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3.5% FUEL OIL RDAM CRACK BRENT-DUBAI SWAP
CANY ORANGE JUICE CASH BUTTER CME
CBOE VIX Futures CBOT 10-Yr Rate Swap
CBOT DJIA CONSOLIDATED CBOT Dow Mini $5 Multi
CBOT Ethenol CBOT LT TREASURY BONDS
CBOT MINI SOYBEANS CBT 10-YR US T-NOTES
CBT 2-YR US T-NOTES CBT 30-DAY FED FUNDS
CBT 5-30 IN RATE SWAP 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 CL CAL SPREAD OPTIONS
CME Class III Milk CME FEEDER CATTLE
CME LIVE CATTLE CME LIVE HOGS
CME NASDAQ 100 CONSOLIDAT CME NASDAQ E-MINI
CME Nikkei Yen CME RANDOM LENGTH LUMBER
CME S&P 400 E-Mini CME S&P CONSOLIDATED
CRB INDEX CSCE COCOA
CSCE COFFEE C CSCE SUGAR NO. 11
DJ UBS Excess Return EAST WEST FUEL OIL SWAP
EUR STYLE NAT GAS OPTIONS GASOIL CRACK SPR SWAP
GULF JET NY HEAT OIL SWAP ICE Europe W.T.Crude Oil
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 MGE SPRING WHEAT
NAPTHA CRACK SPR SWAP NW EUR HI LO FUEL OIL SWA
NYCE COTTON NO. 2 NYCE DM/BP XRATE
NYCE US DOLLAR INDEX NYME AEP DAYTON LMP SWAP
NYME CRUDE OIL NYME GULF 6 3% SULFUR SWA
NYME H.H.PENULTIMATE SWAP NYME HEATING OIL #2
NYME HENRY HUB GAS SWAP NYME HOUST SH CHAN BASIS
NYME ISO N.E. OFF PK SWAP NYME NATURAL GAS
NYME PALLADIUM NYME PANHANDLE BASIS SWAP
NYME PJM MO OFF PK SWAP NYME PLATINUM
NYME RBOB GASOLINE NYME SING FUEL OIL SWAP
NYME WTI CRUDE OIL FINANC PJM ELECTRICITY MONTHLY
PJM WESTER OFF PEAK DAY A RBOB CALENDAR SWAP
Russel 2000 Emini X $100 SING 180 380 Fuel Oil Swa
SING GASOIL SWAP SING JET KERO GASOIL SWAP
SING JET KERO SWAP UP DN GC ULSD VS HO SPR S
CFTC#001602 WHEAT - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 547,226
COMMITMENTS
84,208 142,188 143,211 278,413 198,302 505,833 483,701 41,394 63,525
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,474)
11,741 9,023 8,697 5,118 10,924 25,556 28,644 1,918 -1,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 26.0 26.2 50.9 36.2 92.4 88.4 7.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 403)
113 165 180 84 103 305 355
CFTC#001612 WHEAT - KANSAS CITY BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 151,294
COMMITMENTS
36,025 22,772 27,554 68,641 76,413 132,220 126,739 19,074 24,554
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,921)
-1,203 3,215 -90 3,964 -52 2,671 3,073 1,250 849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 15.1 18.2 45.4 50.5 87.4 83.8 12.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 166)
50 32 46 59 60 129 124
CFTC#001626 WHEAT - MINNEAPOLIS GRAIN EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 43,073
COMMITMENTS
14,533 3,143 3,582 15,326 26,616 33,440 33,341 9,633 9,732
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 644)
-96 1,204 205 98 113 207 1,522 437 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 7.3 8.3 35.6 61.8 77.6 77.4 22.4 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54)
16 10 15 23 21 46 41
CFTC#002602 CORN - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 1,689,901
COMMITMENTS
324,624 142,776 499,336 688,088 758,818 1512,048 1400,931 177,853 288,970
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 30,498)
5,617 20,621 14,530 12,044 -2,306 32,191 32,845 -1,693 -2,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 8.4 29.5 40.7 44.9 89.5 82.9 10.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 737)
166 205 270 260 318 579 652
CFTC#004603 OATS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 15,088
COMMITMENTS
1,914 2,852 1,017 9,878 8,839 12,809 12,709 2,279 2,379
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 245)
82 180 95 162 148 339 423 -94 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 18.9 6.7 65.5 58.6 84.9 84.2 15.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41)
8 16 5 16 10 28 27
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 684,919
COMMITMENTS
116,392 54,731 241,655 278,989 304,904 637,036 601,289 47,884 83,631
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,004)
9,599 -3,352 12,945 -8,807 2,919 13,736 12,511 -732 493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 8.0 35.3 40.7 44.5 93.0 87.8 7.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 468)
146 142 212 128 155 390 407
CFTC#005603 MINI SOYBEANS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#006GEC IN DELIVERY MONTH EUA - GREEN EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 60,429
COMMITMENTS
6,281 251 8,642 45,506 51,536 60,429 60,429 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,289)
-154 -1,650 464 -3,595 -2,101 -3,285 -3,287 -4 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 0.4 14.3 75.3 85.3 **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
6 2 4 8 11 15 16
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 366,993
COMMITMENTS
65,312 72,586 73,692 199,015 188,919 338,019 335,197 28,974 31,796
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,482)
8,146 7,746 9,390 3,713 6,270 21,249 23,405 233 -1,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 19.8 20.1 54.2 51.5 92.1 91.3 7.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 268)
64 83 98 75 75 205 220
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 741,870
COMMITMENTS
74,010 108,582 56,145 460,114 431,955 590,269 596,682 151,600 145,187
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,694)
