458 -7,739 -7,887 -7,867 -27 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 5.2 5.5 87.4 89.2 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 3 3 32 41 36 45
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,300
COMMITMENTS
335 0 254 19,573 19,909 20,162 20,163 138 137
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -2,985)
-3 0 -496 -2,458 -2,449 -2,957 -2,945 -28 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 1.3 96.4 98.1 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 17 21 18 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,353
COMMITMENTS
504 685 507 8,861 8,818 9,872 10,010 1,481 1,343
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -1,399)
-17 -39 -175 -1,415 -1,321 -1,607 -1,535 208 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 6.0 4.5 78.0 77.7 87.0 88.2 13.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 4 30 33 34 39
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,109
COMMITMENTS
566 0 258 5,770 6,274 6,594 6,532 515 577
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -1,772)
-202 -123 1 -1,524 -1,704 -1,725 -1,826 -47 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 0.0 3.6 81.2 88.3 92.8 91.9 7.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 0 5 40 43 45 48
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,695
COMMITMENTS
100 829 113 2,872 2,483 3,085 3,425 610 270
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -1,555)
-177 155 -378 -993 -1,335 -1,548 -1,558 -7 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 22.4 3.1 77.7 67.2 83.5 92.7 16.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 3 21 20 25 23
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,220
COMMITMENTS
70 75 50 2,640 2,580 2,760 2,705 460 515
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -65)
-55 -75 50 -25 -155 -30 -180 -35 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 2.3 1.6 82.0 80.1 85.7 84.0 14.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 23 22 25 24
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,206
COMMITMENTS
192 9 106 3,404 3,841 3,702 3,956 504 250
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -470)
-284 9 34 -255 -253 -505 -210 35 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.2 2.5 80.9 91.3 88.0 94.1 12.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 27 30 29 32
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,735
COMMITMENTS
0 50 150 8,445 8,535 8,595 8,735 140 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -3,267)
0 -483 150 -3,406 -2,934 -3,256 -3,267 -11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 1.7 96.7 97.7 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 21 17 22 18
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,358
COMMITMENTS
1 1,340 619 7,314 6,313 7,934 8,272 424 86
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -378)
-85 -254 -20 -255 -18 -360 -292 -18 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.0 7.4 87.5 75.5 94.9 99.0 5.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 5 17 16 22 21
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,159
COMMITMENTS
84 4,735 1,262 27,728 23,162 29,074 29,159 85 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -3,996)
0 -698 10 -4,025 -3,308 -4,015 -3,996 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 16.2 4.3 95.1 79.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 26 19 29 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 298,756
COMMITMENTS
59,442 41,718 52,890 147,585 176,134 259,917 270,742 38,839 28,014
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -11,327)
-23,051 -14,054 6,109 11,493 -4,395 -5,449 -12,340 -5,878 1,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 14.0 17.7 49.4 59.0 87.0 90.6 13.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
43 34 46 71 80 140 138
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,236,980
COMMITMENTS
253,351 386,331 452,362 463,748 348,291 1169461 1186984 67,519 49,996
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 35,306)
7,045 3,552 16,428 8,270 16,662 31,743 36,642 3,563 -1,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 31.2 36.6 37.5 28.2 94.5 96.0 5.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
95 100 147 71 67 262 244
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 212,480
COMMITMENTS
65,686 63,416 43,778 98,672 99,992 208,136 207,186 4,344 5,294
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 3,154)
3,520 1,025 579 3,574 2,026 7,673 3,630 -4,519 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 29.8 20.6 46.4 47.1 98.0 97.5 2.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 11 22 22 23 49 46
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,433,264
COMMITMENTS
642,627 79,368 758,941 983,670 1573774 2385238 2412083 48,026 21,181
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -52,664)
11,450 12,695 -11,273 -55,279 -41,229 -55,102 -39,807 2,438 -12,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 3.3 31.2 40.4 64.7 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
37 17 45 73 71 127 121
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 882,729
COMMITMENTS
52,829 146,951 203,062 616,968 526,411 872,859 876,424 9,870 6,305
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 36,961)
-23,730 5,278 18,793 41,375 12,015 36,438 36,086 523 875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 16.6 23.0 69.9 59.6 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
14 23 30 36 33 71 66
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,565
COMMITMENTS
1,905 390 330 5,080 6,525 7,315 7,245 250 320
