Crude Oil Complex Report

summary

nymex

as of: 12/29/2011 12:00:00 AM
volume open interest
globex total: 4,927,862
futures: 4,649,598
options: 278,264
clearport total: 2,318
floor volume: 1,146,208
total futures: 5,065,941 43,070,242
total options: 1,517,533 35,070,233
grand total: 6,585,792 78,194,922

eia padd summary


as of date: 7/16/2010
us total: 353,456
padd 1: 11,730
padd 2: 95,541
cushing, ok: 37,104
padd 3: 176,391
padd 4: 15,940
padd 5: 53,854

eia crude expectations

eia crude results
week ending: 6/11/2010
provider crude gasoline distillate refinery (%)
Dow Jones -1.30 0.00 0.80 0.10%
Bloomberg -1.00 0.00 1.00 0.00%
Reuters -1.20 0.20 1.00 0.10%
week ending: 12/23/2011
stocks change
crude: 327.5 4
gasoline: 217.7 -1
distillate: 140.3 1
refinery: 84.20% -0.70

crude market data

crude futures
contractsettlementchangeas of dateproduct
Feb-201299.3600-1.980012/28/2011 12:00:00 AMCL
Mar-201299.5100-1.950012/28/2011 12:00:00 AMCL
Apr-201299.7000-1.900012/28/2011 12:00:00 AMCL
May-201299.8200-1.800012/28/2011 12:00:00 AMCL
Jun-201299.7700-1.710012/28/2011 12:00:00 AMCL
Jul-201299.5900-1.630012/28/2011 12:00:00 AMCL
Aug-201299.3300-1.540012/28/2011 12:00:00 AMCL
Sep-201299.0300-1.450012/28/2011 12:00:00 AMCL
Oct-201298.7300-1.380012/28/2011 12:00:00 AMCL
Nov-201298.4900-1.320012/28/2011 12:00:00 AMCL
Dec-201298.2600-1.260012/28/2011 12:00:00 AMCL
Jan-201397.9300-1.200012/28/2011 12:00:00 AMCL
Feb-201397.5800-1.120012/28/2011 12:00:00 AMCL
Feb-201397.5800-1.120012/28/2011 12:00:00 AMCL
Feb-201397.5800-1.120012/28/2011 12:00:00 AMCL
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crude strip settlements

crude spread settlements
productcontractssettlementas of date
CLF10-H10732.53333010/8/2009 12:00:00 AM
CLF10-Z10748.09333010/8/2009 12:00:00 AM
CLF11-H11778.40000010/8/2009 12:00:00 AM
CLF11-Z11787.55000010/8/2009 12:00:00 AM
CLJ10-M10746.80000010/8/2009 12:00:00 AM
CLJ11-M11784.96666010/8/2009 12:00:00 AM
CLN10-U10758.76666010/8/2009 12:00:00 AM
CLN11-U11790.70000010/8/2009 12:00:00 AM
CLV09-Z09719.15000010/8/2009 12:00:00 AM
CLV10-Z10769.83333010/8/2009 12:00:00 AM

crude options volatility
contractstrikevolatilitystraddleas of date
M119691.0032.1000129.89985/17/2011 12:00:00 AM
N119743.0035.5013801.03185/17/2011 12:00:00 AM
Q119784.0034.40431080.74395/17/2011 12:00:00 AM
U119819.0034.09601333.13335/17/2011 12:00:00 AM
V119845.0033.90001517.21955/17/2011 12:00:00 AM
Z119879.0033.29941819.67045/17/2011 12:00:00 AM
Z129765.0028.90002609.28705/17/2011 12:00:00 AM
Z139560.0026.70002961.43085/17/2011 12:00:00 AM
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crude spreads

crude blotter

top crude options volumes as of:12/30/2011
CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
U10 6500.00 P 2810 Outirght


CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
U10 7000.00 P 2696 Outright


CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
U10 9000.00 C 1272 Outright


CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
Z10 1000.00 C 2851 Outright


CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
Z10 1100.00 C 4001 Outright
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products market data

heating oil futures

contractsettlementchangeas of dateproduct
Jan-20122.8934-0.015112/28/2011 12:00:00 AMHO
Feb-20122.9012-0.014712/28/2011 12:00:00 AMHO
Mar-20122.9021-0.017112/28/2011 12:00:00 AMHO
Apr-20122.8883-0.018212/28/2011 12:00:00 AMHO
May-20122.8694-0.018612/28/2011 12:00:00 AMHO
Jun-20122.8537-0.018612/28/2011 12:00:00 AMHO
Jul-20122.8492-0.018412/28/2011 12:00:00 AMHO
Aug-20122.8490-0.018612/28/2011 12:00:00 AMHO
Sep-20122.8537-0.018912/28/2011 12:00:00 AMHO
Oct-20122.8624-0.018412/28/2011 12:00:00 AMHO
Nov-20122.8715-0.017812/28/2011 12:00:00 AMHO
Dec-20122.8769-0.017412/28/2011 12:00:00 AMHO
Jan-20132.8793-0.016212/28/2011 12:00:00 AMHO
Jan-20132.8793-0.016212/28/2011 12:00:00 AMHO
Jan-20132.8793-0.016212/28/2011 12:00:00 AMHO
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rbob futures

