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Briese Insider Stock Indx CANY ORANGE JUICE
CBOE VIX Futures CBOT 10-Yr Rate Swap
CBOT DJIA CONSOLIDATED CBOT Dow Mini $5 Multi
CBOT ETHANOL CBOT LT US TREASURY BONDS
CBT 10-YR US T-NOTES CBT 2-YR US T-NOTES
CBT 30-DAY FED FUNDS CBT 5-YR US T-NOTES
CBT CORN CBT OATS
CBT ROUGH RICE CBT SOYBEAN MEAL
CBT SOYBEAN OIL CBT SOYBEANS
CBT US T-BONDS CBT WHEAT
CEI COPPER-GRADE #1 CEI GOLD
CEI SILVER CME FEEDER CATTLE
CME LIVE CATTLE CME LIVE HOGS
CME NASDAQ CONSOLIDATED CME NASDAQ E-MINI
CME RANDOM LENGTH LUMBER CME S&P 400 E-Mini
CSCE COCOA CSCE COFFEE C
CSCE SUGAR NO. 11 DJ UBS Excess Return
Henry Hub natural Gas Swa ICE Europe W.T.Crude Oil
IMM 3 MO. EUROYEN IMM 3-MO EURODOLLARS
IMM AUSTRALIAN $ IMM CANADIAN DOLLAR
IMM EURO FX IMM JAPANESE YEN
IMM MEXICAN PESO IMM NASDAQ 100 STOCK INDE
IMM NEW ZEALAND DOLLAR IMM NIKKEI STK INDEX
IMM POUND STERLING IMM RUSSIAN RUBLE
IMM S&P 500 STK INDX IMM S&P E MINI
IMM SWISS FRANC KCBT WHEAT
MACE SOYBEANS MGE SPRING WHEAT
NYCE COTTON NO. 2 NYCE DM/BP XRATE
NYCE US DOLLAR INDEX NYME CRUDE OIL
NYME HEATING OIL #2 NYME NATURAL GAS
NYME PALLADIUM NYME PLATINUM
NYME RBOB GASOLINE NYMEX NYISO ZONE A LBMP S
PJM Electricity NYME Russell 2000 Mini
WTI Crude Oil Financial
CFTC# 1602 WHEAT - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 464,863
COMMITMENTS
85,774 145,157 83,150 258,171 177,319 427,095 405,626 37,768 59,237
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20,949)
9,378 6,216 5,388 4,231 11,301 18,997 22,905 1,952 -1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 31.2 17.9 55.5 38.1 91.9 87.3 8.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 388)
104 165 147 68 95 269 325
CFTC# 1612 WHEAT - KANSAS CITY BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 145,942
COMMITMENTS
36,073 23,098 24,205 67,018 74,584 127,296 121,887 18,646 24,055
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,028)
-1,260 3,433 -171 4,193 -133 2,762 3,129 1,266 899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 15.8 16.6 45.9 51.1 87.2 83.5 12.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 163)
45 36 43 55 56 123 118
CFTC# 1626 WHEAT - MINNEAPOLIS GRAIN EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 41,962
COMMITMENTS
15,017 3,136 2,777 14,719 26,483 32,513 32,396 9,449 9,566
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 596)
-83 1,201 168 68 114 153 1,483 443 -887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 7.5 6.6 35.1 63.1 77.5 77.2 22.5 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54)
17 9 13 22 20 45 38
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,214,461
COMMITMENTS
329,958 150,504 175,502 566,561 640,638 1072,021 966,644 142,440 247,817
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,040)
-3,837 15,637 8,285 6,442 -13,633 10,890 10,289 -1,850 -1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 12.4 14.5 46.7 52.8 88.3 79.6 11.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 699)
176 158 198 204 295 484 568
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,713
COMMITMENTS
2,658 2,853 55 8,817 8,585 11,530 11,493 2,183 2,220
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 257)
152 186 5 165 109 322 300 -65 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 20.8 0.4 64.3 62.6 84.1 83.8 15.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41)
11 13 2 16 7 28 21
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 478,304
COMMITMENTS
121,112 68,870 76,905 238,408 257,085 436,425 402,860 41,879 75,444
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 279)
8,278 -812 1,039 -7,982 -93 1,335 134 -1,056 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 14.4 16.1 49.8 53.7 91.2 84.2 8.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 437)
140 114 143 102 145 325 340
CFTC# 5603 MINI SOYBEANS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 12,852
COMMITMENTS
9,199 1,310 407 349 2,437 9,955 4,154 2,897 8,698
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 129)
240 -475 -16 -6 -4 218 -495 -89 624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.6 10.2 3.2 2.7 19.0 77.5 32.3 22.5 67.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
14 3 8 1 5 15 16
CFTC# 6 IN DELIVERY MONTH EUA - GREEN EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 56,471
COMMITMENTS
6,281 251 8,642 41,548 47,578 56,471 56,471 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,317)
-154 -1,650 464 -3,623 -2,129 -3,313 -3,315 -4 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 0.4 15.3 73.6 84.3 **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
6 2 4 7 11 14 16
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 315,325
COMMITMENTS
68,363 79,807 37,974 181,772 167,407 288,109 285,188 27,216 30,137
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20,713)
8,531 7,222 8,354 3,516 6,987 20,401 22,563 312 -1,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 25.3 12.0 57.6 53.1 91.4 90.4 8.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 262)
69 75 86 67 64 191 200
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 624,696
COMMITMENTS
72,085 113,666 4,309 411,882 374,693 488,276 492,668 136,420 132,028
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,689)
-18,103 6,126 335 12,472 -32,675 -5,296 -26,214 -11,393 9,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 18.2 0.7 65.9 60.0 78.2 78.9 21.8 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 162)
30 32 19 76 70 116 111
CFTC# 20604 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 372,317
COMMITMENTS
58,020 33,268 463 253,696 291,219 312,179 324,950 60,138 47,367
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,201)
-1,145 -587 -3 198 -3,086 -950 -3,676 -1,251 1,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 8.9 0.1 68.1 78.2 83.8 87.3 16.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66)
6 7 3 40 37 48 45
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,868
COMMITMENTS
365 0 552 47,474 48,008 48,391 48,560 477 308
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,706)
9 0 57 2,578 2,667 2,644 2,724 62 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 1.1 97.1 98.2 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 53)
1 0 2 40 44 42 46
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,780
COMMITMENTS
0 0 0 16,613 16,740 16,613 16,740 167 40
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 1,200 1,200 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.0 99.8 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33)
0 0 0 21 31 21 31
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,391
COMMITMENTS
0 459 252 9,182 8,740 9,434 9,451 957 940
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 359)
0 54 -3 324 262 321 313 38 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 2.4 88.4 84.1 90.8 91.0 9.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41)
0 2 2 34 38 36 41
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,761
COMMITMENTS
763 69 217 5,117 5,676 6,097 5,962 664 799
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 408)
2 5 59 220 181 281 245 127 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 1.0 3.2 75.7 84.0 90.2 88.2 9.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54)