-15,474 4,527 9,755 8,497 -26,826 2,777 -12,544 -7,471 7,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 14.6 7.6 62.0 58.2 79.6 80.4 20.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 167)
33 34 42 85 81 141 134
CFTC#020604 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 373,110
COMMITMENTS
58,020 33,225 517 253,696 291,219 312,233 324,961 60,877 48,149
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,027)
-1,145 -626 1 198 -3,086 -946 -3,711 -1,081 1,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 8.9 0.1 68.0 78.1 83.7 87.1 16.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66)
6 7 4 40 37 49 45
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165B NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165E EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165G SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165H FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165I EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165K SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165T NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#021A28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#022651 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 313,398
COMMITMENTS
50,349 30,201 50,311 164,030 206,812 264,689 287,324 48,709 26,074
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,293)
-3,383 -3,044 -2,693 10,646 10,262 4,570 4,525 -277 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 9.6 16.1 52.3 66.0 84.5 91.7 15.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 159)
44 23 38 73 84 139 127
CFTC#022653 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 46,840
COMMITMENTS
0 10,338 13,636 31,640 21,497 45,275 45,470 1,564 1,369
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 62)
0 1,022 -275 475 -590 200 156 -138 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 22.1 29.1 67.5 45.9 96.7 97.1 3.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
0 5 5 15 15 20 20
CFTC#02265J SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02265T SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#022A13 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#022A62 ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#023391 NATURAL GAS ICE HENRY HUB - ICE OTC
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#023393 SOCAL BORDER FIN BASIS - ICE OTC
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#023394 PG&E CITYGATE FIN BASIS - ICE OTC
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#023395 NWP ROCKIES FIN BASIS - ICE OTC
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#023396 AECO FIN BASIS - ICE OTC
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#023397 CHICAGO FIN BASIS - ICE OTC
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#023398 HSC FIN BASIS - ICE OTC
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#023399 WAHA FIN BASIS - ICE OTC
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 1,206,128
COMMITMENTS
247,497 390,494 443,049 435,058 318,573 1125,605 1152,116 80,524 54,013
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,810)
26,342 10,848 -4,919 5,579 15,999 27,002 21,928 -5,192 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 32.4 36.7 36.1 26.4 93.3 95.5 6.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 347)
113 139 163 81 72 294 283
CFTC#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 2,359,494
COMMITMENTS
94,549 151,682 968,733 1291,308 1230,682 2354,590 2351,098 4,904 8,397
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 38,873)
-4,018 -3,100 28,178 15,724 15,139 39,883 40,217 -1,010 -1,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 6.4 41.1 54.7 52.2 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 145)
43 34 56 65 60 133 125
CFTC#023A55 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 63,354
COMMITMENTS
17,161 12,001 18,245 25,283 30,895 60,689 61,141 2,666 2,213
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20,201)
373 600 5,527 14,207 14,070 20,106 20,197 95 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 18.9 28.8 39.9 48.8 95.8 96.5 4.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23)
9 4 11 9 10 20 23
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#023A84 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 118,249
COMMITMENTS
57,497 46,794 45,569 14,048 25,391 117,114 117,753 1,135 495
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,740)
4,385 3,818 6,955 545 1,021 11,886 11,794 -146 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.6 39.6 38.5 11.9 21.5 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44)
8 18 18 11 16 31 40
CFTC#025601 CBT ETHANOL - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#025651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 12,436
COMMITMENTS
301 507 326 11,420 11,432 12,047 12,265 389 171
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,293)
100 -150 145 1,104 1,384 1,349 1,379 -57 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 4.1 2.6 91.8 91.9 96.9 98.6 3.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51)
4 3 4 33 36 39 42
CFTC#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 227,407
COMMITMENTS
32,397 43,444 39,384 123,469 117,598 195,250 200,427 32,157 26,981
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,794)
