GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,374
COMMITMENTS
1,733 910 0 30,373 31,306 32,106 32,216 268 158
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -6,164)
-247 30 0 -6,152 -6,312 -6,399 -6,282 235 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 2.8 0.0 93.8 96.7 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 3 0 36 38 37 41
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,571
COMMITMENTS
0 0 0 19,470 19,446 19,470 19,446 101 125
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,549)
0 0 0 -1,533 -1,539 -1,533 -1,539 -16 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.5 99.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 32 24 32 24
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,610
COMMITMENTS
428 216 114 6,217 6,319 6,759 6,649 851 961
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -247)
-77 0 0 -154 -293 -231 -293 -16 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 2.8 1.5 81.7 83.0 88.8 87.4 11.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 25 23 27 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,789
COMMITMENTS
0 140 0 8,225 8,778 8,225 8,918 1,564 871
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,428)
-262 -111 -60 -1,214 -1,099 -1,536 -1,270 108 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.4 0.0 84.0 89.7 84.0 91.1 16.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
0 2 0 44 43 44 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,367
COMMITMENTS
100 77 162 6,438 6,503 6,700 6,742 667 625
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,874)
75 -119 -36 -1,727 -1,729 -1,688 -1,884 -186 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 1.0 2.2 87.4 88.3 90.9 91.5 9.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 3 5 46 53 51 59
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,767
COMMITMENTS
680 0 0 2,336 2,976 3,016 2,976 751 791
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -484)
-145 -40 0 -330 -403 -475 -443 -9 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 0.0 0.0 62.0 79.0 80.1 79.0 19.9 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 18 16 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,883
COMMITMENTS
0 0 0 9,883 9,843 9,883 9,843 0 40
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,200)
0 0 0 -1,195 -1,200 -1,195 -1,200 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 99.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 19 18 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 312,191
COMMITMENTS
49,530 27,246 40,831 184,171 215,571 274,532 283,648 37,659 28,543
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,137)
-2,036 2,597 2,162 1,947 -7,601 2,073 -2,842 -5,210 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 8.7 13.1 59.0 69.1 87.9 90.9 12.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
45 27 41 70 85 140 135
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,375
COMMITMENTS
851 325 352 14,472 15,210 15,675 15,887 700 488
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -5,694)
-520 275 -323 -2,611 -4,748 -3,454 -4,796 -2,240 -898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 2.0 2.1 88.4 92.9 95.7 97.0 4.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 2 4 40 44 49 50
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,748
COMMITMENTS
0 2,150 600 15,195 13,228 15,795 15,978 953 770
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,640)
-225 500 150 -1,352 -2,220 -1,427 -1,570 -213 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.8 3.6 90.7 79.0 94.3 95.4 5.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 2 25 17 27 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 782,673
COMMITMENTS
76,996 236,354 306,387 323,105 199,940 706,488 742,681 76,185 39,992
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 12,786)
-11,483 -14,679 16,502 4,893 5,327 9,912 7,150 2,874 5,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 30.2 39.1 41.3 25.5 90.3 94.9 9.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
68 93 116 82 71 229 216
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,741
COMMITMENTS
2,907 0 1,302 54,379 53,359 58,588 54,661 5,153 9,080
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,019)
780 0 -522 -1,285 -3,334 -1,027 -3,856 8 2,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 2.0 85.3 83.7 91.9 85.8 8.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 22 21 24 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,207
COMMITMENTS
434 2,869 0 56,095 52,456 56,529 55,325 9,678 10,882
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -5,817)
-392 -48 0 -4,538 -5,459 -4,930 -5,507 -887 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 4.3 0.0 84.7 79.2 85.4 83.6 14.6 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 23 24 24 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,877
COMMITMENTS
0 0 0 67,462 75,683 67,462 75,683 11,415 3,194
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -2,051)
0 0 0 -4,016 -1,405 -4,016 -1,405 1,965 -646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 85.5 96.0 85.5 96.0 14.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 21 20 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,543
COMMITMENTS
6,037 0 2,580 77,775 89,532 86,392 92,112 8,151 2,431
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,226)
1,629 0 -943 -4,126 -1,739 -3,440 -2,682 -786 -1,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.0 2.7 82.3 94.7 91.4 97.4 8.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 3 25 31 28 34
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,613
COMMITMENTS
0 11,660 2,503 88,333 72,820 90,836 86,983 4,777 8,630
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,514)
0 980 -474 -1,762 -2,964 -2,236 -2,458 -1,278 -1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.2 2.6 92.4 76.2 95.0 91.0 5.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 3 16 22 19 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,622
COMMITMENTS
8,811 2,759 3,153 63,082 74,972 75,046 80,884 12,576 6,738
