GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,733
COMMITMENTS
1,799 910 0 31,780 32,803 33,579 33,713 154 20
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,359)
66 0 0 1,407 1,497 1,473 1,497 -114 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 2.7 0.0 94.2 97.2 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 0 34 36 35 39
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,880
COMMITMENTS
0 0 0 19,779 19,755 19,779 19,755 101 125
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 309)
0 0 0 309 309 309 309 0 0
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 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,641
COMMITMENTS
400 216 114 6,250 6,308 6,764 6,638 877 1,003
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 31)
-28 0 0 33 -11 5 -11 26 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 2.8 1.5 81.8 82.6 88.5 86.9 11.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 25 23 26 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,309
COMMITMENTS
45 160 60 8,929 9,293 9,034 9,513 1,275 796
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 520)
45 20 60 704 515 809 595 -289 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 1.6 0.6 86.6 90.1 87.6 92.3 12.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 2 1 48 47 49 50
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,041
COMMITMENTS
59 57 202 7,115 7,131 7,376 7,390 665 651
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 674)
-41 -20 40 677 628 676 648 -2 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.7 2.5 88.5 88.7 91.7 91.9 8.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 2 4 46 52 50 57
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,280
COMMITMENTS
680 0 0 2,791 3,381 3,471 3,381 809 899
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 513)
0 0 0 455 405 455 405 58 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 0.0 0.0 65.2 79.0 81.1 79.0 18.9 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 19 17 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,723
COMMITMENTS
0 0 0 10,723 10,683 10,723 10,683 0 40
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 840)
0 0 0 840 840 840 840 0 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: 23)
0 0 0 19 19 19 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 313,712
COMMITMENTS
41,845 27,087 42,779 191,688 213,998 276,312 283,864 37,400 29,848
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,521)
-7,685 -159 1,948 7,517 -1,573 1,780 216 -259 1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 8.6 13.6 61.1 68.2 88.1 90.5 11.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
32 27 42 72 80 129 131
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,370
COMMITMENTS
851 325 402 15,631 16,157 16,884 16,884 486 486
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 995)
0 0 50 1,159 947 1,209 997 -214 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 1.9 2.3 90.0 93.0 97.2 97.2 2.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 2 4 44 46 53 52
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,198
COMMITMENTS
0 2,300 600 15,495 13,528 16,095 16,428 1,103 770
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 450)
0 150 0 300 300 300 450 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.4 3.5 90.1 78.7 93.6 95.5 6.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 2 25 18 27 22
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,837
COMMITMENTS
618 151 285 2,430 2,669 3,333 3,105 1,504 1,732
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -309)
-42 41 -5 -153 -289 -200 -253 -109 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 3.1 5.9 50.2 55.2 68.9 64.2 31.1 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 5 12 15 18 20
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,550
COMMITMENTS
0 0 0 1,450 1,350 1,450 1,350 100 200
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -850)
-50 -475 0 -750 -175 -800 -650 -50 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 93.5 87.1 93.5 87.1 6.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 14 11 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 775,827
COMMITMENTS
77,392 228,219 312,312 309,849 193,069 699,553 733,600 76,274 42,227
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -6,846)
396 -8,135 5,925 -13,256 -6,871 -6,935 -9,081 89 2,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 29.4 40.3 39.9 24.9 90.2 94.6 9.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
63 88 113 80 69 222 208
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,181
COMMITMENTS
1,700 0 2,283 57,330 54,622 61,313 56,905 3,868 8,276
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,440)
-1,207 0 981 2,951 1,263 2,725 2,244 -1,285 -804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.0 3.5 88.0 83.8 94.1 87.3 5.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 22 21 24 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,007
COMMITMENTS
434 2,869 0 60,895 57,256 61,329 60,125 9,678 10,882
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 4,800)
0 0 0 4,800 4,800 4,800 4,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 4.0 0.0 85.8 80.6 86.4 84.7 13.6 15.3
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 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,301
COMMITMENTS
0 0 0 67,433 76,107 67,433 76,107 11,868 3,194
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 424)
0 0 0 -29 424 -29 424 453 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 85.0 96.0 85.0 96.0 15.0 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 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,708
COMMITMENTS
5,574 0 2,867 78,085 89,410 86,526 92,277 8,182 2,431
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 165)