3,098 -5,149 2,808 3,283 13,894 9,189 11,553 3,606 1,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 19.1 17.3 54.3 51.7 85.9 88.1 14.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 197)
39 57 52 71 67 148 153
CFTC#03265A EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#03265C JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#033661 COTTON NO. 2 - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 229,412
COMMITMENTS
49,819 15,423 58,852 104,955 141,309 213,625 215,584 15,787 13,828
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,099)
1,516 -3,344 5,083 4,649 8,934 11,248 10,673 -150 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 6.7 25.7 45.7 61.6 93.1 94.0 6.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 252)
98 70 99 57 72 204 197
CFTC#035653 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#035655 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 86,486
COMMITMENTS
233 778 3,273 73,823 72,398 77,329 76,449 9,157 10,037
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 651)
-931 172 399 327 80 -205 651 856 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.9 3.8 85.4 83.7 89.4 88.4 10.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25)
1 2 3 17 17 20 20
CFTC#03565B HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#03565C HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#039601 ROUGH RICE - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 14,912
COMMITMENTS
2,741 5,653 1,128 8,312 6,204 12,181 12,984 2,731 1,928
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 64)
31 163 -19 -192 -211 -180 -67 243 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 37.9 7.6 55.7 41.6 81.7 87.1 18.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 78)
21 24 13 22 17 51 49
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 38,154
COMMITMENTS
13,237 752 7,690 13,553 27,649 34,480 36,092 3,673 2,062
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,987)
867 -710 1,267 -288 765 1,847 1,322 140 664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 2.0 20.2 35.5 72.5 90.4 94.6 9.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 100)
55 11 21 26 23 89 48
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 866,947
COMMITMENTS
293,407 134,291 22,364 426,682 606,424 742,453 763,078 124,494 103,869
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 61,621)
-7,947 -6,924 3,612 63,329 65,449 58,993 62,137 2,627 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 15.5 2.6 49.2 69.9 85.6 88.0 14.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 219)
45 42 23 86 106 146 156
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 1,989,575
COMMITMENTS
229,200 261,168 143,380 1342,023 1208,637 1714,603 1613,185 274,972 376,390
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 62,077)
-68,788 69,092 18,162 145,032 -49,654 94,405 37,600 -32,328 24,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 13.1 7.2 67.5 60.7 86.2 81.1 13.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 256)
38 58 60 127 137 204 216
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 1,571,457
COMMITMENTS
395,989 148,325 85,568 858,280 1099,240 1339,837 1333,133 231,620 238,323
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,754)
-55,265 724 4,722 69,989 -13,990 19,445 -8,544 -16,691 11,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 9.4 5.4 54.6 70.0 85.3 84.8 14.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 184)
28 29 31 84 110 129 153
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 615,391
COMMITMENTS
82,016 60,075 146,617 343,026 367,332 571,659 574,024 43,732 41,367
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,902)
1,233 -3,097 2,205 3,901 7,657 7,338 6,765 3,563 4,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 9.8 23.8 55.7 59.7 92.9 93.3 7.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 93)
23 18 31 43 47 77 87
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 5,069
COMMITMENTS
321 110 99 3,974 4,286 4,394 4,495 675 574
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 803)
276 3 16 488 784 781 803 22 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 2.2 1.9 78.4 84.6 86.7 88.7 13.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27)
4 2 3 16 13 22 16
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 51,939
COMMITMENTS
6,728 3,364 11,380 28,006 25,487 46,114 40,230 5,825 11,709
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 735)
-802 -386 305 1,393 481 897 399 -161 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 6.5 21.9 53.9 49.1 88.8 77.5 11.2 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77)
13 18 19 36 33 60 59
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 296,676
COMMITMENTS
75,245 43,511 78,643 112,161 135,109 266,049 257,263 30,627 39,413
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,051)
3,137 1,436 4,254 2,033 5,774 9,424 11,464 627 -1,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 14.7 26.5 37.8 45.5 89.7 86.7 10.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 288)
97 79 114 62 78 224 230
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 429,362
COMMITMENTS
117,927 39,505 121,593 157,748 195,708 397,268 356,807 32,095 72,556
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,724)