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,758)
-152 340 -873 -4,832 -4,659 -5,857 -5,192 1,099 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 3.1 3.6 72.0 85.6 85.6 92.3 14.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 21 23 25 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,514
COMMITMENTS
0 620 0 86,444 84,403 86,444 85,023 3,070 4,491
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,060)
0 -560 0 -3,780 -3,136 -3,780 -3,696 -280 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 0.0 96.6 94.3 96.6 95.0 3.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 17 17 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 189,015
COMMITMENTS
3,597 5,918 5,293 171,499 171,471 180,389 182,682 8,626 6,333
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -13,124)
-1,027 -1,865 -133 -10,299 -10,410 -11,459 -12,408 -1,665 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 3.1 2.8 90.7 90.7 95.4 96.6 4.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 4 5 38 36 46 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 138,016
COMMITMENTS
3,441 690 1,609 122,391 131,413 127,441 133,712 10,575 4,304
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -7,120)
392 -446 -448 -6,379 -5,800 -6,435 -6,694 -685 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.5 1.2 88.7 95.2 92.3 96.9 7.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 25 25 29 27
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 231,162
COMMITMENTS
5,305 133 11,277 200,100 213,416 216,682 224,826 14,480 6,336
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -10,391)
-5,481 133 350 -4,363 -9,723 -9,494 -9,240 -897 -1,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.1 4.9 86.6 92.3 93.7 97.3 6.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 2 35 39 37 41
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,910,060
COMMITMENTS
719,145 73,577 907,725 1257717 1909294 2884587 2890596 25,473 19,464
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -62,660)
23,904 15,536 -34,109 -55,689 -47,497 -65,894 -66,070 3,234 3,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 2.5 31.2 43.2 65.6 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
42 22 59 104 97 170 158
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 944,490
COMMITMENTS
113,866 207,104 170,765 655,246 562,065 939,877 939,934 4,613 4,556
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -86,703)
-39,779 -4,373 -20,356 -22,306 -60,258 -82,441 -84,987 -4,262 -1,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 21.9 18.1 69.4 59.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
27 24 40 42 38 88 83
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,086
COMMITMENTS
3,816 100 408 34,402 39,296 38,626 39,804 1,460 282
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,846)
-304 -40 16 -1,659 -1,838 -1,947 -1,862 101 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 0.2 1.0 85.8 98.0 96.4 99.3 3.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 2 30 28 33 32
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,247
COMMITMENTS
0 994 446 16,986 15,666 17,432 17,106 815 1,141
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -911)
0 -182 -18 -790 -393 -808 -593 -103 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.4 2.4 93.1 85.9 95.5 93.7 4.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 3 21 19 24 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,103
COMMITMENTS
0 1,420 490 28,734 28,573 29,224 30,483 1,879 620
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -536)
0 -94 0 -369 -374 -369 -468 -167 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.6 1.6 92.4 91.9 94.0 98.0 6.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 25 21 27 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,640
COMMITMENTS
660 108 0 10,714 11,046 11,374 11,154 1,266 1,486
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -598)
-60 20 0 340 -504 280 -484 -878 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 0.9 0.0 84.8 87.4 90.0 88.2 10.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 18 16 19 17
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,008
COMMITMENTS
672 0 0 14,199 15,264 14,871 15,264 1,137 744
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -460)
0 0 0 -892 -436 -892 -436 432 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 0.0 88.7 95.4 92.9 95.4 7.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 19 22 19
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| 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: 10,920
COMMITMENTS
0 0 0 9,916 10,478 9,916 10,478 1,004 442
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -380)
0 0 0 -322 -288 -322 -288 -58 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.8 96.0 90.8 96.0 9.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 17 21 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 54,866
COMMITMENTS
0 0 0 54,866 54,544 54,866 54,544 0 322
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -2,600)
0 0 0 -2,600 -2,580 -2,600 -2,580 0 -20
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 13 9 13 9
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 847,444
COMMITMENTS
0 0 0 847,444 847,444 847,444 847,444 0 0
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -59,360)
0 0 0 -59,360 -59,360 -59,360 -59,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 9 13 9
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 47,369
COMMITMENTS
0 400 0 46,844 46,869 46,844 47,269 525 100
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,225)
0 -200 0 -3,125 -3,025 -3,125 -3,225 -100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 0.0 98.9 98.9 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 17 6 17 8
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 775,528
COMMITMENTS
0 14,080 0 775,528 761,448 775,528 775,528 0 0
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -58,208)
0 -16,960 0 -58,208 -41,248 -58,208 -58,208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.8 0.0 100.0 98.2 100.0 100.0 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 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 90,693