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -185)
-15 0 -35 -70 -115 -120 -150 -65 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 5.2 4.4 67.2 86.3 96.7 95.8 3.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 2 11 13 16 15
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 40,980
COMMITMENTS
10,009 11,188 11,159 19,272 18,103 40,440 40,450 540 530
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 4,218)
1,728 1,493 115 2,535 2,280 4,378 3,888 -160 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 27.3 27.2 47.0 44.2 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 17 26 16 15 43 43
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,697
COMMITMENTS
6,485 6,220 2,582 6,185 6,280 15,252 15,082 445 615
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 1,525)
35 325 185 1,450 1,025 1,670 1,535 -145 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 39.6 16.4 39.4 40.0 97.2 96.1 2.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 18 19 12 10 32 32
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,297
COMMITMENTS
1,963 777 1,763 24,254 25,581 27,980 28,121 317 176
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -3,906)
29 162 64 -3,961 -4,148 -3,868 -3,922 -38 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 2.7 6.2 85.7 90.4 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 7 9 32 38 47 50
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,542
COMMITMENTS
126 154 61 867 1,023 1,054 1,238 488 304
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -639)
-2 -63 11 -790 -616 -781 -668 142 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 10.0 4.0 56.2 66.3 68.4 80.3 31.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 4 18 16 23 21
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,101
COMMITMENTS
33 25 10 834 918 877 953 224 148
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -284)
-27 -26 -30 -195 -205 -252 -261 -32 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 2.3 0.9 75.7 83.4 79.7 86.6 20.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 15 15 17 16
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 51,891
COMMITMENTS
5,914 1,794 1,634 43,318 47,158 50,866 50,586 1,025 1,305
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -2,605)
-700 52 -134 -1,577 -2,582 -2,411 -2,664 -194 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 3.5 3.1 83.5 90.9 98.0 97.5 2.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 4 25 29 31 33
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,730
COMMITMENTS
1,556 610 1,414 7,638 8,920 10,608 10,944 1,122 786
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -662)
48 -250 -46 -478 -310 -476 -606 -186 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 5.2 12.1 65.1 76.0 90.4 93.3 9.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 4 15 12 19 16
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,442
COMMITMENTS
1,252 962 964 8,538 8,804 10,754 10,730 688 712
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -648)
-24 -85 -34 -588 -496 -646 -615 -2 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 8.4 8.4 74.6 76.9 94.0 93.8 6.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 17 16 19 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 16,230
COMMITMENTS
348 2,252 790 13,273 12,209 14,411 15,251 1,819 979
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -704)
-54 -227 0 -823 -435 -877 -662 173 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 13.9 4.9 81.8 75.2 88.8 94.0 11.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 23 23 26 26
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 44,476
COMMITMENTS
170 0 0 44,306 44,456 44,476 44,456 0 20
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -4,080)
-40 0 0 -4,040 -4,080 -4,080 -4,080 0 0
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: 28)
1 0 0 18 17 19 17
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 759,430
COMMITMENTS
0 0 0 759,430 759,430 759,430 759,430 0 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -48,928)
0 0 0 -48,928 -48,928 -48,928 -48,928 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 AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,156
COMMITMENTS
2,427 18,764 0 21,516 4,923 23,943 23,687 213 469
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 77.7 0.0 89.1 20.4 99.1 98.1 0.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 12 9 13 10
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,413
COMMITMENTS
1,654 0 0 55,504 57,348 57,158 57,348 255 65
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -3,820)
-320 0 0 -3,500 -3,800 -3,820 -3,800 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.0 0.0 96.7 99.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 13 24 15 24
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 767,350
COMMITMENTS
14,004 0 0 753,346 767,350 767,350 767,350 0 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -60,192)
-4,576 0 0 -55,616 -60,192 -60,192 -60,192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.0 0.0 98.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 17 19 18 19
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,723
COMMITMENTS
6,395 1,016 320 45,753 51,387 52,468 52,723 255 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -2,540)
-500 -100 0 -2,040 -2,440 -2,540 -2,540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 1.9 0.6 86.8 97.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 22 17 25 20
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,172,347
COMMITMENTS
21,636 229,664 24,437 1126274 918,246 1172347 1172347 0 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -47,768)