7,516 -1,563 5,174 -1,402 6,145 11,288 9,756 436 1,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 9.2 28.3 36.7 45.6 92.5 83.1 7.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 429)
132 98 141 117 171 328 345
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 9,792
COMMITMENTS
3,911 4,784 1,309 2,641 1,927 7,860 8,020 1,932 1,772
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 562)
141 311 281 -68 -202 354 390 208 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 48.9 13.4 27.0 19.7 80.3 81.9 19.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 83)
27 28 18 15 17 54 58
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 49,752
COMMITMENTS
20,711 3,930 12,095 9,088 10,875 41,894 26,900 7,858 22,852
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,277)
2,316 95 2,015 -153 640 4,179 2,750 99 1,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 7.9 24.3 18.3 21.9 84.2 54.1 15.8 45.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 197)
75 35 51 45 62 145 132
CFTC#063642 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 7,775
COMMITMENTS
0 4,864 4 7,022 1,999 7,026 6,867 749 907
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 557)
0 238 1 672 171 673 410 -117 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 62.6 0.1 90.3 25.7 90.4 88.3 9.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21)
0 4 1 13 9 14 13
CFTC#064657 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 246,729
COMMITMENTS
17,015 2,167 39,737 186,947 203,012 243,698 244,916 3,031 1,814
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,376)
-398 5 -976 -32 -181 -1,405 -1,152 29 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 0.9 16.1 75.8 82.3 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41)
5 2 5 32 32 38 38
CFTC#06465H ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 38,402
COMMITMENTS
4,371 478 4,531 28,356 32,825 37,258 37,834 1,144 568
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -140)
-754 -172 381 305 -299 -68 -90 -72 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 1.2 11.8 73.8 85.5 97.0 98.5 3.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32)
2 2 3 24 24 27 28
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#06465K AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 13,710
COMMITMENTS
3,562 1,054 570 8,887 11,839 13,019 13,463 691 247
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 383)
319 0 10 87 353 417 363 -34 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 7.7 4.2 64.8 86.4 95.0 98.2 5.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25)
2 1 2 17 15 20 17
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#06465M PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06465N NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06465S ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A34 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A35 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A54 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A55 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A56 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A57 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A58 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A59 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A60 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A63 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A64 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A68 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 16,379
COMMITMENTS
765 63 0 14,592 16,061 15,357 16,124 1,022 255
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 64)
0 -25 0 64 89 64 64 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 0.4 0.0 89.1 98.1 93.8 98.4 6.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23)
1 1 0 15 15 16 16
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#064A78 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A79 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064B47 PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 6,776
COMMITMENTS
448 0 170 6,135 6,597 6,754 6,767 22 8
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 221)
38 0 6 184 218 228 224 -8 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 0.0 2.5 90.5 97.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21)
4 0 4 14 17 18 21
CFTC#06665O MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06665P MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06665Q MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06665R MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#067411 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 416,364
COMMITMENTS
55,428 25,781 90,211 243,413 276,106 389,053 392,098 27,311 24,266
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,200)
3,711 -5,993 -3,525 -1,120 6,574 -934 -2,943 -1,266 744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 6.2 21.7 58.5 66.3 93.4 94.2 6.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 114)
36 13 38 57 59 107 98
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 2,245,237
COMMITMENTS
344,463 95,656 752,788 1052,124 1330,226 2149,374 2178,670 95,863 66,567
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -25,076)
-2,189 -8,062 2,422 -26,279 -25,041 -26,046 -30,680 970 5,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 4.3 33.5 46.9 59.2 95.7 97.0 4.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 348)