COMMITMENTS
0 3,945 0 90,542 86,748 90,542 90,693 151 0
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -5,190)
0 -400 0 -5,341 -4,790 -5,341 -5,190 151 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.3 0.0 99.8 95.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 16 11 16 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,553,387
COMMITMENTS
0 61,670 0 1553387 1491717 1553387 1553387 0 0
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -81,903)
0 -4,240 0 -81,903 -77,663 -81,903 -81,903 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.0 0.0 100.0 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 16 10 16 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 171,985
COMMITMENTS
4,855 0 0 167,130 171,520 171,985 171,520 0 465
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -11,959)
-720 0 0 -11,239 -11,819 -11,959 -11,819 0 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.0 0.0 97.2 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 21 26 23 26
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,809,554
COMMITMENTS
77,269 0 0 2732285 2809554 2809554 2809554 0 0
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -143,082)
-21,624 0 0 -121,458 -143,082 -143,082 -143,082 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.0 0.0 97.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 0 19 24 22 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 62,718
COMMITMENTS
40 2,990 0 60,128 59,600 60,168 62,590 2,550 128
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 347)
-40 -100 0 387 575 347 475 0 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 4.8 0.0 95.9 95.0 95.9 99.8 4.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 19 15 20 16
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,025,611
COMMITMENTS
0 74,080 0 1025611 951,531 1025611 1025611 0 0
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -14,640)
0 -2,120 0 -14,640 -12,520 -14,640 -14,640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.2 0.0 100.0 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 16 17 17
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 57,655
COMMITMENTS
4,830 495 45 52,780 57,095 57,655 57,635 0 20
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,055)
-300 -20 0 -2,500 -3,015 -2,800 -3,035 -255 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.9 0.1 91.5 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 22 29 24 31
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 11,536
COMMITMENTS
472 0 0 9,712 11,281 10,184 11,281 1,352 255
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.0 0.0 84.2 97.8 88.3 97.8 11.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 14 14 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,047,520
COMMITMENTS
98,820 30,312 0 948,700 1017208 1047520 1047520 0 0
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -47,008)
-6,360 -5,088 0 -40,648 -41,920 -47,008 -47,008 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 2.9 0.0 90.6 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 0 22 24 24 26
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,163
COMMITMENTS
609 45 147 22,969 23,751 23,725 23,943 438 220
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 731)
105 0 28 650 732 783 760 -52 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.2 0.6 95.1 98.3 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 3 37 34 40 37
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,975
COMMITMENTS
45 0 25 15,330 15,950 15,400 15,975 575 0
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -790)
20 0 25 -550 -815 -505 -790 -285 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.2 96.0 99.8 96.4 100.0 3.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 17 19 18
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,281
COMMITMENTS
0 159 219 10,924 10,798 11,143 11,176 138 105
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,728)
0 32 58 -1,745 -1,848 -1,687 -1,758 -41 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.4 1.9 96.8 95.7 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 18 22 19 23
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,437
COMMITMENTS
380 0 0 7,514 8,203 7,894 8,203 543 234
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,362)
-35 0 0 -1,128 -1,221 -1,163 -1,221 -199 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.0 0.0 89.1 97.2 93.6 97.2 6.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 27 22 28 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,360,697
COMMITMENTS
242,085 156,058 347,076 676,881 772,175 1266042 1275309 94,655 85,388
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 40,036)
-4,488 9,105 19,998 14,891 -12,112 30,401 16,991 9,635 23,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 11.5 25.5 49.7 56.7 93.0 93.7 7.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
105 99 149 87 99 283 272
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 206,542
COMMITMENTS
29,867 24,099 1,890 150,288 132,245 182,045 158,234 24,497 48,308
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -15,147)
-3,926 -3,003 -262 -10,876 -9,330 -15,064 -12,595 -83 -2,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 11.7 0.9 72.8 64.0 88.1 76.6 11.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 4 31 27 36 33
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,724
COMMITMENTS
1,331 1,130 25 61,363 61,364 62,719 62,519 5 205
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -10,295)
486 0 -120 -10,631 -10,265 -10,265 -10,385 -30 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 1.8 0.0 97.8 97.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 3 1 49 46 54 50
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 134,945
COMMITMENTS
19,484 35,260 8,748 101,382 85,995 129,614 130,003 5,331 4,942
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 1,287)
