GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,687
COMMITMENTS
819 2,079 64 39,740 38,361 40,623 40,504 64 183
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -6,479)
-166 -1,101 0 -6,318 -5,358 -6,484 -6,459 5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 5.1 0.2 97.7 94.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 4 1 42 47 44 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,779
COMMITMENTS
200 0 0 28,502 28,579 28,702 28,579 77 200
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -4,630)
-200 0 0 -4,425 -4,620 -4,625 -4,620 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 0.0 99.0 99.3 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 28 32 29 32
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,367
COMMITMENTS
170 216 31 3,815 3,932 4,016 4,179 1,351 1,188
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -487)
24 0 -24 -483 -408 -483 -432 -4 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 4.0 0.6 71.1 73.3 74.8 77.9 25.2 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 19 18 20 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,609
COMMITMENTS
485 183 146 6,563 6,748 7,194 7,077 1,415 1,532
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,524)
-237 -125 33 -1,490 -1,665 -1,694 -1,757 170 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 2.1 1.7 76.2 78.4 83.6 82.2 16.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 3 40 37 44 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,770
COMMITMENTS
378 420 243 5,574 5,523 6,195 6,186 575 584
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,720)
-311 66 -60 -1,309 -1,748 -1,680 -1,742 -40 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 6.2 3.6 82.3 81.6 91.5 91.4 8.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 7 3 47 49 51 57
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,514
COMMITMENTS
639 0 15 988 2,104 1,642 2,119 872 395
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 36)
142 0 0 -55 75 87 75 -51 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 0.0 0.6 39.3 83.7 65.3 84.3 34.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 1 12 15 16 16
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,410
COMMITMENTS
30 40 0 1,062 867 1,092 907 318 503
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -500)
-30 -45 0 -366 -423 -396 -468 -104 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 2.8 0.0 75.3 61.5 77.4 64.3 22.6 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 16 15 17 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,701
COMMITMENTS
0 200 0 12,521 12,491 12,521 12,691 180 10
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -3,070)
0 -200 0 -3,055 -2,840 -3,055 -3,040 -15 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.6 0.0 98.6 98.3 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 23 16 23 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 318,630
COMMITMENTS
69,840 30,896 39,936 161,808 221,388 271,584 292,220 47,046 26,410
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 17,719)
17,182 233 310 -2,562 13,337 14,930 13,880 2,789 3,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 9.7 12.5 50.8 69.5 85.2 91.7 14.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
55 19 44 64 82 138 134
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,409
COMMITMENTS
475 1,390 650 14,251 13,304 15,376 15,344 33 65
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -5,007)
0 -232 0 -4,955 -4,760 -4,955 -4,992 -52 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 9.0 4.2 92.5 86.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
3 7 4 37 46 43 55
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,932
COMMITMENTS
2,460 0 25 4,360 6,382 6,845 6,407 87 525
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,077)
-225 0 -25 -820 -1,427 -1,070 -1,452 -7 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 0.0 0.4 62.9 92.1 98.7 92.4 1.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 0 1 23 21 29 22
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,471
COMMITMENTS
2,738 80 501 6,190 8,870 9,429 9,451 42 20
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -815)
-950 0 150 -15 -965 -815 -815 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 0.8 5.3 65.4 93.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 9 12 11 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 760,786
COMMITMENTS
117,753 293,654 218,083 343,599 209,312 679,435 721,049 81,351 39,737
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 2,084)
-4,657 1,165 9,511 -6,825 -9,156 -1,971 1,520 4,055 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 38.6 28.7 45.2 27.5 89.3 94.8 10.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
84 92 121 85 74 248 222
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 54,723
COMMITMENTS
0 0 0 50,286 48,123 50,286 48,123 4,437 6,600
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,072)
0 0 0 1,670 3,542 1,670 3,542 -3,742 -5,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 91.9 87.9 91.9 87.9 8.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 16 19 16
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,608
COMMITMENTS
0 0 0 45,972 53,104 45,972 53,104 10,636 3,504