150 84 183 91 94 321 293
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 193,055
COMMITMENTS
72,399 30,995 39,029 80,633 119,188 192,061 189,212 994 3,843
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,384)
7,521 16,073 2,424 2,444 -7,024 12,389 11,473 -5 911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 16.1 20.2 41.8 61.7 99.5 98.0 0.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35)
6 8 11 19 20 30 34
CFTC#06765A WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06765B EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 89,756
COMMITMENTS
13,442 1,248 16,816 54,943 68,218 85,201 86,282 4,555 3,474
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,831)
-1,664 -17 -34 3,580 1,919 1,882 1,869 -51 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 1.4 18.7 61.2 76.0 94.9 96.1 5.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50)
19 7 20 22 24 46 46
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 477,956
COMMITMENTS
27,375 580 80,887 356,260 381,310 464,522 462,776 13,435 15,180
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,468)
-534 -157 -723 -3,872 -4,354 -5,129 -5,234 -339 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 0.1 16.9 74.5 79.8 97.2 96.8 2.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43)
9 2 11 32 32 43 43
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#06765G DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06765I WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06765J BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06765O BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06765T BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 25,101
COMMITMENTS
5,574 2,874 7,000 9,173 10,797 21,746 20,671 3,355 4,430
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -836)
-116 -103 -538 -414 -590 -1,067 -1,231 231 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 11.4 27.9 36.5 43.0 86.6 82.4 13.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28)
10 7 9 11 11 27 21
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#06765X EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 14,147
COMMITMENTS
1,670 1,551 1,052 10,399 10,868 13,121 13,471 1,025 676
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -675)
-138 -56 -51 -503 -430 -692 -537 17 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 11.0 7.4 73.5 76.8 92.8 95.2 7.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32)
9 7 9 14 14 25 28
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#06765Y BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 94,740
COMMITMENTS
3,701 605 11,643 72,187 72,273 87,531 84,521 7,209 10,218
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 960)
-643 -105 1,353 649 196 1,359 1,444 -398 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.6 12.3 76.2 76.3 92.4 89.2 7.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28)
5 2 6 20 21 27 27
CFTC#073732 COCOA - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 194,290
COMMITMENTS
29,897 38,641 35,332 117,555 109,483 182,785 183,457 11,506 10,834
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 983)
302 -2,198 11 -806 2,798 -493 611 1,476 373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 19.9 18.2 60.5 56.4 94.1 94.4 5.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 175)
48 57 50 56 48 128 136
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 19,251
COMMITMENTS
10,821 3,242 388 6,269 14,416 17,477 18,046 1,774 1,205
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 725)
879 -1,489 27 -273 2,338 634 876 91 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.2 16.8 2.0 32.6 74.9 90.8 93.7 9.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 127)
52 23 11 26 38 85 69
CFTC#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 46,121
COMMITMENTS
30,770 8,304 518 8,537 34,665 39,826 43,487 6,295 2,633
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 520)
-207 -1,182 1 319 2,428 113 1,247 407 -728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.7 18.0 1.1 18.5 75.2 86.4 94.3 13.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 150)
73 28 9 24 40 101 74
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 819,562
COMMITMENTS
142,887 38,442 188,941 405,264 509,574 737,093 736,957 82,469 82,605
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 24,729)
12,886 -22,858 4,886 -4,024 42,045 13,748 24,074 10,981 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 4.7 23.1 49.4 62.2 89.9 89.9 10.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 233)
81 52 91 85 91 208 195
CFTC#083731 COFFEE C - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 163,122
COMMITMENTS
27,749 21,816 48,057 80,116 84,793 155,923 154,667 7,199 8,455
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,562)
-202 2,426 1,181 4,637 2,117 5,616 5,725 -53 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 13.4 29.5 49.1 52.0 95.6 94.8 4.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 325)
89 92 111 118 113 260 274
CFTC#084691 SILVER - COMMODITY EXCHANGE INC.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 143,649
COMMITMENTS
27,157 8,279 44,911 48,785 77,343 120,852 130,533 22,796 13,116