4 2 6 41 42 48 49
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,987
COMMITMENTS
85 0 62 3,529 2,996 3,676 3,058 311 929
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 257)
-20 0 0 275 214 255 214 2 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.0 1.6 88.5 75.1 92.2 76.7 7.8 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25)
1 0 1 19 22 21 23
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,922
COMMITMENTS
90 492 10 2,136 2,095 2,236 2,597 686 325
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 101)
0 -41 0 104 145 104 104 -3 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 16.8 0.3 73.1 71.7 76.5 88.9 23.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29)
2 2 1 21 21 23 24
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,034
COMMITMENTS
23 5 48 1,540 1,689 1,611 1,742 423 292
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 85)
0 0 0 55 68 55 68 30 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.2 2.4 75.7 83.0 79.2 85.6 20.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
1 1 2 15 14 17 16
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,774
COMMITMENTS
0 0 0 8,588 8,648 8,588 8,648 186 126
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,263)
0 0 0 1,263 1,263 1,263 1,263 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.9 98.6 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24)
0 0 0 16 16 16 16
CFTC# 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,202
COMMITMENTS
0 743 47 28,915 28,412 28,962 29,202 240 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,394)
0 250 -4 1,398 1,148 1,394 1,394 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.5 0.2 99.0 97.3 99.2 **** 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36)
0 1 1 29 26 30 27
CFTC# 22651 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 278,528
COMMITMENTS
52,333 33,459 29,958 149,158 190,340 231,449 253,757 47,079 24,771
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,986)
-3,642 -2,714 -2,959 10,641 9,641 4,040 3,968 -54 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 12.0 10.8 53.6 68.3 83.1 91.1 16.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 157)
45 21 36 72 80 137 121
CFTC# 2265 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,300
COMMITMENTS
259 2,441 250 13,773 11,068 14,282 13,759 18 541
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 204)
64 0 0 140 163 204 163 0 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 17.1 1.7 96.3 77.4 99.9 96.2 0.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54)
2 1 2 40 35 43 38
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2265 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,945
COMMITMENTS
770 0 0 9,091 9,945 9,861 9,945 84 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 120)
0 0 0 75 120 75 120 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 0.0 0.0 91.4 **** 99.2 **** 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34)
4 0 0 23 23 27 23
CFTC# 22 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,546
COMMITMENTS
375 0 0 47,248 48,267 47,623 48,267 923 279
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,137)
50 0 0 2,099 2,147 2,149 2,147 -12 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.0 0.0 97.3 99.4 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56)
2 0 0 44 36 46 36
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 22 ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,620
COMMITMENTS
0 0 0 3,580 3,620 3,580 3,620 40 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15)
0 0 0 0 15 0 15 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.9 **** 98.9 **** 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21)
0 0 0 13 14 13 14
CFTC# 23391 NATURAL GAS ICE HENRY HUB - ICE OTC
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,096,629
COMMITMENTS
473,802 392,119 1659,763 2938,138 3012,630 5071,703 5064,512 24,926 32,117
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 133,972)
38,619 59,001 -3,598 102,738 82,714 137,759 138,117 -3,787 -4,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 7.7 32.6 57.6 59.1 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 229)
31 40 60 144 136 208 205
CFTC# 23393 SOCAL BORDER FIN BASIS - ICE OTC
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 366,276
COMMITMENTS
4,792 56,179 13,963 331,331 291,895 350,086 362,037 16,190 4,239
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,592)
938 3,790 429 13,910 12,742 15,277 16,961 315 -1,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 15.3 3.8 90.5 79.7 95.6 98.8 4.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54)
3 5 7 42 34 49 42
CFTC# 23394 PG&E CITYGATE FIN BASIS - ICE OTC
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,206
COMMITMENTS
325 317 5,382 150,588 153,045 156,295 158,744 5,911 3,462
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,295)
-1,106 26 1,082 7,217 5,913 7,193 7,021 -898 -726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.2 3.3 92.8 94.4 96.4 97.9 3.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42)
1 1 2 35 35 37 37
CFTC# 23395 NWP ROCKIES FIN BASIS - ICE OTC
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,432
COMMITMENTS
6,629 16,829 4,089 299,039 287,729 309,757 308,647 6,675 7,785
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,764)
-2,140 -7,019 2,840 267 3,187 967 -992 797 2,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 5.3 1.3 94.5 90.9 97.9 97.5 2.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45)
1 3 4 36 35 40 39
CFTC# 23396 AECO FIN BASIS - ICE OTC
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 778,294
COMMITMENTS
683 34,630 20,147 754,925 720,848 775,755 775,625 2,539 2,669
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,596)
-391 -145 1,931 -9,253 -8,578 -7,713 -6,792 117 -804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 4.4 2.6 97.0 92.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 69)
1 5 6 59 47 65 53
CFTC# 23397 CHICAGO FIN BASIS - ICE OTC
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,297
COMMITMENTS
10,776 14,084 3,419 212,393 210,677 226,588 228,180 3,709 2,117
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,332)
2,670 899 -924 102 -55 1,848 -80 -4,180 -2,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 6.1 1.5 92.2 91.5 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49)
2 1 2 40 37 42 40
CFTC# 23398 HSC FIN BASIS - ICE OTC
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 365,274
COMMITMENTS
7,630 6,301 18,651 331,617 332,232 357,898 357,184 7,376 8,090
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,135)
2,090 -2,781 -496 18,897 22,270 20,491 18,993 -1,356 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 1.7 5.1 90.8 91.0 98.0 97.8 2.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57)
3 4 6 42 39 49 45
CFTC# 23399 WAHA FIN BASIS - ICE OTC
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,734
COMMITMENTS
6,112 14,913 8,082 209,734 199,021 223,928 222,016 3,806 5,718
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,226)