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -5,812)
0 0 0 -5,498 -5,285 -5,498 -5,285 -314 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 81.2 93.8 81.2 93.8 18.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 54,850
COMMITMENTS
2,332 2,367 5,839 38,998 35,752 47,169 43,958 7,681 10,892
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -6,221)
155 -415 -812 -3,355 -7,996 -4,012 -9,223 -2,209 3,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 4.3 10.6 71.1 65.2 86.0 80.1 14.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 14 10 17 13
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,672
COMMITMENTS
3,599 1,280 3,233 44,395 50,921 51,227 55,434 11,445 7,238
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -5,353)
120 -579 -972 -4,133 -5,294 -4,985 -6,845 -368 1,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 2.0 5.2 70.8 81.3 81.7 88.5 18.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 16 14 19 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 112,860
COMMITMENTS
0 13,592 1,093 101,014 93,714 102,107 108,399 10,753 4,461
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -10,475)
0 1,705 -1,523 -13,320 -10,430 -14,843 -10,248 4,368 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.0 1.0 89.5 83.0 90.5 96.0 9.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 3 20 25 23 28
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,033
COMMITMENTS
0 892 1,594 79,925 77,276 81,519 79,762 10,514 12,271
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -8,185)
0 317 -317 -11,281 -15,124 -11,598 -15,124 3,413 6,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.0 1.7 86.8 84.0 88.6 86.7 11.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 15 16 16 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,013
COMMITMENTS
7,716 0 5,807 124,704 138,681 138,227 144,488 14,786 8,525
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -10,854)
100 0 -1,505 -11,244 -11,755 -12,649 -13,260 1,795 2,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 0.0 3.8 81.5 90.6 90.3 94.4 9.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 2 26 27 29 29
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,594,413
COMMITMENTS
493,991 101,177 816,654 1262639 1657290 2573284 2575121 21,129 19,292
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 22,483)
11,844 -2,719 9,185 1,271 16,389 22,300 22,855 183 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 3.9 31.5 48.7 63.9 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
37 27 60 105 91 170 154
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 979,221
COMMITMENTS
167,046 113,041 182,243 626,200 680,487 975,489 975,771 3,732 3,450
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 23,794)
19,622 11,519 -169 4,879 12,918 24,332 24,268 -538 -474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 11.5 18.6 63.9 69.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
25 27 40 39 37 87 81
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 6,814
COMMITMENTS
0 849 0 6,731 5,863 6,731 6,712 83 102
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,174)
0 -75 0 -1,148 -1,124 -1,148 -1,199 -26 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.5 0.0 98.8 86.0 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 27 24 27 25
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,648
COMMITMENTS
157 235 10 1,849 1,362 2,016 1,607 632 1,041
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -189)
33 17 -30 -223 -238 -220 -251 31 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 8.9 0.4 69.8 51.4 76.1 60.7 23.9 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 14 17 15 20
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,818
COMMITMENTS
95 30 25 1,281 1,456 1,401 1,511 417 307
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -508)
-66 0 1 -344 -400 -409 -399 -99 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 1.7 1.4 70.5 80.1 77.1 83.1 22.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 20 23 22 26
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,006
COMMITMENTS
6,504 354 1,062 30,856 39,484 38,422 40,900 2,584 106
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 1,317)
672 24 82 503 1,171 1,257 1,277 60 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 0.9 2.6 75.2 96.3 93.7 99.7 6.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 3 31 31 35 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,990
COMMITMENTS
92 46 0 6,516 6,945 6,608 6,991 1,382 999
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -403)
-84 -125 0 -571 -297 -655 -422 252 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.6 0.0 81.6 86.9 82.7 87.5 17.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 14 14 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,875
COMMITMENTS
0 762 24 14,846 14,317 14,870 15,103 1,005 772
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -23)
0 62 -28 398 171 370 205 -393 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.8 0.2 93.5 90.2 93.7 95.1 6.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 25 22 27 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,167
COMMITMENTS
675 0 0 8,099 8,659 8,774 8,659 1,393 1,508
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -176)
