GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,734
COMMITMENTS
1,950 735 0 34,666 35,874 36,616 36,609 118 125
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,333)
147 60 0 1,198 1,173 1,345 1,233 -12 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 2.0 0.0 94.4 97.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 2 0 34 37 36 39
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,049
COMMITMENTS
0 0 0 19,012 18,914 19,012 18,914 37 135
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 251)
0 0 0 311 266 311 266 -60 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.8 99.3 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 28 27 28 27
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,317
COMMITMENTS
505 216 114 5,331 5,678 5,950 6,008 1,367 1,309
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 302)
0 0 0 205 235 205 235 97 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 3.0 1.6 72.9 77.6 81.3 82.1 18.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 21 20 22 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,527
COMMITMENTS
211 236 0 9,116 9,166 9,327 9,402 1,200 1,125
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 618)
4 15 0 882 542 886 557 -268 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 2.2 0.0 86.6 87.1 88.6 89.3 11.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 2 0 42 45 43 47
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,031
COMMITMENTS
30 221 123 7,266 7,138 7,419 7,482 612 549
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 420)
0 80 95 326 207 421 382 -1 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 2.8 1.5 90.5 88.9 92.4 93.2 7.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 4 2 46 53 49 57
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,097
COMMITMENTS
0 0 0 10,092 10,079 10,092 10,079 5 18
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,395)
0 0 0 1,395 1,417 1,395 1,417 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 99.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 20 17 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 332,408
COMMITMENTS
67,656 18,287 39,121 178,504 246,670 285,281 304,078 47,127 28,330
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 15,253)
191 1,199 9,210 7,839 6,826 17,240 17,235 -1,987 -1,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 5.5 11.8 53.7 74.2 85.8 91.5 14.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
53 23 43 72 85 150 132
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,504
COMMITMENTS
1,571 550 525 14,953 15,678 17,049 16,753 455 751
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,030)
575 300 100 857 707 1,532 1,107 -502 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 3.1 3.0 85.4 89.6 97.4 95.7 2.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
6 4 6 35 49 45 58
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,100
COMMITMENTS
225 1,350 150 15,636 14,760 16,011 16,260 1,089 840
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 0)
0 1,050 75 0 0 75 1,125 -75 -1,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 7.9 0.9 91.4 86.3 93.6 95.1 6.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 22 16 24 19
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,250
COMMITMENTS
0 425 0 1,875 1,325 1,875 1,750 375 500
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 575)
0 225 0 250 425 250 650 325 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.9 0.0 83.3 58.9 83.3 77.8 16.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 0 14 12 14 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 760,159
COMMITMENTS
90,030 253,840 271,504 320,780 194,134 682,314 719,478 77,845 40,681
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 36,072)
7,745 14,966 13,623 12,229 5,410 33,597 33,999 2,475 2,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 33.4 35.7 42.2 25.5 89.8 94.6 10.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
74 81 110 82 66 228 198
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,293
COMMITMENTS
1,859 0 1,761 53,509 55,069 57,129 56,830 8,164 8,463
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -125)
-788 0 476 -140 -493 -452 -17 327 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.0 2.7 82.0 84.3 87.5 87.0 12.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 19 20 21 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,390
COMMITMENTS
826 2,469 400 57,643 55,276 58,869 58,145 11,521 12,245
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -860)
0 0 0 -880 -860 -880 -860 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 3.5 0.6 81.9 78.5 83.6 82.6 16.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 24 25 26 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,500
COMMITMENTS
0 0 0 71,050 76,660 71,050 76,660 9,450 3,840
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,032)
0 0 0 3,100 2,309 3,100 2,309 -2,068 -1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.3 95.2 88.3 95.2 11.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 21 20 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,568
COMMITMENTS
7,006 0 2,616 79,094 91,005 88,716 93,621 8,852 3,947
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 5,525)
-64 0 80 6,789 7,037 6,805 7,117 -1,280 -1,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 0.0 2.7 81.1 93.3 90.9 96.0 9.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 3 24 27 27 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,440
COMMITMENTS
957 4,568 4,365 83,655 74,611 88,977 83,544 6,463 11,896
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,570)