-3,976 2,150 2,246 15,748 12,380 14,018 16,776 208 -2,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 6.5 3.5 92.1 87.4 98.3 97.5 1.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42)
3 3 3 25 30 29 35
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,152,540
COMMITMENTS
246,851 388,047 403,865 428,434 310,222 1079,150 1102,134 73,390 50,406
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,839)
28,555 14,978 -12,346 4,353 15,625 20,562 18,257 -2,723 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 33.7 35.0 37.2 26.9 93.6 95.6 6.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 332)
100 133 140 79 68 273 261
CFTC# 23 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 58,335
COMMITMENTS
14,186 12,001 17,342 25,224 28,345 56,752 57,688 1,583 647
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20,562)
504 301 5,788 14,220 14,473 20,512 20,562 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 20.6 29.7 43.2 48.6 97.3 98.9 2.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
8 4 10 8 8 18 20
CFTC# 25601 CBT ETHANOL - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,232
COMMITMENTS
1,042 212 1,470 7,077 8,030 9,589 9,712 643 520
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 162)
-125 75 15 247 -8 137 82 25 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 2.1 14.4 69.2 78.5 93.7 94.9 6.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33)
8 2 6 19 18 30 24
CFTC# 25651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,281
COMMITMENTS
301 507 326 11,265 11,277 11,892 12,110 389 171
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,265)
100 -150 145 1,073 1,353 1,318 1,348 -53 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 4.1 2.7 91.7 91.8 96.8 98.6 3.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51)
4 3 4 32 36 38 42
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 201,968
COMMITMENTS
32,012 42,539 24,248 115,537 109,701 171,797 176,488 30,171 25,480
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,438)
3,005 -4,798 2,407 2,595 12,624 8,007 10,233 3,431 1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 21.1 12.0 57.2 54.3 85.1 87.4 14.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 193)
41 52 47 68 63 141 146
CFTC# 3265 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,130
COMMITMENTS
131 0 29 1,160 1,471 1,320 1,500 810 630
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 0.0 1.4 54.5 69.1 62.0 70.4 38.0 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
2 0 1 16 17 18 18
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 3265 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,679
COMMITMENTS
49 429 24 1,358 910 1,431 1,363 248 316
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 29)
46 4 -4 19 -60 61 -60 -32 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 25.6 1.4 80.9 54.2 85.2 81.2 14.8 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31)
1 3 1 22 20 24 23
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 165,008
COMMITMENTS
49,588 25,371 18,937 81,504 107,744 150,029 152,052 14,979 12,956
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,846)
2,376 -4,580 4,101 3,294 9,853 9,771 9,374 75 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 15.4 11.5 49.4 65.3 90.9 92.1 9.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 231)
77 71 75 47 63 172 170
CFTC# 35653 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,789
COMMITMENTS
0 7,744 2,438 46,580 34,534 49,018 44,716 3,771 8,073
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 362)
0 -104 42 -62 366 -20 304 382 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.7 4.6 88.2 65.4 92.9 84.7 7.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
0 3 3 12 14 15 17
CFTC# 35655 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 84,496
COMMITMENTS
233 591 3,273 71,833 70,595 75,339 74,459 9,157 10,037
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 605)
-931 148 399 281 58 -251 605 856 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.7 3.9 85.0 83.5 89.2 88.1 10.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25)
1 2 3 16 17 19 20
CFTC# 3565 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,786,597
COMMITMENTS
503,487 276,688 781,760 1470,137 1705,533 2755,384 2763,981 31,213 22,616
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 139,733)
14,860 17,102 49,727 78,379 74,453 142,966 141,282 -3,233 -1,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 9.9 28.1 52.8 61.2 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 165)
35 25 48 100 88 159 140
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 3565 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,301,765
COMMITMENTS
279,297 132,696 286,906 731,100 879,879 1297,303 1299,481 4,462 2,284
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 75,805)
-1,271 501 54,454 23,450 21,012 76,633 75,967 -828 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 10.2 22.0 56.2 67.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90)
18 23 32 40 43 78 78
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,185
COMMITMENTS
2,987 5,641 649 7,873 6,001 11,509 12,291 2,676 1,894
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 45)
82 155 -49 -239 -187 -206 -81 251 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 39.8 4.6 55.5 42.3 81.1 86.6 18.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76)
23 21 9 19 16 47 44
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,458
COMMITMENTS
14,986 1,718 491 7,462 22,464 22,939 24,673 3,519 1,785
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -233)
1,356 96 -105 -1,576 -794 -325 -803 92 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.6 6.5 1.9 28.2 84.9 86.7 93.3 13.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 99)
50 15 15 24 18 84 39
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 845,260
COMMITMENTS
295,674 137,186 6,966 420,283 600,194 722,923 744,346 122,337 100,914
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 57,848)
-6,890 -6,024 820 61,368 63,842 55,298 58,638 2,550 -790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 16.2 0.8 49.7 71.0 85.5 88.1 14.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 217)
42 44 12 79 102 129 150
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,708,405
COMMITMENTS
221,031 264,908 18,405 1212,317 1073,872 1451,753 1357,185 256,652 351,220
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20,012)
-65,415 70,965 -1,427 118,229 -69,966 51,387 -428 -31,375 20,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 15.5 1.1 71.0 62.9 85.0 79.4 15.0 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 251)
42 51 27 108 120 164 184
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,446,476
COMMITMENTS
408,365 151,663 18,967 798,466 1052,270 1225,798 1222,900 220,678 223,576
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,276)
-53,608 -5,719 9,822 82,116 7,896 38,330 11,999 -17,054 9,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 10.5 1.3 55.2 72.7 84.7 84.5 15.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 179)
31 23 16 70 102 108 134
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 530,229
COMMITMENTS
81,104 59,720 73,797 333,941 357,597 488,842 491,114 41,387 39,115
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,549)