-3,520 -8,800 0 -44,248 -38,968 -47,768 -47,768 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 19.6 2.1 96.1 78.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 2 21 21 25 25
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 30,515
COMMITMENTS
1,065 3,290 0 29,237 27,012 30,302 30,302 213 213
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -2,380)
-100 -100 0 -2,260 -2,260 -2,360 -2,360 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 10.8 0.0 95.8 88.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 0 13 8 14 11
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,140
COMMITMENTS
0 5,955 0 32,140 26,185 32,140 32,140 0 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -940)
0 -200 0 -940 -740 -940 -940 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 13 14 14
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,152
COMMITMENTS
2,830 0 3,450 13,872 16,702 20,152 20,152 0 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -520)
-400 0 0 -120 -520 -520 -520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 0.0 17.1 68.8 82.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 10 15 12 17
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 25,924
COMMITMENTS
2,211 1,107 0 23,500 24,817 25,711 25,924 213 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -894)
0 -420 0 -874 -474 -874 -894 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 4.3 0.0 90.6 95.7 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 17 14 18 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 483,619
COMMITMENTS
0 24,187 21,168 462,451 438,264 483,619 483,619 0 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -34,848)
-504 552 -2,312 -32,032 -33,088 -34,848 -34,848 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.0 4.4 95.6 90.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 15 9 16 12
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 915,396
COMMITMENTS
0 119,440 23,320 892,076 772,636 915,396 915,396 0 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -18,263)
0 -3,520 0 -18,263 -14,743 -18,263 -18,263 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.0 2.5 97.5 84.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 16 19 17 21
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 549,774
COMMITMENTS
136,395 113,258 19,542 393,837 416,974 549,774 549,774 0 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -11,924)
-704 3,872 -3,872 -7,348 -11,924 -11,924 -11,924 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 20.6 3.6 71.6 75.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 15 15 18 16
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 244,065
COMMITMENTS
7,872 37,314 0 236,193 206,751 244,065 244,065 0 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -10,285)
-704 -77 0 -9,581 -10,208 -10,285 -10,285 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 15.3 0.0 96.8 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 18 12 19 14
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,647
COMMITMENTS
351 0 0 24,863 25,439 25,214 25,439 433 208
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -3,592)
-87 0 0 -3,414 -3,563 -3,501 -3,563 -91 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 0.0 96.9 99.2 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 35 33 36 33
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,859
COMMITMENTS
305 535 15 10,225 9,719 10,545 10,269 314 590
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -141)
305 -390 -40 -214 343 51 -87 -192 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 4.9 0.1 94.2 89.5 97.1 94.6 2.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 20 14 22 17
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,350
COMMITMENTS
1,272 361 249 7,444 8,323 8,965 8,933 385 417
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -96)
152 -287 12 -241 194 -77 -81 -19 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 3.9 2.7 79.6 89.0 95.9 95.5 4.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 3 22 19 26 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,710,526
COMMITMENTS
380,407 144,667 636,249 610,227 840,541 1626883 1621457 83,643 89,069
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 56,437)
5,598 5,956 21,121 24,934 6,968 51,653 34,045 4,784 22,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 8.5 37.2 35.7 49.1 95.1 94.8 4.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
118 90 163 82 101 290 290
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 171,519
COMMITMENTS
64,081 12,063 256 65,569 108,950 129,906 121,269 41,613 50,250
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -5,183)
-7,525 -307 250 1,592 -4,975 -5,683 -5,032 500 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 7.0 0.1 38.2 63.5 75.7 70.7 24.3 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 4 2 17 18 24 22
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 73,801
COMMITMENTS
7,717 2,397 11,379 51,023 52,214 70,119 65,990 3,682 7,811
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -1,053)
-90 -465 -163 -1,487 -1,012 -1,740 -1,640 687 587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 3.2 15.4 69.1 70.7 95.0 89.4 5.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 3 6 14 13 23 19
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,760
COMMITMENTS
4,911 6,338 7,910 41,971 39,500 54,792 53,748 1,968 3,012
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 1,963)
-367 3,400 -1,321 3,695 -169 2,007 1,910 -44 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 11.2 13.9 73.9 69.6 96.5 94.7 3.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 4 4 14 12 19 19