0 1,146 -92 1,662 300 1,570 1,354 0 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 4.8 4.6 87.7 78.2 93.2 87.5 6.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 14 21 17 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,477
COMMITMENTS
10,477 2,419 3,804 66,432 78,772 80,713 84,995 11,764 7,482
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -124)
76 -124 0 -256 -60 -180 -184 56 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 2.6 4.1 71.8 85.2 87.3 91.9 12.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 3 21 24 25 27
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,566
COMMITMENTS
0 1,180 0 88,862 86,531 88,862 87,711 3,704 4,855
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -112)
0 0 0 -112 -112 -112 -112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.3 0.0 96.0 93.5 96.0 94.8 4.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 17 16 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 199,231
COMMITMENTS
6,089 7,599 4,374 178,767 180,287 189,230 192,260 10,001 6,971
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 603)
582 -856 -380 413 1,831 615 595 -12 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 3.8 2.2 89.7 90.5 95.0 96.5 5.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 2 5 39 36 46 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 142,015
COMMITMENTS
2,173 295 2,716 124,622 134,132 129,511 137,143 12,504 4,872
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 392)
-397 0 0 330 392 -67 392 459 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.2 1.9 87.8 94.4 91.2 96.6 8.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 24 25 27 28
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 236,876
COMMITMENTS
5,274 547 12,321 205,154 216,395 222,749 229,263 14,127 7,613
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,938)
-1,517 -115 774 1,462 1,314 719 1,973 1,219 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 0.2 5.2 86.6 91.4 94.0 96.8 6.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 3 35 39 38 42
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,949,780
COMMITMENTS
732,295 71,418 889,159 1297622 1965136 2919076 2925713 30,704 24,067
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 87,508)
24,579 -4,404 28,194 35,071 56,668 87,844 80,458 -336 7,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 2.4 30.1 44.0 66.6 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
47 18 57 104 97 170 157
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 937,457
COMMITMENTS
128,923 193,793 165,298 637,908 576,265 932,129 935,356 5,328 2,101
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 46,066)
-51 -2,716 20,920 25,192 28,234 46,061 46,438 5 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 20.7 17.6 68.0 61.5 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
27 25 41 40 37 87 83
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,641
COMMITMENTS
0 810 0 2,462 1,658 2,462 2,468 179 173
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 154)
0 0 0 84 134 84 134 70 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 30.7 0.0 93.2 62.8 93.2 93.4 6.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 12 15 12 17
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,457
COMMITMENTS
86 35 0 703 873 789 908 668 549
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -369)
86 35 0 -305 -440 -219 -405 -150 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 2.4 0.0 48.2 59.9 54.2 62.3 45.8 37.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 16 10 18 11
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,102
COMMITMENTS
3,550 100 282 35,803 40,306 39,635 40,688 1,467 414
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -831)
-200 20 0 -635 -865 -835 -845 4 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 0.2 0.7 87.1 98.1 96.4 99.0 3.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 2 32 29 37 33
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,178
COMMITMENTS
2 1,140 472 17,786 16,107 18,260 17,719 918 1,459
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 48)
0 0 0 108 -10 108 -10 -60 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.9 2.5 92.7 84.0 95.2 92.4 4.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 23 18 25 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,226
COMMITMENTS
0 1,270 480 28,737 28,788 29,217 30,538 2,009 688
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -45)
0 0 0 -65 -45 -65 -45 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.1 1.5 92.0 92.2 93.6 97.8 6.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 20 28 22
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,056
COMMITMENTS
720 0 0 10,592 11,430 11,312 11,430 1,744 1,626
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 18)
0 0 0 474 -40 474 -40 -456 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 0.0 0.0 81.1 87.5 86.6 87.5 13.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 17 15 18 15
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,044
COMMITMENTS
672 0 0 14,677 15,320 15,349 15,320 695 724
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 536)
0 0 0 152 210 152 210 384 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 0.0 91.5 95.5 95.7 95.5 4.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 22 20 23 20
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 11,248
COMMITMENTS
0 0 0 10,128 10,688 10,128 10,688 1,120 560
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 40)
0 0 0 50 324 50 324 -10 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.0 95.0 90.0 95.0 10.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 16 18 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 55,766
COMMITMENTS