16 0 0 306 16 322 16 -498 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 0.0 0.0 79.7 85.2 86.3 85.2 13.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 17 14 18 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,771
COMMITMENTS
164 2,290 350 27,809 28,197 28,323 30,837 3,448 934
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 967)
0 264 0 599 339 599 603 368 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 7.2 1.1 87.5 88.8 89.1 97.1 10.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 25 24 28 27
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,120
COMMITMENTS
190 352 40 10,141 10,700 10,371 11,092 1,749 1,028
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -914)
0 74 -32 -713 -760 -745 -718 -169 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 2.9 0.3 83.7 88.3 85.6 91.5 14.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 20 16 21 18
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,226
COMMITMENTS
0 575 0 23,971 23,396 23,971 23,971 255 255
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,184)
0 -525 0 -2,184 -1,659 -2,184 -2,184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.4 0.0 98.9 96.6 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 8 13 9
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,071
COMMITMENTS
132 20 12 11,929 12,415 12,073 12,447 998 624
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,782)
0 0 0 -1,836 -1,376 -1,836 -1,376 54 -406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.2 0.1 91.3 95.0 92.4 95.2 7.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 26 21 27 23
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 8,721
COMMITMENTS
0 0 0 7,659 7,939 7,659 7,939 1,062 782
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -502)
0 0 0 -452 -450 -452 -450 -50 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.8 91.0 87.8 91.0 12.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 18 21 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,516
COMMITMENTS
0 510 0 48,006 47,920 48,006 48,430 510 86
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -3,216)
0 0 0 -3,216 -3,216 -3,216 -3,216 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 0.0 98.9 98.8 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 13 14 14
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 693,487
COMMITMENTS
0 9,360 0 693,487 684,127 693,487 693,487 0 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -51,609)
0 0 0 -51,609 -51,609 -51,609 -51,609 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.3 0.0 100.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 12 17 13
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,882
COMMITMENTS
0 460 0 32,882 32,422 32,882 32,882 0 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,415)
0 -420 0 -2,415 -1,995 -2,415 -2,415 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.4 0.0 100.0 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 10 14 11
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,005
COMMITMENTS
230 0 0 33,010 34,005 33,240 34,005 765 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,677)
-210 0 0 -1,467 -1,677 -1,677 -1,677 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 0.0 97.1 100.0 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 15 10 16 10
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 503,787
COMMITMENTS
0 0 0 503,787 503,787 503,787 503,787 0 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -17,265)
0 0 0 -17,265 -17,265 -17,265 -17,265 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: 24)
0 0 0 14 14 14 14
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,101
COMMITMENTS
0 0 0 63,078 63,101 63,078 63,101 23 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -4,200)
0 0 0 -4,179 -4,200 -4,179 -4,200 -21 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: 28)
0 0 0 18 15 18 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,077,087
COMMITMENTS
0 0 0 1077087 1077087 1077087 1077087 0 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -69,300)
0 0 0 -69,300 -69,300 -69,300 -69,300 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: 26)
0 0 0 18 13 18 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 208,481
COMMITMENTS
916 0 0 207,565 208,213 208,481 208,213 0 268
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -3,125)
-515 0 -315 -2,295 -2,789 -3,125 -3,104 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 0.0 99.6 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 0 26 28 28 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,649,626
COMMITMENTS
0 0 0 3649626 3649626 3649626 3649626 0 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -55,682)
0 -1,540 0 -55,682 -54,142 -55,682 -55,682 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: 40)
0 0 0 24 28 24 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,393
COMMITMENTS
3,558 1,715 132 56,703 57,806 60,393 59,653 0 740
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,597)
1,456 -105 0 -4,053 -2,747 -2,597 -2,852 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 2.8 0.2 93.9 95.7 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 1 24 22 29 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,146,781
COMMITMENTS
