GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,988
COMMITMENTS
2,055 2,137 2,432 36,202 36,389 40,689 40,958 299 30
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 2,601)
51 -239 239 2,311 2,571 2,601 2,571 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.2 5.9 88.3 88.8 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 5 3 33 42 36 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,254
COMMITMENTS
700 0 4 18,412 19,113 19,116 19,117 138 137
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -361)
50 0 0 -411 -361 -361 -361 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 95.6 99.3 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 20 21 21 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,972
COMMITMENTS
594 765 577 9,683 9,573 10,854 10,915 1,118 1,057
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -43)
-40 20 35 118 37 113 92 -156 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 6.4 4.8 80.9 80.0 90.7 91.2 9.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 4 33 37 37 43
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,323
COMMITMENTS
645 0 432 6,741 7,285 7,818 7,717 505 606
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 709)
47 0 157 549 594 753 751 -44 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 5.2 81.0 87.5 93.9 92.7 6.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 0 5 45 48 52 53
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,148
COMMITMENTS
100 772 177 3,230 2,837 3,507 3,786 641 362
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 230)
0 -79 39 151 262 190 222 40 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 18.6 4.3 77.9 68.4 84.5 91.3 15.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 3 23 21 27 24
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,716
COMMITMENTS
85 136 71 3,149 2,999 3,305 3,206 411 510
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 151)
0 -19 11 144 150 155 142 -4 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.7 1.9 84.7 80.7 88.9 86.3 11.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 3 26 25 30 28
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,991
COMMITMENTS
273 29 134 4,033 4,553 4,440 4,716 551 275
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 423)
87 0 38 434 388 559 426 -136 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.6 2.7 80.8 91.2 89.0 94.5 11.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 3 29 30 32 33
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,407
COMMITMENTS
375 0 0 9,742 10,407 10,117 10,407 290 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 1,067)
230 0 -5 692 1,072 917 1,067 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 93.6 100.0 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 21 17 22 17
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,597
COMMITMENTS
0 1,404 620 7,623 6,495 8,243 8,519 354 78
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 17)
0 20 0 12 -3 12 17 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.3 7.2 88.7 75.5 95.9 99.1 4.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 5 5 18 17 23 22
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,092
COMMITMENTS
360 4,736 1,337 28,376 24,019 30,073 30,092 19 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 374)
0 -119 0 374 493 374 374 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 15.7 4.4 94.3 79.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 28 20 31 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 321,766
COMMITMENTS
48,152 42,601 64,951 169,877 177,752 282,980 285,303 38,786 36,462
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -15,335)
-3,521 674 -6,301 -4,208 -13,707 -14,030 -19,335 -1,305 4,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 13.2 20.2 52.8 55.2 87.9 88.7 12.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
34 38 47 65 73 127 136
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,393,860
COMMITMENTS
325,825 428,007 525,023 460,472 388,047 1311320 1341076 82,540 52,784
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 85,818)
49,391 29,695 45,803 -19,333 6,708 75,861 82,206 9,957 3,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 30.7 37.7 33.0 27.8 94.1 96.2 5.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
143 117 174 78 78 322 281
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,506,455
COMMITMENTS
101,652 30,448 525,588 874,532 947,677 1501772 1503712 4,683 2,743
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 144,626)
5,559 5,256 83,093 55,317 56,253 143,969 144,602 656 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.0 34.9 58.1 62.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
38 32 58 64 61 129 124
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 268,752
COMMITMENTS
84,916 66,599 63,370 114,600 133,433 262,886 263,402 5,866 5,350
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 28,727)
10,694 714 13,784 2,975 14,624 27,453 29,122 1,275 -395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 24.8 23.6 42.6 49.6 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
19 10 23 22 26 53 49
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 69,233
COMMITMENTS
31,056 20,490 24,435 13,616 23,512 69,107 68,437 127 796
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 15,656)
7,597 5,385 5,031 3,058 5,018 15,686 15,433 -30 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 29.6 35.3 19.7 34.0 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 11 14 15 17 29 37
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,655,242
COMMITMENTS
706,608 41,045 854,874 1046423 1737336 2607905 2633255 47,337 21,987
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 119,240)
37,489 -5,245 66,897 14,327 55,326 118,713 116,978 527 2,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 1.5 32.2 39.4 65.4 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
38 17 46 82 73 139 122
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 993,552
COMMITMENTS
55,774 232,284 194,745 733,347 559,681 983,866 986,710 9,686 6,842
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 63,690)
39,048 33,887 -2,110 27,178 30,425 64,116 62,202 -426 1,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 23.4 19.6 73.8 56.3 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 23 30 38 35 73 71
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,655