-463 0 287 310 -122 134 165 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 0.0 3.0 82.4 94.4 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 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,795
COMMITMENTS
0 10,483 2,749 87,269 72,933 90,018 86,165 4,777 8,630
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -818)
0 -1,177 246 -1,064 113 -818 -818 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.1 2.9 92.1 76.9 95.0 90.9 5.0 9.1
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 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,858
COMMITMENTS
7,396 2,759 3,401 63,457 73,960 74,254 80,120 12,604 6,738
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -764)
-1,415 0 248 375 -1,012 -792 -764 28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 3.2 3.9 73.1 85.2 85.5 92.2 14.5 7.8
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 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,584
COMMITMENTS
0 620 0 87,514 85,473 87,514 86,093 3,070 4,491
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,070)
0 0 0 1,070 1,070 1,070 1,070 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 0.0 96.6 94.4 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 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 188,466
COMMITMENTS
3,597 5,954 5,382 170,861 171,019 179,840 182,355 8,626 6,111
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -549)
0 36 89 -638 -452 -549 -327 0 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 3.2 2.9 90.7 90.7 95.4 96.8 4.6 3.2
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 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 138,885
COMMITMENTS
3,441 750 1,589 123,525 131,631 128,555 133,970 10,330 4,915
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 869)
0 60 -20 1,134 218 1,114 258 -245 611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.5 1.1 88.9 94.8 92.6 96.5 7.4 3.5
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 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 229,185
COMMITMENTS
6,963 225 10,885 195,940 211,525 213,788 222,635 15,397 6,550
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -1,977)
1,658 92 -392 -4,160 -1,891 -2,894 -2,191 917 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.1 4.7 85.5 92.3 93.3 97.1 6.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 2 35 38 37 40
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,943,901
COMMITMENTS
753,298 71,175 894,501 1270331 1959203 2918130 2924879 25,771 19,022
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 33,841)
34,153 -2,402 -13,224 12,614 49,909 33,543 34,283 298 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 2.4 30.4 43.2 66.6 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
43 22 60 105 98 171 161
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 969,724
COMMITMENTS
116,193 209,876 185,060 663,795 570,811 965,048 965,747 4,676 3,977
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 25,234)
2,327 2,772 14,295 8,549 8,746 25,171 25,813 63 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 21.6 19.1 68.5 58.9 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
29 23 40 42 39 90 83
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 39,520
COMMITMENTS
3,456 220 528 33,670 38,496 37,654 39,244 1,866 276
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -566)
-360 120 120 -732 -800 -972 -560 406 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 0.6 1.3 85.2 97.4 95.3 99.3 4.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 2 30 27 33 31
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,287
COMMITMENTS
0 994 446 16,980 15,702 17,426 17,142 861 1,145
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 40)
0 0 0 -6 36 -6 36 46 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.4 2.4 92.9 85.9 95.3 93.7 4.7 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 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,545
COMMITMENTS
0 1,780 370 28,854 28,515 29,224 30,665 2,321 880
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 442)
0 360 -120 120 -58 0 182 442 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.6 1.2 91.5 90.4 92.6 97.2 7.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 24 21 26 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,797
COMMITMENTS
660 108 0 10,691 11,213 11,351 11,321 1,446 1,476
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 157)
0 0 0 -23 167 -23 167 180 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 0.8 0.0 83.5 87.6 88.7 88.5 11.3 11.5
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 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,173
COMMITMENTS
672 0 0 14,368 15,413 15,040 15,413 1,133 760
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 165)
0 0 0 169 149 169 149 -4 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 0.0 88.8 95.3 93.0 95.3 7.0 4.7
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 02/09/10 |
--------------------------------------------------------------| 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: 10,977
COMMITMENTS
0 0 0 9,973 10,515 9,973 10,515 1,004 462
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 57)
0 0 0 57 37 57 37 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.9 95.8 90.9 95.8 9.1 4.2
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 02/09/10 |
--------------------------------------------------------------| 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 02/02/10 (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 0.0 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 02/09/10 |
--------------------------------------------------------------| 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 02/02/10 (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 0.0 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 02/09/10 |
--------------------------------------------------------------| 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 02/02/10 (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 98.9 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 02/09/10 |