-712 -4,956 2,955 3,970 7,721 6,213 5,720 3,336 3,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 11.3 13.9 63.0 67.4 92.2 92.6 7.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86)
24 14 23 39 43 70 75
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,441
COMMITMENTS
315 149 24 3,438 3,731 3,777 3,904 664 537
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 590)
270 18 3 265 568 538 589 52 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 3.4 0.5 77.4 84.0 85.0 87.9 15.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25)
3 3 3 14 12 20 15
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,086
COMMITMENTS
6,184 7,703 1,153 21,040 18,622 28,377 27,478 4,709 5,608
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 396)
-344 -341 -71 1,129 545 714 133 -318 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 23.3 3.5 63.6 56.3 85.8 83.1 14.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 70)
11 18 10 24 23 41 45
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 249,939
COMMITMENTS
78,559 60,867 37,833 104,970 117,170 221,362 215,870 28,577 34,069
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,733)
4,869 3,895 1,967 1,912 5,068 8,748 10,930 985 -1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 24.4 15.1 42.0 46.9 88.6 86.4 11.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 281)
99 72 100 49 73 200 218
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 335,617
COMMITMENTS
115,519 68,485 46,330 144,236 158,923 306,085 273,738 29,532 61,879
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,736)
4,371 13 -843 -2,355 1,355 1,173 525 563 1,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 20.4 13.8 43.0 47.4 91.2 81.6 8.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 409)
126 92 116 93 160 285 318
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,643
COMMITMENTS
3,959 4,796 1,209 2,617 1,902 7,785 7,907 1,858 1,736
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 532)
167 315 256 -73 -206 350 365 182 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 49.7 12.5 27.1 19.7 80.7 82.0 19.3 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83)
29 26 16 15 17 53 57
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,304
COMMITMENTS
20,531 7,100 6,745 8,744 9,696 36,020 23,541 7,284 19,763
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,309)
2,123 556 1,195 -89 489 3,229 2,240 80 1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.4 16.4 15.6 20.2 22.4 83.2 54.4 16.8 45.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 181)
69 34 41 34 54 124 117
CFTC# 64363 PJM WH REAL TIME PEAK OTC - ICE OTC
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 187,949
COMMITMENTS
49,588 1,762 19,312 116,279 165,112 185,179 186,186 2,770 1,763
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,600)
6,890 84 1,696 -539 6,417 8,047 8,197 1,553 1,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 0.9 10.3 61.9 87.8 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77)
14 3 12 52 52 68 65
CFTC# 64391 MID-C FINANCIAL PEAK OTC - ICE OTC
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 75,000
COMMITMENTS
219 685 1,266 73,414 72,948 74,899 74,899 101 101
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,952)
-793 -186 -146 5,607 5,000 4,668 4,668 -716 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.9 1.7 97.9 97.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43)
3 4 5 32 28 38 34
CFTC# 64392 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 716,827
COMMITMENTS
9,495 296 5,754 697,427 706,626 712,676 712,676 4,151 4,151
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 77,468)
-6,913 296 2,201 79,533 72,324 74,821 74,821 2,647 2,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 0.8 97.3 98.6 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39)
5 1 2 29 29 34 32
CFTC# 64394 PJM WH OFF PEAK REAL TIME OTC - ICE OTC
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,646,761
COMMITMENTS
118,371 29,635 111,085 1416,921 1505,681 1646,377 1646,401 384 360
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25,230)
-6,480 1,800 9,624 21,726 13,446 24,870 24,870 360 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 1.8 6.7 86.0 91.4 **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59)
6 5 7 40 37 48 47
CFTC# 64395 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 116,878
COMMITMENTS
1,488 1,028 1,551 113,791 114,251 116,830 116,830 48 48
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,081)
-112 -230 -434 3,837 3,955 3,291 3,291 -210 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.9 1.3 97.4 97.8 **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49)
5 3 4 34 34 40 40
CFTC# 64396 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 688,575
COMMITMENTS
327 350 17,649 670,599 670,576 688,575 688,575 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,634)
6 -562 -326 23,954 24,522 23,634 23,634 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.1 2.6 97.4 97.4 **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36)
2 2 4 23 26 27 31
CFTC# 64657 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 73,410
COMMITMENTS
25,522 2,240 1,948 43,741 67,983 71,211 72,171 2,199 1,239
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 320)
-760 0 148 784 312 172 460 148 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 3.1 2.7 59.6 92.6 97.0 98.3 3.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41)
4 3 3 29 29 33 35
CFTC# 6465 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,615
COMMITMENTS
38 658 1,810 13,623 13,579 15,471 16,047 1,144 568
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 94)
-302 8 144 324 -8 166 144 -72 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 4.0 10.9 82.0 81.7 93.1 96.6 6.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32)
1 3 3 20 22 23 26
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6465 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,196
COMMITMENTS
3,534 1,374 204 8,868 11,418 12,606 12,996 590 200
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 344)
340 0 0 104 336 444 336 -100 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 10.4 1.5 67.2 86.5 95.5 98.5 4.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25)
1 2 2 17 15 20 17
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6465 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,742
COMMITMENTS
1,660 2,690 454 24,135 23,932 26,249 27,076 2,493 1,666
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 582)
-190 0 280 302 380 392 660 190 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 9.4 1.6 84.0 83.3 91.3 94.2 8.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30)
3 1 4 25 22 29 26
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6465 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,211
COMMITMENTS
2,702 0 380 5,792 7,887 8,874 8,267 1,337 1,944
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,522)
-2,488 0 -20 986 -1,854 -1,522 -1,874 0 352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 0.0 3.7 56.7 77.2 86.9 81.0 13.1 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
2 0 2 16 18 18 20