COMMITMENTS
2,300 390 450 4,690 6,365 7,440 7,205 215 450
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -320)
45 0 60 -435 -475 -330 -415 10 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 5.1 5.9 61.3 83.1 97.2 94.1 2.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 3 12 13 18 16
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 47,213
COMMITMENTS
10,579 10,457 14,313 21,701 22,033 46,593 46,803 620 410
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 3,142)
430 -520 1,405 1,157 2,347 2,992 3,232 150 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 22.1 30.3 46.0 46.7 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 16 26 17 15 44 44
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,927
COMMITMENTS
5,837 6,587 3,945 7,790 6,885 17,572 17,417 355 510
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 1,170)
-233 232 788 680 195 1,235 1,215 -65 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 36.7 22.0 43.5 38.4 98.0 97.2 2.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 15 21 12 11 34 33
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 29,938
COMMITMENTS
2,655 889 2,104 24,829 26,721 29,588 29,715 349 223
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -384)
273 -23 -143 -560 -269 -430 -434 46 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 3.0 7.0 82.9 89.3 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
14 4 10 32 42 48 54
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,679
COMMITMENTS
83 0 13 1,815 2,086 1,911 2,099 768 580
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 68)
30 -2 -28 90 91 92 61 -24 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.5 67.7 77.9 71.3 78.3 28.7 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 17 19 19 21
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,935
COMMITMENTS
191 232 75 1,135 1,359 1,401 1,666 534 269
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 246)
9 78 4 102 152 115 234 131 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 12.0 3.9 58.7 70.2 72.4 86.1 27.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 4 4 19 20 25 26
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,589
COMMITMENTS
68 25 10 1,125 1,289 1,203 1,324 386 265
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 264)
8 0 0 84 109 92 109 172 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.6 0.6 70.8 81.1 75.7 83.3 24.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 18 18 20 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 97,227
COMMITMENTS
2,479 1,771 6,249 85,492 86,673 94,220 94,693 3,007 2,534
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 879)
89 -15 -397 931 1,318 623 907 256 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.8 6.4 87.9 89.1 96.9 97.4 3.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 1 6 29 30 36 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,843
COMMITMENTS
2,044 0 1,174 11,520 13,826 14,738 15,000 1,105 843
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 21)
-230 0 0 238 14 8 14 13 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.0 7.4 72.7 87.3 93.0 94.7 7.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 3 18 13 21 16
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 6,492
COMMITMENTS
0 1,098 0 5,522 4,440 5,522 5,538 970 954
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.9 0.0 85.1 68.4 85.1 85.3 14.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 17 13 17 15
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| 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
1,252 400 964 8,538 9,534 10,754 10,898 688 544
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.5 8.4 74.6 83.3 94.0 95.2 6.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 17 17 19 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| 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
348 440 790 13,273 14,021 14,411 15,251 1,819 979
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.7 4.9 81.8 86.4 88.8 94.0 11.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 23 23 26 25
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 44,787
COMMITMENTS
170 0 0 44,617 44,787 44,787 44,787 0 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 110)
0 0 0 110 110 110 110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 29)
1 0 0 20 17 21 17
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 762,006
COMMITMENTS
0 0 0 762,006 762,006 762,006 762,006 0 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 17 20 17
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| 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 03/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| 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
874 0 0 56,284 57,348 57,158 57,348 255 65
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.0 99.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 15 24 16 24
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| 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
0 0 0 767,350 767,350 767,350 767,350 0 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 17 19 17 19
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| 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 03/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,219,067
COMMITMENTS
21,636 149,080 5,781 1191650 1064206 1219067 1219067 0 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 46,720)
0 0 0 46,720 46,720 46,720 46,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 12.2 0.5 97.8 87.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 1 22 23 25 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| 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
0 3,290 0 30,302 27,012 30,302 30,302 213 213
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.8 0.0 99.3 88.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 14 8 14 11
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,036
COMMITMENTS
0 6,065 0 33,036 26,971 33,036 33,036 0 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 852)
0 110 0 852 742 852 852 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.4 0.0 100.0 81.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 15 14 15 15
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| 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 03/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 17,268
COMMITMENTS