29,405 68,659 0 1117376 1078122 1146781 1146781 0 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -49,036)
-5,390 -1,925 0 -43,646 -47,111 -49,036 -49,036 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 6.0 0.0 97.4 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 0 25 26 27 28
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,866
COMMITMENTS
1,595 223 301 52,840 54,342 54,736 54,866 130 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -4,308)
-525 0 0 -3,762 -4,308 -4,287 -4,308 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.4 0.5 96.3 99.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 23 26 26 28
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 9,068
COMMITMENTS
46 230 0 7,979 8,177 8,025 8,407 1,043 661
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,266)
-42 -210 0 -1,203 -1,056 -1,245 -1,266 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 2.5 0.0 88.0 90.2 88.5 92.7 11.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 11 14 12
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,668
COMMITMENTS
510 0 0 15,648 15,839 16,158 15,839 510 829
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -630)
0 0 0 -630 -630 -630 -630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 0.0 93.9 95.0 96.9 95.0 3.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 12 16 12
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 432,408
COMMITMENTS
0 9,400 0 432,408 423,008 432,408 432,408 0 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -39,270)
0 -9,625 0 -39,270 -29,645 -39,270 -39,270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.2 0.0 100.0 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 9 13 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,019,978
COMMITMENTS
9,776 37,930 1,880 1008322 980,168 1019978 1019978 0 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -83,785)
-10,010 3,850 -3,850 -69,925 -83,785 -83,785 -83,785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 3.7 0.2 98.9 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 1 24 28 27 30
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 412,232
COMMITMENTS
0 11,605 3,760 408,472 396,867 412,232 412,232 0 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -19,250)
0 3,850 -3,850 -15,400 -19,250 -19,250 -19,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.8 0.9 99.1 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 14 12 15 13
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,676
COMMITMENTS
140 0 375 25,370 25,809 25,885 26,184 791 492
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 161)
5 0 75 267 108 347 183 -186 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 1.4 95.1 96.7 97.0 98.2 3.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 2 39 35 42 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,234
COMMITMENTS
380 0 0 15,590 15,668 15,970 15,668 264 566
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -714)
-130 0 0 -569 -629 -699 -629 -15 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 0.0 96.0 96.5 98.4 96.5 1.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 18 16 19 16
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,792
COMMITMENTS
80 0 0 7,975 8,043 8,055 8,043 737 749
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -876)
80 0 0 -911 -748 -831 -748 -45 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.0 0.0 90.7 91.5 91.6 91.5 8.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 26 21 27 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,363
COMMITMENTS
0 0 0 9,838 9,846 9,838 9,846 525 517
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -489)
0 0 0 -318 -244 -318 -244 -171 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.9 95.0 94.9 95.0 5.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 22 22 22 22
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,937
COMMITMENTS
0 0 0 3,878 3,786 3,878 3,786 59 151
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.5 96.2 98.5 96.2 1.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 13 18 13
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,367,119
COMMITMENTS
340,709 164,152 323,296 610,602 811,086 1274607 1298534 92,512 68,585
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 24,794)
29,313 -350 -12,873 4,632 32,521 21,072 19,298 3,722 5,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 12.0 23.6 44.7 59.3 93.2 95.0 6.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
129 90 141 89 98 295 262
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 236,465
COMMITMENTS
27,865 16,168 10,196 162,054 159,579 200,115 185,943 36,350 50,522
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -12,113)
-900 -388 -4,168 -7,723 -2,743 -12,791 -7,299 678 -4,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 6.8 4.3 68.5 67.5 84.6 78.6 15.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 4 30 30 35 35
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,079
COMMITMENTS
428 2,166 50 36,546 34,736 37,024 36,952 55 127
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -5,665)
220 -1,148 -8 -5,869 -4,558 -5,657 -5,714 -8 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 5.8 0.1 98.6 93.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 4 1 43 39 47 44