--------------------------------------------------------------| 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 02/02/10 (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 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 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 93,588
COMMITMENTS
0 3,945 0 93,437 89,643 93,437 93,588 151 0
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 2,895)
0 0 0 2,895 2,895 2,895 2,895 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.2 0.0 99.8 95.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 16 12 16 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,600,267
COMMITMENTS
0 61,670 0 1600267 1538597 1600267 1600267 0 0
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 46,880)
0 0 0 46,880 46,880 46,880 46,880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.9 0.0 100.0 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 16 11 16 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 177,440
COMMITMENTS
4,855 0 0 172,585 176,975 177,440 176,975 0 465
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 5,455)
0 0 0 5,455 5,455 5,455 5,455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 0.0 97.3 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 21 27 23 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,910,814
COMMITMENTS
77,269 0 0 2833545 2910814 2910814 2910814 0 0
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 101,260)
0 0 0 101,260 101,260 101,260 101,260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 0.0 97.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 0 19 25 22 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 62,833
COMMITMENTS
40 2,990 0 60,128 59,715 60,168 62,705 2,665 128
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 115)
0 0 0 0 115 0 115 115 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 4.8 0.0 95.7 95.0 95.8 99.8 4.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 19 16 20 17
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,027,486
COMMITMENTS
0 74,080 0 1027486 953,406 1027486 1027486 0 0
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,875)
0 0 0 1,875 1,875 1,875 1,875 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: 26)
0 1 0 17 17 17 18
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 58,144
COMMITMENTS
4,830 495 45 53,269 57,584 58,144 58,124 0 20
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 489)
0 0 0 489 489 489 489 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 0.9 0.1 91.6 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 02/09/10 |
--------------------------------------------------------------| 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 02/02/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,056,064
COMMITMENTS
98,820 30,312 0 957,244 1025752 1056064 1056064 0 0
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 8,544)
0 0 0 8,544 8,544 8,544 8,544 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 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,174
COMMITMENTS
555 45 155 21,292 21,771 22,002 21,971 172 203
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -1,989)
-54 0 8 -1,677 -1,980 -1,723 -1,972 -266 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.2 0.7 96.0 98.2 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 3 34 34 38 37
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,900
COMMITMENTS
45 0 25 15,205 15,860 15,275 15,885 625 15
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -125 -90 -125 -90 50 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.2 95.6 99.7 96.1 99.9 3.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 15 17 16 18
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,364
COMMITMENTS
0 139 237 10,959 10,898 11,196 11,274 168 90
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 83)
0 -20 18 35 100 53 98 30 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 2.1 96.4 95.9 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 23 20 24
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,549
COMMITMENTS
380 0 0 7,705 8,245 8,085 8,245 464 304
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 112)
0 0 0 191 42 191 42 -79 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.0 0.0 90.1 96.4 94.6 96.4 5.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 29 23 30 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,307,602
COMMITMENTS
225,068 183,008 320,352 686,710 734,745 1232130 1238105 75,472 69,497
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -53,095)
-17,017 26,950 -26,724 9,829 -37,430 -33,912 -37,204 -19,183 -15,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 14.0 24.5 52.5 56.2 94.2 94.7 5.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
100 99 147 88 95 278 268
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,277
COMMITMENTS
29,407 23,876 1,698 154,701 134,216 185,806 159,790 25,471 51,487
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 4,735)
-460 -223 -192 4,413 1,971 3,761 1,556 974 3,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 11.3 0.8 73.2 63.5 87.9 75.6 12.1 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 6 31 27 37 34
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 63,490
COMMITMENTS
1,380 780 325 61,780 62,380 63,485 63,485 5 5
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 766)
49 -350 300 417 1,016 766 966 0 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 1.2 0.5 97.3 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 3 2 51 47 56 52
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,933
COMMITMENTS
18,778 32,270 8,733 99,791 86,497 127,302 127,500 5,631 5,433
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -2,012)