0 0 0 55,766 55,424 55,766 55,424 0 342
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 258)
0 0 0 258 258 258 258 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 8 14 8
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 49,744
COMMITMENTS
0 400 0 49,119 49,244 49,119 49,644 625 100
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 0.0 98.7 99.0 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 18 8 18 9
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 822,066
COMMITMENTS
0 34,560 0 822,066 787,506 822,066 822,066 0 0
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 0)
0 3,520 0 0 -3,520 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.2 0.0 100.0 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 7 15 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 91,298
COMMITMENTS
0 4,345 0 90,498 86,153 90,498 90,498 800 800
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.8 0.0 99.1 94.4 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 16 13 16 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,537,250
COMMITMENTS
0 65,910 0 1537250 1471340 1537250 1537250 0 0
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 16 12 16 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 174,636
COMMITMENTS
5,375 0 0 169,261 174,031 174,636 174,031 0 605
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 6,217)
0 0 0 6,217 6,217 6,217 6,217 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 0.0 96.9 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 22 25 24 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,804,385
COMMITMENTS
102,413 0 0 2701972 2804385 2804385 2804385 0 0
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 95,443)
3,520 0 0 91,923 95,443 95,443 95,443 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.0 96.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 0 20 22 23 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 61,096
COMMITMENTS
80 3,090 0 61,016 57,750 61,096 60,840 0 256
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 5.1 0.0 99.9 94.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 18 16 19 17
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,008,456
COMMITMENTS
0 79,915 0 1008456 928,541 1008456 1008456 0 0
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.9 0.0 100.0 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 14 14 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 57,606
COMMITMENTS
5,130 515 45 52,176 57,006 57,351 57,566 255 40
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 430)
0 0 0 430 430 430 430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 0.9 0.1 90.6 99.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 22 29 24 31
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,038,064
COMMITMENTS
105,180 35,400 0 932,884 1002664 1038064 1038064 0 0
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 3.4 0.0 89.9 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 0 23 23 25 25
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,535
COMMITMENTS
399 45 114 20,366 21,240 20,879 21,399 656 136
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -1,451)
-58 45 93 -1,190 -1,430 -1,155 -1,292 -296 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.2 0.5 94.6 98.6 97.0 99.4 3.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 3 30 29 33 32
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,328
COMMITMENTS
0 0 0 14,838 15,328 14,838 15,328 490 0
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.8 100.0 96.8 100.0 3.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 16 17 16
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,943
COMMITMENTS
0 202 145 12,559 12,401 12,704 12,748 239 195
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 67)
0 -115 -35 102 157 67 7 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.6 1.1 97.0 95.8 98.2 98.5 1.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 22 20 23
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,281
COMMITMENTS
415 0 0 6,538 6,856 6,953 6,856 1,328 1,425
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 406)
415 0 0 348 243 763 243 -357 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 0.0 0.0 79.0 82.8 84.0 82.8 16.0 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 22 19 23 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,300,867
COMMITMENTS
291,426 155,757 313,944 613,653 764,289 1219023 1233990 81,844 66,877
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 69,431)
26,392 -442 44,784 1,667 25,818 72,843 70,160 -3,412 -729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 12.0 24.1 47.2 58.8 93.7 94.9 6.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
116 84 143 81 92 286 249
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 217,533
COMMITMENTS
36,424 25,440 2,118 150,324 140,263 188,866 167,821 28,667 49,712
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 8,953)
-335 -424 441 7,927 8,474 8,033 8,491 920 462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 11.7 1.0 69.1 64.5 86.8 77.1 13.2 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 5 30 28 37 33
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,459
COMMITMENTS
190 1,305 300 67,729 66,534 68,219 68,139 240 320
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 967)
165 150 100 942 842 1,207 1,092 -240 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.9 0.4 98.9 97.2 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 5 3 49 49 53 56
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 133,270
COMMITMENTS
19,114 31,196 7,971 100,919 88,012 128,004 127,179 5,266 6,091
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 264)