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,982
COMMITMENTS
4,494 34,753 3,304 77,128 44,324 84,926 82,381 3,056 5,601
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 3,043)
43 1,781 954 2,182 446 3,179 3,181 -136 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 39.5 3.8 87.7 50.4 96.5 93.6 3.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 11 10 27 25 39 39
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,970
COMMITMENTS
4,325 375 0 10,620 14,570 14,945 14,945 25 25
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,955)
-200 -200 0 -1,730 -1,730 -1,930 -1,930 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 2.5 0.0 70.9 97.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 0 19 24 21 27
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,157
COMMITMENTS
16,116 2,357 290 3,817 19,862 20,223 22,509 2,934 648
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 315)
31 120 -57 -20 57 -46 120 361 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.6 10.2 1.3 16.5 85.8 87.3 97.2 12.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
84 14 6 21 32 110 49
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 36,578
COMMITMENTS
25,325 1,971 265 5,400 33,027 30,990 35,263 5,588 1,315
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 2,077)
1,576 -387 2 203 2,376 1,781 1,991 296 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.2 5.4 0.7 14.8 90.3 84.7 96.4 15.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
84 11 6 15 33 104 47
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 269,059
COMMITMENTS
85,276 11,689 23,975 136,081 220,561 245,332 256,225 23,727 12,834
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,770)
2,251 93 -3,354 -5,580 -1,857 -6,683 -5,118 3,913 2,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 4.3 8.9 50.6 82.0 91.2 95.2 8.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
78 17 37 75 91 166 135
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,927
COMMITMENTS
3,102 1,318 1,226 10,703 11,984 15,031 14,528 4,896 5,399
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -3,789)
700 179 -341 -5,365 -4,797 -5,006 -4,959 1,217 1,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 6.6 6.2 53.7 60.1 75.4 72.9 24.6 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 3 4 12 18 19 23
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,706
COMMITMENTS
86 150 0 4,333 4,543 4,419 4,693 287 13
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,185)
-136 -160 -20 -1,182 -905 -1,338 -1,085 153 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 3.2 0.0 92.1 96.5 93.9 99.7 6.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 22 22 24 23
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,291
COMMITMENTS
330 2,297 15 52,018 50,744 52,363 53,056 928 235
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -7,902)
-130 111 -20 -7,718 -8,048 -7,868 -7,957 -34 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 4.3 0.0 97.6 95.2 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 2 1 32 35 35 37
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,379
COMMITMENTS
200 0 0 17,934 18,279 18,134 18,279 245 100
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -717)
-200 0 0 -512 -817 -712 -817 -5 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.0 97.6 99.5 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 20 16 21 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,387
COMMITMENTS
850 2,475 0 6,187 4,662 7,037 7,137 350 250
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -912)
0 425 -50 -812 -1,387 -862 -1,012 -50 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 33.5 0.0 83.8 63.1 95.3 96.6 4.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 0 24 22 27 23
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,680
COMMITMENTS
1,666 0 50 13,804 15,380 15,520 15,430 160 250
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,736)
-929 0 0 -1,692 -2,636 -2,621 -2,636 -115 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 0.0 0.3 88.0 98.1 99.0 98.4 1.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 32 22 34 23
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,409
COMMITMENTS
516 1,133 570 13,467 13,493 14,553 15,196 856 213
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,595)
-338 248 217 -1,297 -1,811 -1,418 -1,346 -177 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 7.4 3.7 87.4 87.6 94.4 98.6 5.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 4 31 31 37 36
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,686
COMMITMENTS
0 2,400 54 13,542 11,106 13,596 13,560 90 126
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,852)
0 135 -33 -1,604 -1,820 -1,637 -1,718 -215 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.5 0.4 98.9 81.1 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 6 2 27 22 29 28
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,333
COMMITMENTS
6,494 1,242 1,646 22,540 28,159 30,680 31,047 653 286
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -961)
689 -176 288 -1,945 -1,027 -968 -915 7 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 4.0 5.3 71.9 89.9 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 7 34 33 42 41
Updated December 10, 2010