384 0 1,064 15,245 15,649 16,693 16,713 575 555
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 6.2 88.3 90.6 96.7 96.8 3.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 14 15 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,947
COMMITMENTS
0 1,107 0 24,734 23,840 24,734 24,947 213 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 99.1 95.6 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 14 17 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| 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 10,147 21,168 462,451 452,304 483,619 483,619 0 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 4.4 95.6 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 15 10 16 12
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 919,619
COMMITMENTS
0 96,120 23,320 896,299 800,179 919,619 919,619 0 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 2,383)
0 0 0 2,383 2,383 2,383 2,383 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.5 2.5 97.5 87.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 16 22 17 23
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| 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 03/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 243,684
COMMITMENTS
0 37,314 0 243,684 206,370 243,684 243,684 0 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.3 0.0 100.0 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 18 11 18 13
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 4,701
COMMITMENTS
69 76 86 4,538 4,527 4,694 4,689 8 12
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 87)
-9 7 16 81 63 88 87 -1 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.6 1.8 96.5 96.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 18 19 21 22
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,443
COMMITMENTS
351 0 240 27,440 28,034 28,031 28,274 412 169
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 2,418)
0 0 240 2,199 2,217 2,439 2,457 -21 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.8 96.5 98.6 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 0 1 38 35 40 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,503
COMMITMENTS
1,430 0 0 4,941 6,109 6,371 6,109 132 394
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 0.0 0.0 76.0 93.9 98.0 93.9 2.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 14 16 16 16
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,678
COMMITMENTS
425 585 10 10,869 10,499 11,304 11,094 374 584
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 222)
0 65 -20 212 177 192 222 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.0 0.1 93.1 89.9 96.8 95.0 3.2 5.0
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,928
COMMITMENTS
1,392 346 249 7,902 8,931 9,543 9,526 385 402
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 350)
0 -15 0 350 365 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 3.5 2.5 79.6 90.0 96.1 96.0 3.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 20 18 24 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,328,399
COMMITMENTS
371,606 110,083 926,755 942,498 1201036 2240859 2237873 87,540 90,526
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -121,797)
-14,070 -8,880 -67,873 -34,093 -37,390 -116,036 -114,143 -5,761 -7,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 4.7 39.8 40.5 51.6 96.2 96.1 3.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
168 90 201 91 100 345 325
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,979
COMMITMENTS
1,805 10,014 24,848 61,987 52,965 88,639 87,826 339 1,152
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -14,881)
-1,447 20 -6,562 -6,755 -8,199 -14,765 -14,741 -116 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 11.3 27.9 69.7 59.5 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 8 10 16 18 27 28
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 175,656
COMMITMENTS
66,204 12,120 250 67,045 114,722 133,499 127,092 42,157 48,564
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 2,326)
1,444 -30 0 690 1,052 2,134 1,022 192 1,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 6.9 0.1 38.2 65.3 76.0 72.4 24.0 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 4 2 17 19 24 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,903
COMMITMENTS
6,742 1,348 5,050 16,961 22,330 28,753 28,729 1,150 1,174
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -1,058)
-190 23 -220 -645 -911 -1,055 -1,107 -2 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 4.5 16.9 56.7 74.7 96.2 96.1 3.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 2 11 15 15 29 27
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 245,554
COMMITMENTS
18,037 3,826 36,108 186,669 198,069 240,814 238,003 4,740 7,551
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -4,315)
31 -35 -992 -3,225 -3,312 -4,186 -4,340 -129 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.6 14.7 76.0 80.7 98.1 96.9 1.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 3 12 29 29 41 41
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 72,748
COMMITMENTS
8,505 2,397 9,584 50,518 51,704 68,607 63,685 4,141 9,063
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -1,636)
381 0 -1,403 -479 -203 -1,501 -1,606 -135 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 3.3 13.2 69.4 71.1 94.3 87.5 5.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 6 13 12 22 18
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,876
COMMITMENTS
4,925 5,588 7,253 37,730 36,040 49,908 48,881 1,968 2,995
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -6,607)
115 -2,250 -357 -6,365 -3,808 -6,607 -6,415 0 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 10.8 14.0 72.7 69.5 96.2 94.2 3.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 5 5 14 12 19 20
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,728
COMMITMENTS
9,837 14,321 22,334 23,405 18,480 55,576 55,135 4,152 4,593
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 1,911)
3,080 -814 2,467 -2,476 740 3,072 2,394 -1,161 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 24.0 37.4 39.2 30.9 93.0 92.3 7.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 6 17 14 15 32 33
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,708
COMMITMENTS
1,475 984 0 3,974 4,556 5,449 5,540 260 169
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 180)