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6465 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,582
COMMITMENTS
0 2,296 416 10,918 9,014 11,334 11,726 1,248 856
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 230)
0 60 0 192 58 192 118 38 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.2 3.3 86.8 71.6 90.1 93.2 9.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24)
0 3 2 16 14 18 17
CFTC# 64 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,359
COMMITMENTS
0 0 0 70,359 70,359 70,359 70,359 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 440)
0 0 0 440 440 440 440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 **** **** **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26)
0 0 0 18 15 18 15
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,097,933
COMMITMENTS
0 0 0 1097,933 1097,933 1097,933 1097,933 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,898)
0 0 0 14,898 14,898 14,898 14,898 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 **** **** **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25)
0 0 0 17 16 17 16
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,740
COMMITMENTS
0 0 0 34,740 34,740 34,740 34,740 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,550)
0 0 0 2,550 2,550 2,550 2,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 **** **** **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24)
0 0 0 15 13 15 13
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 634,065
COMMITMENTS
0 0 0 634,065 634,065 634,065 634,065 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 46,800)
0 0 0 46,800 46,800 46,800 46,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 **** **** **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
0 0 0 14 11 14 11
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 117,633
COMMITMENTS
0 0 0 117,633 117,633 117,633 117,633 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,676)
0 0 0 2,931 2,676 2,931 2,676 -255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 **** **** **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37)
0 0 0 17 28 17 28
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 1,875,308
COMMITMENTS
0 0 0 1875,308 1875,308 1875,308 1875,308 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 48,600)
0 0 0 48,600 48,600 48,600 48,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 **** **** **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37)
0 0 0 16 27 16 27
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 68,536
COMMITMENTS
2,550 4,283 10,737 55,249 53,261 68,536 68,281 0 255
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,650)
-2,550 0 2,550 7,650 5,100 7,650 7,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 6.2 15.7 80.6 77.7 **** 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35)
2 3 3 23 20 27 24
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,183,411
COMMITMENTS
37,512 76,435 23,325 1122,574 1083,651 1183,411 1183,411 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,986)
0 0 0 11,986 11,986 11,986 11,986 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 6.5 2.0 94.9 91.6 **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38)
2 3 1 28 22 31 25
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,514
COMMITMENTS
0 773 0 50,259 49,486 50,259 50,259 255 255
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,275)
0 88 0 1,275 1,187 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.5 0.0 99.5 98.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26)
0 2 0 17 14 17 16
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,508
COMMITMENTS
2,550 2,550 0 51,364 51,364 53,914 53,914 594 594
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 4.7 0.0 94.2 94.2 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26)
1 1 0 13 16 14 17
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,027
COMMITMENTS
17,455 0 3,830 25,742 43,197 47,027 47,027 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,462)
-1,270 0 1,270 1,717 192 1,717 1,462 -255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 0.0 8.1 54.7 91.9 **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
2 0 2 13 12 15 14
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,314
COMMITMENTS
765 63 0 14,527 15,996 15,292 16,059 1,022 255
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 63)
0 -25 0 63 88 63 63 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 0.4 0.0 89.0 98.1 93.7 98.4 6.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23)
1 1 0 13 15 14 16
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 886,986
COMMITMENTS
23,400 46,159 0 863,586 840,827 886,986 886,986 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,400)
0 4,740 0 23,400 18,660 23,400 23,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 5.2 0.0 97.4 94.8 **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26)
1 1 0 18 16 19 17
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 963,303
COMMITMENTS
99,610 0 0 863,693 963,303 963,303 963,303 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 0.0 0.0 89.7 **** **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21)
2 0 0 11 15 13 15
CFTC# 6665 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,609
COMMITMENTS
220 0 0 18,116 18,134 18,336 18,134 273 475
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 321)
0 0 0 469 429 469 429 -148 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 0.0 97.4 97.4 98.5 97.4 1.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45)
2 0 0 35 36 37 36
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6665 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,803
COMMITMENTS
150 90 0 8,065 7,928 8,215 8,018 588 785
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.0 0.0 91.6 90.1 93.3 91.1 6.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
1 1 0 14 16 15 17
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6665 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,291
COMMITMENTS
0 95 0 6,167 5,772 6,167 5,867 124 424
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 144)
0 0 0 199 189 199 189 -55 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.5 0.0 98.0 91.8 98.0 93.3 2.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25)
0 2 0 20 18 20 20
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6665 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,119
COMMITMENTS
45 0 0 8,454 8,597 8,499 8,597 620 522
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -528)
0 0 0 75 152 75 152 -603 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.0 92.7 94.3 93.2 94.3 6.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24)
1 0 0 16 15 17 15
CFTC# 67411 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 359,434
COMMITMENTS
54,027 31,561 67,871 210,744 236,308 332,642 335,740 26,792 23,694
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,610)
3,116 -6,115 -3,272 -1,030 6,327 -1,186 -3,060 -1,424 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 8.8 18.9 58.6 65.7 92.5 93.4 7.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 113)
27 22 33 56 58 103 95
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,341,810
COMMITMENTS
322,355 144,510 382,935 549,636 754,903 1254,926 1282,348 86,884 59,462