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,074
COMMITMENTS
5,162 14,553 18,566 18,924 10,107 42,652 43,226 4,422 3,848
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -1,235)
-1,665 -2,056 1,371 -1,549 -600 -1,843 -1,285 608 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 30.9 39.4 40.2 21.5 90.6 91.8 9.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 6 14 14 15 29 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 34,479
COMMITMENTS
27,459 2,585 392 3,917 30,497 31,768 33,474 2,711 1,005
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -340)
-5 225 -23 -32 -521 -60 -319 -280 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.6 7.5 1.1 11.4 88.5 92.1 97.1 7.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
99 26 9 18 37 122 68
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 64,689
COMMITMENTS
43,529 4,371 1,204 12,166 56,726 56,899 62,301 7,790 2,388
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -1,473)
-1,592 654 -479 1,240 -1,620 -831 -1,445 -642 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.3 6.8 1.9 18.8 87.7 88.0 96.3 12.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
113 21 15 26 32 147 66
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 317,253
COMMITMENTS
118,390 30,175 34,314 137,634 240,008 290,338 304,497 26,915 12,756
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -14,552)
-9,424 -4,930 2,049 -6,401 -11,597 -13,776 -14,478 -776 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 9.5 10.8 43.4 75.7 91.5 96.0 8.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
81 32 51 77 95 188 154
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 11,169
COMMITMENTS
4,256 4,635 2,109 4,634 4,425 10,999 11,169 170 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -1,710)
-1,508 -243 -70 -113 -646 -1,691 -959 -19 -751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 41.5 18.9 41.5 39.6 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 4 4 7 8 15 14
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,520
COMMITMENTS
2,569 552 135 4,786 6,803 7,490 7,490 30 30
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -267)
-75 87 0 -192 -329 -267 -242 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 7.3 1.8 63.6 90.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 1 8 13 13 14
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,642
COMMITMENTS
217 2,464 93 5,171 2,739 5,481 5,296 161 346
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -1,900)
-139 -137 -94 -1,683 -1,614 -1,916 -1,845 16 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 43.7 1.6 91.7 48.5 97.1 93.9 2.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 2 21 19 23 24
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,118
COMMITMENTS
4,157 2,349 964 36,345 38,611 41,466 41,924 652 194
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -6,817)
-3,594 599 150 -3,354 -7,688 -6,798 -6,939 -19 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 5.6 2.3 86.3 91.7 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 6 3 38 32 43 41
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,853
COMMITMENTS
1,490 877 491 19,777 20,485 21,758 21,853 95 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -813)
481 777 -827 -462 -763 -808 -813 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 4.0 2.2 90.5 93.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 1 24 19 29 21
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,204
COMMITMENTS
2,000 6,304 25 11,179 6,875 13,204 13,204 0 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -2,260)
-150 -1,525 -150 -1,910 -535 -2,210 -2,210 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 47.7 0.2 84.7 52.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 3 1 31 15 40 18
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,260
COMMITMENTS
1,166 1,403 195 4,839 4,662 6,200 6,260 60 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -1,519)
-610 -910 35 -944 -644 -1,519 -1,519 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 22.4 3.1 77.3 74.5 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 2 9 12 14 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,869
COMMITMENTS
2,115 6,875 6,441 35,225 30,460 43,781 43,776 88 93
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -3,813)
-1,532 877 -644 -1,614 -4,046 -3,790 -3,813 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 15.7 14.7 80.3 69.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 8 12 41 40 55 55
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,011
COMMITMENTS
465 289 0 6,146 6,323 6,611 6,612 400 399
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 4.1 0.0 87.7 90.2 94.3 94.3 5.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 0 12 12 14 14
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,798
COMMITMENTS
1,615 1,360 398 10,606 10,810 12,619 12,568 179 230
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -1,534)
-25 -319 -89 -1,528 -1,088 -1,642 -1,496 108 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 10.6 3.1 82.9 84.5 98.6 98.2 1.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 6 5 28 27 35 35
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,820
COMMITMENTS
4,801 709 806 27,028 29,015 32,635 30,530 2,185 4,290
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -4,116)
-1,787 -17 326 -2,063 -3,786 -3,524 -3,477 -592 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 2.0 2.3 77.6 83.3 93.7 87.7 6.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 2 19 23 24 26
Updated March 8, 2013