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,759)
46 -2,167 4,182 -2,651 1,470 1,576 3,485 1,183 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 5.8 31.3 34.0 53.8 84.1 90.9 15.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 170)
82 37 65 36 44 141 126
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 143,015
COMMITMENTS
36,031 31,546 22,521 70,982 70,849 129,534 124,916 13,481 18,099
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,320)
1,984 -279 4,949 3,178 5,142 10,111 9,812 209 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 22.1 15.7 49.6 49.5 90.6 87.3 9.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 188)
50 71 50 47 46 134 139
CFTC#088691 GOLD - COMMODITY EXCHANGE INC.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 663,855
COMMITMENTS
182,191 27,164 160,710 253,439 446,728 596,340 634,603 67,515 29,252
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,693)
8,088 -931 -2,537 -10,489 -1,134 -4,939 -4,603 1,246 910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 4.1 24.2 38.2 67.3 89.8 95.6 10.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 341)
202 66 148 55 55 307 227
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 125,884
COMMITMENTS
9,025 416 3,193 113,405 122,065 125,623 125,674 261 210
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,042)
1,067 4 0 -7,090 -5,948 -6,023 -5,944 -19 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 0.3 2.5 90.1 97.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
3 2 1 15 16 18 19
CFTC#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 123,832
COMMITMENTS
29,751 48,608 3,174 57,929 51,259 90,855 103,042 32,977 20,790
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,279)
4,654 -4,987 349 -14,725 1,123 -9,722 -3,516 4,444 -1,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 39.3 2.6 46.8 41.4 73.4 83.2 26.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76)
27 16 8 24 24 57 42
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 42,039
COMMITMENTS
4,620 17,124 1,707 25,653 5,972 31,980 24,803 10,059 17,236
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,789)
726 196 -456 -5,102 189 -4,832 -72 2,043 -2,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 40.7 4.1 61.0 14.2 76.1 59.0 23.9 41.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43)
8 17 4 14 13 24 32
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 196,314
COMMITMENTS
16,116 48,452 2,413 161,891 112,504 180,420 163,369 15,894 32,946
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,556)
-7,192 -17,048 -1,629 -15,031 1,438 -23,853 -17,239 1,297 -5,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 24.7 1.2 82.5 57.3 91.9 83.2 8.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 95)
14 39 15 28 30 54 72
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 160,919
COMMITMENTS
66,165 21,639 2,735 68,662 103,929 137,562 128,303 23,357 32,616
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,331)
-12,168 2,402 481 1,940 -22,160 -9,747 -19,276 -3,584 5,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 13.4 1.7 42.7 64.6 85.5 79.7 14.5 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 94)
27 28 13 23 31 54 68
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 64,667
COMMITMENTS
50,858 3,822 1,393 4,533 57,715 56,783 62,930 7,884 1,737
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,363)
-1,011 -3,108 575 -1,878 -1,009 -2,315 -3,542 -2,048 -821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.6 5.9 2.2 7.0 89.2 87.8 97.3 12.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 111)
71 13 9 17 12 90 33
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 361,868
COMMITMENTS
30,864 200,604 32,269 261,129 61,562 324,262 294,435 37,607 67,433
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,795)
2,520 13,665 -3,311 12,294 603 11,503 10,957 292 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 55.4 8.9 72.2 17.0 89.6 81.4 10.4 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 193)
30 86 44 57 54 117 154
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 351,852
COMMITMENTS
94,345 16,485 46,021 184,325 274,211 324,691 336,717 27,162 15,135
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 32,951)
3,074 -2,031 7,753 20,171 26,622 30,998 32,344 1,953 607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 4.7 13.1 52.4 77.9 92.3 95.7 7.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 214)
92 16 54 82 92 192 150
CFTC#11165K RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#111A11 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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+OPTIONS) : 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#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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+OPTIONS) : 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: 53,226
COMMITMENTS
16,818 4,540 378 28,468 43,086 45,664 48,004 7,562 5,222
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 845)
2,345 218 -673 -857 630 815 175 29 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 8.5 0.7 53.5 80.9 85.8 90.2 14.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96)
27 15 9 31 33 64 51
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 106,452
COMMITMENTS
33,636 9,080 756 56,936 86,172 91,328 96,008 15,124 10,444