contractsettlementchangeas of dateproduct
Jan-20122.6513-0.037512/28/2011 12:00:00 AMRB
Feb-20122.6456-0.035412/28/2011 12:00:00 AMRB
Mar-20122.6475-0.037912/28/2011 12:00:00 AMRB
Apr-20122.7632-0.037812/28/2011 12:00:00 AMRB
May-20122.7573-0.036812/28/2011 12:00:00 AMRB
Jun-20122.7358-0.035612/28/2011 12:00:00 AMRB
Jul-20122.7093-0.034712/28/2011 12:00:00 AMRB
Aug-20122.6820-0.034112/28/2011 12:00:00 AMRB
Sep-20122.6509-0.032812/28/2011 12:00:00 AMRB
Oct-20122.5236-0.031812/28/2011 12:00:00 AMRB
Oct-20122.5236-0.031812/28/2011 12:00:00 AMRB
Oct-20122.5236-0.031812/28/2011 12:00:00 AMRB
Nov-20122.4958-0.030712/28/2011 12:00:00 AMRB
Nov-20122.4958-0.030712/28/2011 12:00:00 AMRB
Nov-20122.4958-0.030712/28/2011 12:00:00 AMRB
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heating oil options volatility

rbob options volatility

heating oil options volatility

rbob options volatility
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heating oil spreads

rbob spreads

heating oil strip settlements

heating oil spread settlements
productcontractssettlementas of date
HOV09-Z091.86115010/8/2009 12:00:00 AM

rbob strip settlements

rbob spread settlements
productcontractssettlementas of date
RBV09-Z091.78655010/8/2009 12:00:00 AM

news / analysis



fmx energy news

Happy New Year

Best Wishes for a Happy and Healthy New Year from FMX|Connect.
12/30/2011 3:49:11 PM more

Oil Heads for Third Yearly Gain on Iran Tension, U.S. Economy Speculation

Crude futures headed for a third yearly advance on speculation escalating tension in the Middle East may disrupt supplies as a recovery in the U.S. economy bolsters demand.
12/30/2011 8:52:59 AM more

Natural Gas Falls Below $3 for First Time in More Than 2 Years in New York

Natural-gas futures in New York dropped below $3 per British thermal units for the first time in more than two years as mild weather and rising production contribute to a growing U.S. stockpile surplus.
12/30/2011 8:42:57 AM more

Crude Oil – Options Report – December 29, 2011


FMX | Connect (Reported 12/29/11) - The following is a report of Crude Oil Option’s activity in the Over-The-Counter and Exchange traded venues.
12/29/2011 4:00:58 PM more

Natural Gas – Options Report – December 29, 2011


FMX | Connect – www.fmxconnect.com - (Reported 12/29/2011) - The following is a report of Natural Gas Option’s activity in the Over-The-Counter and Exchange traded venues.
12/29/2011 3:38:23 PM more



third party news



government activity


e.i.a. crude charts


Source: Energy Information Administration

cftc commitment of traders (futures only):
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE 4/26/2011 12:00:00 AM (CONTRACTS OF 1000 BARRELS)
Total Open Interest:85510 Change in OI:8 Total Traders:40  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments 5712 27429 4501 70963 48343 81176 80273 4334 5237
Changes 0 -1150 0 -200 1050 -200 -100 208 108
% of OI for each category 6.7 32.1 5.3 83 56.5 94.9 93.9 5.1 6.1
Number of Traders 5 8 10 25 22 38 33    
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE 4/26/2011 12:00:00 AM (CONTRACTS OF 42000 U.S. GALLONS)
Total Open Interest:295262 Change in OI:-3126 Total Traders:198  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments 81293 20331 23537 164414 238034 269244 281902 26018 13360
Changes 1178 2518 2613 -7546 -8808 -3755 -3677 629 551
% of OI for each category 27.5 6.9 8 55.7 80.6 91.2 95.5 8.8 4.5
Number of Traders 72 19 43 79 88 174 135    
Total Open Interest: Change in OI: Total Traders:  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments                  
Changes                  
% of OI for each category                  
Number of Traders                  
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE 4/26/2011 12:00:00 AM (CONTRACTS OF 1000 BARRELS)
Total Open Interest:34035 Change in OI:-69 Total Traders:25  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments 4633 803 4515 21825 26105 30973 31423 3062 2612
Changes -323 800 -200 414 -1121 -109 -521 40 452
% of OI for each category 13.6 2.4 13.3 64.1 76.7 91 92.3 9 7.7
Number of Traders 7 2 5 14 15 22 21    


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