484 483 159 367 512 1,010 1,154 277 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 26.1 6.5 75.1 63.7 96.0 96.3 4.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 14 15 24 23 45 40
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,495
COMMITMENTS
2,820 2,441 7,310 27,015 28,412 37,145 38,163 2,350 1,332
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 3,648)
520 0 1,165 1,577 1,975 3,262 3,140 386 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 6.2 18.5 68.4 71.9 94.0 96.6 6.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 2 5 16 16 24 23
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,212
COMMITMENTS
235 0 1,869 50,081 64,995 52,185 66,864 42,027 27,348
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,918)
-1,637 -94 -319 -224 -3,966 -2,180 -4,379 -2,738 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 2.0 53.2 69.0 55.4 71.0 44.6 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 21 20 22 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,910
COMMITMENTS
950 1,607 150 31,810 31,020 32,910 32,777 0 133
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,735)
300 -193 0 -4,985 -4,475 -4,685 -4,668 -50 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 4.9 0.5 96.7 94.3 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 1 24 33 27 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,024
COMMITMENTS
16,222 3,894 553 3,480 18,064 20,255 22,511 2,769 513
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -330)
258 -34 -78 -454 -210 -274 -322 -56 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.5 16.9 2.4 15.1 78.5 88.0 97.8 12.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
88 26 8 22 30 116 60
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,072
COMMITMENTS
23,309 4,286 623 6,178 28,810 30,110 33,719 4,962 1,353
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 375)
377 -132 -24 202 282 555 126 -180 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.5 12.2 1.8 17.6 82.1 85.9 96.1 14.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
84 21 7 17 32 106 56
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 258,118
COMMITMENTS
71,910 11,985 29,585 136,679 200,696 238,174 242,266 19,944 15,852
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,462)
-2,618 139 2,143 -4,879 -8,551 -5,354 -6,269 1,892 2,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 4.6 11.5 53.0 77.8 92.3 93.9 7.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
71 21 52 78 92 171 149
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,254
COMMITMENTS
391 0 712 12,791 13,757 13,894 14,469 6,360 5,785
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,370)
-1,553 0 217 -2,957 -2,839 -4,293 -2,622 923 -748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 3.5 63.2 67.9 68.6 71.4 31.4 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 2 14 16 16 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,022
COMMITMENTS
1,346 100 275 6,270 7,395 7,891 7,770 131 252
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,238)
-226 14 -175 -676 -1,020 -1,077 -1,181 -161 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 1.2 3.4 78.2 92.2 98.4 96.9 1.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 3 30 30 34 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,580
COMMITMENTS
1,735 86 630 39,749 42,669 42,114 43,385 1,466 195
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -2,852)
25 -9 -4 -2,757 -2,839 -2,736 -2,852 -116 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.2 1.4 91.2 97.9 96.6 99.6 3.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 1 33 29 37 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,011
COMMITMENTS
2,200 0 0 17,715 19,461 19,915 19,461 96 550
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,530)
-200 0 0 -1,315 -1,380 -1,515 -1,380 -15 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 0.0 0.0 88.5 97.3 99.5 97.3 0.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 21 13 22 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,421
COMMITMENTS
906 400 500 13,015 13,521 14,421 14,421 0 0
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,512)
-828 -300 100 -784 -1,312 -1,512 -1,512 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 2.8 3.5 90.3 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 2 28 24 32 26
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,243
COMMITMENTS
0 115 30 2,367 2,198 2,397 2,343 846 900
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -375)
-234 40 -10 -22 -515 -266 -485 -109 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 0.9 73.0 67.8 73.9 72.2 26.1 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 14 16 15 18
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,753
COMMITMENTS
240 0 0 12,328 12,703 12,568 12,703 185 50
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,845)
-220 0 0 -1,485 -1,845 -1,705 -1,845 -140 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 0.0 96.7 99.6 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 17 22 17
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,177
COMMITMENTS
480 3,527 636 17,745 14,805 18,861 18,968 316 209
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -396)
-228 709 0 -132 -1,080 -360 -371 -36 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 18.4 3.3 92.5 77.2 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 1 30 33 32 37
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,138
COMMITMENTS
1,035 942 0 12,103 12,178 13,138 13,120 0 18
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -938)
-403 -152 0 -535 -804 -938 -956 0 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 7.2 0.0 92.1 92.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 0 22 22 25 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,272
COMMITMENTS
3,860 2,770 1,329 39,122 42,262 44,311 46,361 2,961 911
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,623)
-3,239 -298 -155 -1,466 -4,242 -4,860 -4,695 237 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 5.9 2.8 82.8 89.4 93.7 98.1 6.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 6 3 34 39 40 46
Updated February 5, 2010