-140 116 0 360 61 220 177 -40 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 17.2 0.0 69.6 79.8 95.5 97.0 4.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 0 13 13 19 18
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,629
COMMITMENTS
3,604 183 1,616 54,002 58,074 59,223 59,873 8,406 7,755
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -1,288)
-336 12 -11 -767 -1,306 -1,114 -1,305 -174 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.3 2.4 79.9 85.9 87.6 88.5 12.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 5 17 18 22 23
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,838
COMMITMENTS
4,163 10,793 6,487 15,463 9,777 26,112 27,057 1,726 781
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 1,859)
1,117 1,474 -939 2,035 1,069 2,214 1,605 -354 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 38.8 23.3 55.5 35.1 93.8 97.2 6.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 6 4 14 10 22 16
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 43,273
COMMITMENTS
29,417 2,830 3,583 7,456 36,133 40,456 42,547 2,817 726
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -1,303)
-915 148 242 -353 -1,449 -1,026 -1,059 -277 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.0 6.5 8.3 17.2 83.5 93.5 98.3 6.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
105 28 18 28 39 143 81
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 70,658
COMMITMENTS
42,802 7,357 2,788 16,957 57,443 62,547 67,588 8,111 3,070
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -665)
-1,675 2,400 -293 1,487 -3,321 -480 -1,214 -185 549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.6 10.4 3.9 24.0 81.3 88.5 95.7 11.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
105 29 26 32 36 150 85
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 339,272
COMMITMENTS
108,362 24,935 49,592 154,063 248,441 312,016 322,967 27,257 16,305
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 1,960)
-1,733 -4,450 4,020 1,234 1,287 3,520 857 -1,560 1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 7.3 14.6 45.4 73.2 92.0 95.2 8.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
85 24 52 87 94 196 154
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,134
COMMITMENTS
9,818 0 765 9,415 18,618 19,998 19,383 2,136 2,751
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 2,601)
1,063 0 225 1,368 2,379 2,656 2,604 -55 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 0.0 3.5 42.5 84.1 90.3 87.6 9.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 12 19 14 20
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 13,266
COMMITMENTS
5,351 6,831 2,049 5,695 4,382 13,095 13,262 171 4
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 1,272)
748 1,686 -113 636 -305 1,271 1,268 1 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 51.5 15.4 42.9 33.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 5 7 8 16 15
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,512
COMMITMENTS
2,440 448 1,789 15,252 17,244 19,482 19,482 30 30
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 10,956)
-129 -23 1,574 9,511 9,406 10,956 10,956 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 2.3 9.2 78.2 88.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 2 10 14 15 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,961
COMMITMENTS
167 2,468 93 5,537 2,976 5,797 5,537 164 424
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 186)
-50 -96 0 233 204 183 108 3 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 41.4 1.6 92.9 49.9 97.2 92.9 2.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 21 19 23 23
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,298
COMMITMENTS
2,232 3,645 2,864 45,550 44,727 50,646 51,236 652 62
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 4,649)
-1,850 -700 2,050 4,449 3,299 4,649 4,649 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 7.1 5.6 88.8 87.2 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 5 4 35 32 43 40
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,433
COMMITMENTS
1,515 3,827 125 32,539 30,481 34,179 34,433 254 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 10,329)
25 350 -175 10,455 10,154 10,305 10,329 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 11.1 0.4 94.5 88.5 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 1 24 19 29 22
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,769
COMMITMENTS
2,135 6,079 50 11,584 7,640 13,769 13,769 0 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 285)
110 -200 25 150 460 285 285 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 44.1 0.4 84.1 55.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 2 1 32 19 41 22
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,799
COMMITMENTS
1,095 1,058 379 5,265 5,362 6,739 6,799 60 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 499)
-25 -345 184 340 660 499 499 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 15.6 5.6 77.4 78.9 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 2 9 13 14 16
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,583
COMMITMENTS
2,526 6,569 5,248 35,657 31,673 43,431 43,490 152 93
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -495)
295 -293 -696 -94 494 -495 -495 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 15.1 12.0 81.8 72.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 10 13 40 39 56 55
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,207
COMMITMENTS
690 289 0 6,132 6,519 6,822 6,808 385 399
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 165)
225 0 0 -45 165 180 165 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 4.0 0.0 85.1 90.5 94.7 94.5 5.3 5.5
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,543
COMMITMENTS
1,862 504 351 11,146 12,458 13,359 13,313 184 230
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 213)
185 -100 -78 72 391 179 213 34 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 3.7 2.6 82.3 92.0 98.6 98.3 1.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 5 5 28 28 36 37
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,389
COMMITMENTS
4,461 709 1,282 28,275 30,010 34,018 32,001 2,371 4,388
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 621)
-44 0 201 574 384 731 585 -110 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 1.9 3.5 77.7 82.5 93.5 87.9 6.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 1 2 19 26 25 29
Updated March 22, 2013