-706 -2,990 -15 -1,591 502 -2,312 -2,503 300 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 24.3 6.6 75.1 65.1 95.8 95.9 4.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 14 16 24 23 45 40
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,870
COMMITMENTS
1,217 2,441 8,013 27,408 26,857 36,638 37,311 2,232 1,559
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -625)
-1,603 0 703 393 -1,555 -507 -852 -118 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 6.3 20.6 70.5 69.1 94.3 96.0 5.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 4 16 16 21 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,850
COMMITMENTS
295 0 1,814 57,704 65,499 59,813 67,313 35,037 27,537
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 638)
60 0 -55 7,623 504 7,628 449 -6,990 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 1.9 60.8 69.1 63.1 71.0 36.9 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 22 20 23 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,880
COMMITMENTS
950 1,607 150 31,780 30,990 32,880 32,747 0 133
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -30)
0 0 0 -30 -30 -30 -30 0 0
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 25 33 28 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,095
COMMITMENTS
16,383 4,077 481 2,902 17,149 19,766 21,707 2,329 388
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -929)
161 183 -72 -578 -915 -489 -804 -440 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.1 18.5 2.2 13.1 77.6 89.5 98.2 10.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
74 31 8 19 32 100 68
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,325
COMMITMENTS
23,263 3,929 770 5,771 28,300 29,804 32,999 4,521 1,326
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -747)
-46 -357 147 -407 -510 -306 -720 -441 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.8 11.4 2.2 16.8 82.4 86.8 96.1 13.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
85 20 9 19 32 112 55
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 258,438
COMMITMENTS
64,081 10,645 31,668 144,272 200,943 240,021 243,256 18,417 15,182
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 320)
-7,829 -1,340 2,083 7,593 247 1,847 990 -1,527 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 4.1 12.3 55.8 77.8 92.9 94.1 7.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
61 23 51 72 85 152 145
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,512
COMMITMENTS
1,720 0 316 12,662 13,758 14,698 14,074 5,814 6,438
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 258)
1,329 0 -396 -129 1 804 -395 -546 653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.0 1.5 61.7 67.1 71.7 68.6 28.3 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 14 16 16 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,087
COMMITMENTS
1,346 100 225 6,385 7,510 7,956 7,835 131 252
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 65)
0 0 -50 115 115 65 65 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 1.2 2.8 79.0 92.9 98.4 96.9 1.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 3 29 30 33 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,355
COMMITMENTS
1,855 86 630 42,287 45,444 44,772 46,160 1,583 195
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 2,775)
120 0 0 2,538 2,775 2,658 2,775 117 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.2 1.4 91.2 98.0 96.6 99.6 3.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 1 32 32 36 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,366
COMMITMENTS
2,200 0 0 19,070 20,741 21,270 20,741 96 625
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,355)
0 0 0 1,355 1,280 1,355 1,280 0 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 0.0 0.0 89.3 97.1 99.6 97.1 0.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 22 13 23 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,746
COMMITMENTS
906 400 500 13,340 13,846 14,746 14,746 0 0
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 325)
0 0 0 325 325 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 2.7 3.4 90.5 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 2 29 25 33 27
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,300
COMMITMENTS
0 100 35 2,357 2,237 2,392 2,372 908 928
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 57)
0 -15 5 -10 39 -5 29 62 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.0 1.1 71.4 67.8 72.5 71.9 27.5 28.1
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 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,335
COMMITMENTS
180 0 0 12,970 13,285 13,150 13,285 185 50
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 582)
-60 0 0 642 582 582 582 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 0.0 97.3 99.6 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 19 17 20 17
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,484
COMMITMENTS
480 3,482 636 18,884 16,289 20,000 20,407 484 77
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,307)
0 -45 0 1,139 1,484 1,139 1,439 168 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 17.0 3.1 92.2 79.5 97.6 99.6 2.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 1 29 35 31 39
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,497
COMMITMENTS
901 1,122 0 12,596 12,357 13,497 13,479 0 18
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 359)
-134 180 0 493 179 359 359 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 8.3 0.0 93.3 91.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 0 22 23 25 24
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,733
COMMITMENTS
3,686 2,770 1,188 38,009 40,963 42,883 44,921 2,850 812
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -1,539)
-174 0 -141 -1,113 -1,299 -1,428 -1,440 -111 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 6.1 2.6 83.1 89.6 93.8 98.2 6.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 6 4 34 37 41 44
Updated February 7, 2010