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -39,231)
-641 -7,260 -5,092 -27,974 -25,823 -33,707 -38,175 -5,524 -1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 10.8 28.5 41.0 56.3 93.5 95.6 6.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 304)
115 74 136 88 92 273 246
CFTC# 6765 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,338
COMMITMENTS
44,912 9,492 1,038 92,767 121,184 138,717 131,714 57,621 64,624
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,881)
-4,966 15 123 651 763 -4,192 901 8,073 2,980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 4.8 0.5 47.2 61.7 70.7 67.1 29.3 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24)
3 3 4 13 17 18 22
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6765 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,279
COMMITMENTS
0 842 575 16,695 15,862 17,270 17,279 9 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 923)
0 0 0 923 923 923 923 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.9 3.3 96.6 91.8 99.9 **** 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38)
0 2 3 26 25 29 29
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6765 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,438
COMMITMENTS
4,813 14,181 4,546 51,712 38,790 61,071 57,517 3,367 6,921
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,330)
-126 1,218 1,020 944 -870 1,838 1,368 -508 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 22.0 7.1 80.3 60.2 94.8 89.3 5.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31)
3 6 8 21 16 31 24
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6765 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,731
COMMITMENTS
5,194 1,860 2,331 23,364 25,651 30,889 29,842 1,842 2,889
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,201)
1,178 -50 350 645 1,532 2,173 1,832 28 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 5.7 7.1 71.4 78.4 94.4 91.2 5.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23)
3 3 4 13 15 20 20
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6765 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,190
COMMITMENTS
2,775 181 282 5,085 7,660 8,142 8,123 48 67
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 900)
402 0 282 300 600 984 882 -84 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 2.2 3.4 62.1 93.5 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
2 1 1 11 12 14 14
CFTC# 73732 COCOA - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 171,519
COMMITMENTS
31,597 37,810 19,491 109,654 103,921 160,742 161,222 10,777 10,297
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,520)
-373 -2,122 736 -199 2,665 164 1,279 1,356 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 22.0 11.4 63.9 60.6 93.7 94.0 6.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 172)
39 62 43 54 46 120 130
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,099
COMMITMENTS
10,716 3,045 244 5,378 13,609 16,338 16,898 1,761 1,201
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 581)
846 -1,636 13 -381 2,347 478 724 103 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.2 16.8 1.3 29.7 75.2 90.3 93.4 9.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 125)
50 23 6 25 34 80 62
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 44,105
COMMITMENTS
30,331 8,247 246 7,321 33,003 37,898 41,496 6,207 2,609
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 256)
-197 -1,220 14 38 2,193 -145 987 401 -731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.8 18.7 0.6 16.6 74.8 85.9 94.1 14.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 147)
69 29 7 19 37 92 70
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 636,763
COMMITMENTS
138,927 64,073 71,051 350,512 427,477 560,490 562,601 76,273 74,162
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 23,604)
8,744 -18,116 5,332 -1,072 36,769 13,004 23,985 10,600 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 10.1 11.2 55.0 67.1 88.0 88.4 12.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 227)
59 68 76 77 84 188 180
CFTC# 83731 COFFEE C - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 116,252
COMMITMENTS
30,647 21,778 15,586 63,567 71,093 109,800 108,457 6,452 7,795
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,596)
531 2,056 231 2,882 1,450 3,644 3,737 -48 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 18.7 13.4 54.7 61.2 94.4 93.3 5.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 311)
78 90 87 109 100 234 243
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 103,025
COMMITMENTS
27,051 10,934 20,520 35,283 60,304 82,854 91,758 20,171 11,267
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -643)
842 -1,882 1,292 -3,746 893 -1,612 303 969 -946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 10.6 19.9 34.2 58.5 80.4 89.1 19.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 155)
68 36 43 35 42 126 101
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 142,751
COMMITMENTS
36,031 31,508 22,434 70,960 70,786 129,425 124,728 13,326 18,023
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,294)
1,984 -228 4,862 3,176 5,134 10,022 9,768 272 526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 22.1 15.7 49.7 49.6 90.7 87.4 9.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 187)
50 70 50 47 46 134 138
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 427,032
COMMITMENTS
173,479 31,256 29,518 164,048 343,816 367,045 404,590 59,987 22,442
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,806)
6,106 -88 -4,543 -8,643 -1,851 -7,080 -6,482 1,274 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 7.3 6.9 38.4 80.5 86.0 94.7 14.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 304)
171 59 82 52 46 263 157
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 121,114
COMMITMENTS
9,025 416 3,193 108,635 117,295 120,853 120,904 261 210
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,207)
1,067 4 0 -6,255 -5,113 -5,188 -5,109 -19 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 0.3 2.6 89.7 96.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
3 2 1 15 15 18 18
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 117,164
COMMITMENTS
29,772 48,681 1,451 54,912 48,032 86,135 98,164 31,029 19,000
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,937)
4,654 -5,167 383 -15,337 902 -10,300 -3,882 4,363 -2,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 41.5 1.2 46.9 41.0 73.5 83.8 26.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74)
28 13 3 22 22 51 37
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,314
COMMITMENTS
5,172 17,686 162 24,745 5,275 30,079 23,123 9,235 16,191
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,263)
523 215 136 -4,879 483 -4,220 834 1,957 -3,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 45.0 0.4 62.9 13.4 76.5 58.8 23.5 41.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43)
9 16 2 12 12 21 30
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 142,514
COMMITMENTS
36,512 29,094 0 102,053 108,512 138,565 137,606 3,949 4,908
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,121)
12,293 -12,453 -32 -1,126 24,501 11,135 12,016 986 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 20.4 0.0 71.6 76.1 97.2 96.6 2.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96)