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,689)
4,690 436 -1,346 -1,713 1,260 1,631 349 59 1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 8.5 0.7 53.5 80.9 85.8 90.2 14.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96)
27 15 9 31 33 64 51
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: *********
COMMITMENTS
659,204 619,342 4911,636 6220,258 6201,563 ******** ******** 953,7191012,276
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -42,855)
55,663 -47,650 -91,560 -46,144 131,305 -82,041 -7,906 39,186 -34,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 4.9 38.5 48.8 48.7 92.5 92.1 7.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 274)
58 54 94 142 147 254 248
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 900,960
COMMITMENTS
64,397 104,462 70,193 631,803 615,202 766,393 789,858 134,568 111,103
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,994)
5,072 1,577 1,691 -3,970 -160 2,793 3,108 5,201 4,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 11.6 7.8 70.1 68.3 85.1 87.7 14.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 543)
97 117 94 233 227 382 387
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 321,243
COMMITMENTS
18,271 18,974 26,294 204,048 218,742 248,612 264,010 72,631 57,233
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,315)
5,012 1,119 -437 7,247 8,087 11,823 8,769 492 3,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 5.9 8.2 63.5 68.1 77.4 82.2 22.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 117)
14 18 25 64 60 92 89
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 2,898,586
COMMITMENTS
312,973 509,782 137,151 2138,778 1982,304 2588,902 2629,238 309,684 269,349
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,603)
33,176 35,173 -22,238 -56,086 -41,237 -45,149 -28,302 23,546 6,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 17.6 4.7 73.8 68.4 89.3 90.7 10.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 512)
93 109 83 212 214 349 363
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 91,953
COMMITMENTS
22,749 3,921 4,107 53,304 77,081 80,160 85,109 11,793 6,844
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,696)
7,376 70 1,755 3,180 11,250 12,311 13,075 1,385 621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 4.3 4.5 58.0 83.8 87.2 92.6 12.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 236)
70 34 14 80 84 157 125
CFTC#209741 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 16,020
COMMITMENTS
3,760 856 0 9,573 11,096 13,333 11,952 2,687 4,068
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,541)
1,845 491 0 2,452 3,294 4,297 3,785 244 756
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+OPTIONS) : 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: 379,665
COMMITMENTS
113,743 34,127 1,735 218,657 329,923 334,135 365,785 45,530 13,880
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 45,776)
36,971 7,208 -540 3,639 39,782 40,069 46,450 5,707 -673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 9.0 0.5 57.6 86.9 88.0 96.3 12.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 236)
70 34 12 73 82 148 123
CFTC#221602 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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+OPTIONS) : 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: 149,927
COMMITMENTS
90,631 22,445 6,276 23,139 101,564 120,045 130,285 29,882 19,643
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,043)
7,607 -6,378 1,362 -3,114 11,902 5,855 6,886 2,188 1,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.4 15.0 4.2 15.4 67.7 80.1 86.9 19.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 92)
36 21 13 19 31 64 56
CFTC#23977A RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 410,502
COMMITMENTS
20,613 38,864 3,337 369,085 351,903 393,035 394,104 17,466 16,398
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,967)
5,098 -594 1,311 -165 5,107 6,244 5,825 -1,277 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 9.5 0.8 89.9 85.7 95.7 96.0 4.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 249)
30 45 14 103 105 144 153
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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+OPTIONS) : 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+OPTIONS) : 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+OPTIONS) : 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+OPTIONS) : 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+OPTIONS) : 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#26265D SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 109,146
COMMITMENTS
9,371 5,603 321 88,276 98,752 97,968 104,676 11,178 4,470
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,513)
1,437 1,056 3 484 2,391 1,924 3,450 1,588 62
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 51 36 63 44
CFTC#86465A GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#86465C SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#86565A GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#86665A NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#86765C GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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+OPTIONS) : 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