-95 1,931 -348 944 1,278 501 2,861 -237 -2,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 23.4 6.0 75.7 66.0 96.0 95.4 4.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 13 12 25 25 43 41
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,606
COMMITMENTS
772 3,926 6,010 27,951 24,800 34,733 34,736 1,873 1,870
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 2,080)
-144 1,285 97 2,156 735 2,109 2,117 -29 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 10.7 16.4 76.4 67.7 94.9 94.9 5.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 4 4 16 18 21 25
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,030
COMMITMENTS
500 2,130 150 36,380 34,600 37,030 36,880 0 150
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 960)
500 0 150 310 749 960 899 0 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 5.8 0.4 98.2 93.4 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 1 25 31 28 35
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,437
COMMITMENTS
15,603 2,783 484 4,136 19,583 20,223 22,850 3,214 587
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 58)
-457 841 162 73 -887 -222 116 280 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.6 11.9 2.1 17.6 83.6 86.3 97.5 13.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
89 22 6 21 28 114 53
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,502
COMMITMENTS
23,013 2,854 196 5,770 30,368 28,979 33,418 5,523 1,084
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 920)
1,350 1,569 -77 -495 -490 778 1,002 142 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.7 8.3 0.6 16.7 88.0 84.0 96.9 16.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
82 12 2 17 32 101 44
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 265,579
COMMITMENTS
92,245 15,889 20,093 129,208 213,776 241,546 249,758 24,033 15,821
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 18,613)
4,358 1,644 1,905 9,340 14,182 15,603 17,731 3,010 882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 6.0 7.6 48.7 80.5 91.0 94.0 9.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
74 24 48 78 87 179 139
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,454
COMMITMENTS
1,404 0 495 14,837 15,376 16,736 15,871 5,718 6,583
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,075)
30 0 0 507 397 537 397 538 678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 0.0 2.2 66.1 68.5 74.5 70.7 25.5 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 14 15 16 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,809
COMMITMENTS
1,606 0 416 5,704 7,293 7,726 7,709 83 100
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 18)
400 0 150 -42 -42 508 108 -490 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 0.0 5.3 73.0 93.4 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 0 3 25 31 30 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 41,114
COMMITMENTS
270 120 609 38,585 40,190 39,464 40,919 1,650 195
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 2,677)
-480 120 -81 3,169 2,638 2,608 2,677 69 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.3 1.5 93.8 97.8 96.0 99.5 4.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 34 25 36 26
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,861
COMMITMENTS
2,425 0 0 17,325 19,261 19,750 19,261 111 600
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 65)
0 0 0 65 65 65 65 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 0.0 0.0 87.2 97.0 99.4 97.0 0.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 21 13 23 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,258
COMMITMENTS
2,484 750 50 11,724 13,458 14,258 14,258 0 0
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 555)
0 750 50 505 596 555 1,396 0 -841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 5.3 0.4 82.2 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 1 23 22 27 23
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,501
COMMITMENTS
230 75 0 2,335 2,566 2,565 2,641 936 860
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 44)
0 75 0 -37 -36 -37 39 81 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 2.1 0.0 66.7 73.3 73.3 75.4 26.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 13 15 14 16
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,498
COMMITMENTS
460 0 0 12,763 13,498 13,223 13,498 275 0
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,068)
460 0 0 848 1,068 1,308 1,068 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.0 0.0 94.6 100.0 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 16 20 16
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,263
COMMITMENTS
708 1,165 636 15,567 15,456 16,911 17,257 352 6
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,162)
0 1,069 486 637 -268 1,123 1,287 39 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 6.7 3.7 90.2 89.5 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 1 29 33 32 37
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,097
COMMITMENTS
1,076 817 0 11,021 11,280 12,097 12,097 0 0
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,294)
-45 461 0 1,339 898 1,294 1,359 0 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 6.8 0.0 91.1 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 0 20 23 23 25
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,881
COMMITMENTS
7,492 2,936 1,373 40,433 46,712 49,298 51,021 2,583 860
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,507)
137 1,220 517 520 -331 1,174 1,406 333 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 5.7 2.6 77.9 90.0 95.0 98.3 5.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 6 3 32 37 39 44
Updated January 15, 2010