30 30 0 17 24 47 54
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 190,040
COMMITMENTS
16,103 47,464 491 158,781 110,718 175,375 158,673 14,665 31,367
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,378)
-7,270 -17,543 -111 -15,764 1,818 -23,145 -15,836 1,767 -5,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 25.0 0.3 83.6 58.3 92.3 83.5 7.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 92)
13 37 3 24 27 39 65
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 152,061
COMMITMENTS
66,194 21,827 44 64,774 100,438 131,012 122,309 21,049 29,752
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,009)
-12,161 2,334 12 530 -23,691 -11,619 -21,345 -4,390 5,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 14.4 0.0 42.6 66.1 86.2 80.4 13.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 89)
22 29 5 17 30 43 60
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 64,148
COMMITMENTS
50,847 3,924 1,128 4,414 57,437 56,389 62,489 7,759 1,659
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,335)
-989 -3,154 597 -1,907 -935 -2,299 -3,492 -2,036 -843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.3 6.1 1.8 6.9 89.5 87.9 97.4 12.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 109)
69 13 5 17 12 87 30
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 315,350
COMMITMENTS
31,299 202,646 1,947 248,435 50,819 281,681 255,412 33,669 59,938
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,388)
2,903 14,220 586 10,181 -250 13,670 14,556 718 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 64.3 0.6 78.8 16.1 89.3 81.0 10.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 182)
28 78 12 49 46 87 126
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 338,176
COMMITMENTS
94,080 16,397 38,240 179,698 269,413 312,018 324,050 26,158 14,126
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30,650)
2,905 -2,968 6,518 19,393 26,655 28,816 30,205 1,834 445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 4.8 11.3 53.1 79.7 92.3 95.8 7.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 213)
92 16 51 82 92 191 147
CFTC# 11165 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,045
COMMITMENTS
9,756 0 744 8,597 16,597 19,097 17,341 3,948 5,704
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,006)
1,187 0 -456 332 1,414 1,063 958 -57 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 0.0 3.2 37.3 72.0 82.9 75.2 17.1 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26)
7 0 3 9 18 16 21
CFTC# 111 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 8,480
COMMITMENTS
0 0 0 7,701 7,414 7,701 7,414 779 1,066
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 129)
0 0 0 96 87 96 87 33 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.8 87.4 90.8 87.4 9.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
0 0 0 16 13 16 13
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,569
COMMITMENTS
20,232 7,300 366 1,715 16,265 22,313 23,931 3,256 1,638
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,614)
4,037 560 0 237 4,057 4,274 4,617 340 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.1 28.6 1.4 6.7 63.6 87.3 93.6 12.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42)
18 12 2 3 9 22 22
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 151,622
COMMITMENTS
25,096 42,845 39,257 79,472 66,129 143,825 148,231 7,797 3,391
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,679)
11,104 11,548 5,944 -4,463 -4,540 12,585 12,952 -15,264 -15,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 28.3 25.9 52.4 43.6 94.9 97.8 5.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78)
28 21 26 23 21 63 58
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,716
COMMITMENTS
16,294 4,558 98 27,813 41,910 44,204 46,565 7,512 5,151
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 831)
2,354 231 -714 -878 596 762 113 69 718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 8.8 0.2 53.8 81.0 85.5 90.0 14.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 95)
27 14 4 28 32 58 47
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,432
COMMITMENTS
32,587 9,115 196 55,625 83,819 88,408 93,130 15,024 10,302
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,661)
4,707 462 -1,427 -1,756 1,191 1,524 226 137 1,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 8.8 0.2 53.8 81.0 85.5 90.0 14.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 95)
27 14 4 28 32 58 47
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,864,081
COMMITMENTS
727,644 680,139 1418,988 4823,386 4822,924 6970,018 6922,051 894,063 942,030
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30,278)
68,947 5,714 -16,811 -63,412 70,875 -11,276 59,778 41,554 -29,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 8.6 18.0 61.3 61.3 88.6 88.0 11.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 249)
53 42 73 128 131 223 214
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 794,994
COMMITMENTS
64,829 105,525 28,454 573,869 558,915 667,152 692,894 127,842 102,100
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 28,395)
5,024 74 7,908 10,170 15,060 23,102 23,042 5,294 5,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 13.3 3.6 72.2 70.3 83.9 87.2 16.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 520)
92 99 45 223 224 335 349
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 258,281
COMMITMENTS
17,908 19,252 1,236 170,812 185,306 189,956 205,794 68,325 52,487
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,513)
4,881 1,943 -33 11,663 11,558 16,511 13,468 2 3,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 7.5 0.5 66.1 71.7 73.5 79.7 26.5 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 102)
9 11 5 53 54 65 67
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,683,566
COMMITMENTS
314,258 511,020 56,435 2015,286 1868,045 2385,979 2435,500 297,587 248,066
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 59,412)
32,442 22,383 7,977 -7,466 17,510 32,953 47,870 26,459 11,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 19.0 2.1 75.1 69.6 88.9 90.8 11.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 498)
91 97 39 200 205 306 327
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 91,118
COMMITMENTS
22,708 3,893 3,970 52,762 76,561 79,441 84,424 11,677 6,693
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,989)
7,335 30 1,808 3,469 11,526 12,611 13,364 1,378 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 4.3 4.4 57.9 84.0 87.2 92.7 12.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 234)
68 34 10 76 83 150 121
CFTC#209741 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 16,016
COMMITMENTS
3,760 856 0 9,573 11,096 13,333 11,952 2,683 4,064
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,539)
1,845 491 0 2,452 3,294 4,297 3,785 242 754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 5.3 0.0 59.8 69.3 83.2 74.6 16.8 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24)
2 1 0 11 11 13 12
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 375,509
COMMITMENTS
113,541 33,983 1,052 215,946 327,327 330,539 362,362 44,970 13,147
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 47,249)
36,763 7,009 -277 5,085 41,161 41,571 47,893 5,678 -644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 9.0 0.3 57.5 87.2 88.0 96.5 12.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 234)
68 34 8 68 81 140 119
CFTC#221602 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,354
COMMITMENTS
13,759 7,738 907 1,331 7,696 15,997 16,341 357 13
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 206)
50 -311 67 0 452 117 208 89 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.1 47.3 5.5 8.1 47.1 97.8 99.9 2.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24)
8 13 3 1 2 11 16
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 139,724
COMMITMENTS
90,943 21,457 2,696 17,892 98,364 111,531 122,517 28,193 17,207
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,403)
7,597 -7,583 68 -5,133 11,243 2,532 3,728 1,871 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.1 15.4 1.9 12.8 70.4 79.8 87.7 20.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88)
34 19 3 12 29 49 48
CFTC# 23977 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 408,633
COMMITMENTS
20,613 38,535 3,178 367,649 350,924 391,440 392,637 17,193 15,996
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,019)
5,103 -590 1,313 -104 5,155 6,312 5,878 -1,293 -859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 9.4 0.8 90.0 85.9 95.8 96.1 4.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 249)
30 45 11 102 104 140 152
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 22,907
COMMITMENTS
3,508 6,364 0 13,858 5,935 17,366 12,299 5,541 10,608
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -465)
-1,130 -1,035 -3 803 766 -330 -272 -135 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 27.8 0.0 60.5 25.9 75.8 53.7 24.2 46.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36)
6 9 0 17 6 23 15
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,607
COMMITMENTS
9,870 1,771 3,213 23,412 12,371 36,495 17,355 7,112 26,252
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,898)
3,096 -57 943 -976 290 3,063 1,176 1,835 3,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 4.1 7.4 53.7 28.4 83.7 39.8 16.3 60.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51)
14 5 4 20 18 34 27
CFTC#244041 MSCI EAFE MINI INDEX - NYSE LIFFE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 46,314
COMMITMENTS
1,457 2,391 0 40,280 41,922 41,737 44,313 4,577 2,001
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 722)
374 450 0 145 599 519 1,049 203 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 5.2 0.0 87.0 90.5 90.1 95.7 9.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51)
2 4 0 25 32 27 36
CFTC#244042 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 68,109
COMMITMENTS
7,446 20,970 223 54,019 45,367 61,688 66,560 6,421 1,549
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,655)
1,303 -514 -45 -2,018 264 -760 -295 -895 -1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 30.8 0.3 79.3 66.6 90.6 97.7 9.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 82)
14 8 1 39 32 53 41
CFTC#246602 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,664
COMMITMENTS
1,539 668 30 7,868 8,901 9,437 9,599 227 65
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 199)
248 -377 0 -36 598 212 221 -13 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 6.9 0.3 81.4 92.1 97.7 99.3 2.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29)
8 5 1 6 11 15 16
CFTC#247602 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,575
COMMITMENTS
2,285 1,556 0 9,974 10,902 12,259 12,458 316 117
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 147)
237 -211 0 -15 436 222 225 -75 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 12.4 0.0 79.3 86.7 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34)
11 5 0 5 13 16 18
CFTC# 26265 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,359
COMMITMENTS
296 1,168 204 6,803 5,937 7,303 7,309 56 50
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 46)
0 0 0 46 46 46 46 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 15.9 2.8 92.4 80.7 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39)
2 2 1 27 29 29 32
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 109,140
COMMITMENTS
9,371 5,603 321 88,272 98,750 97,964 104,674 11,176 4,466
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,519)
1,437 1,056 3 491 2,391 1,931 3,450 1,588 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 5.1 0.3 80.9 90.5 89.8 95.9 10.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90)
12 7 1 50 36 62 44
CFTC# 86465 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,039
COMMITMENTS
0 0 0 15,677 15,889 15,677 15,889 362 150
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,180)
0 0 0 2,180 2,180 2,180 2,180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.7 99.1 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25)
0 0 0 21 14 21 14
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 86465 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,800
COMMITMENTS
425 3,125 350 7,025 4,305 7,800 7,780 0 20
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 50)
0 50 0 50 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 40.1 4.5 90.1 55.2 **** 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37)
3 2 2 27 16 31 20
CFTC# 86565 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,506
COMMITMENTS
477 0 24 2,836 3,435 3,337 3,459 169 47
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 0.0 0.7 80.9 98.0 95.2 98.7 4.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
2 0 1 13 13 15 14
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,913
COMMITMENTS
1,277 4,767 1,077 23,439 20,028 25,793 25,872 120 41
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,313)
116 -41 228 970 1,126 1,314 1,313 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 18.4 4.2 90.5 77.3 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62)
4 4 4 36 43 43 49
CFTC# 86665 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,658
COMMITMENTS
2,442 956 459 10,623 12,241 13,524 13,656 134 2
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 568)
90 91 0 468 544 558 635 10 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 7.0 3.4 77.8 89.6 99.0 **** 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44)
4 5 1 25 29 30 34
CFTC# 86765 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,671
COMMITMENTS
10,015 2,823 596 19,640 26,472 30,251 29,891 420 780
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 194)
37 143 0 157 57 194 200 0 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 9.2 1.9 64.0 86.3 98.6 97.5 1.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45)
5 5 5 23 31 28 41
CFTC#967654 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 1/24/12
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,453
COMMITMENTS
3,114 0 1,124 17,244 19,354 21,482 20,478 3,971 4,975
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,167)
-448 0 748 1,451 896 1,751 1,644 -584 -477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 0.0 4.4 67.7 76.0 84.4 80.5 15.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
2 0 2 15 16 17 18
CFTC Commitments of Traders