GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,432
COMMITMENTS
819 2,180 64 41,490 40,010 42,373 42,254 59 178
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,745)
0 101 0 1,750 1,649 1,750 1,750 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 5.1 0.2 97.8 94.3 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 4 1 41 46 43 50
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,624
COMMITMENTS
200 0 0 28,347 28,424 28,547 28,424 77 200
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -155)
0 0 0 -155 -155 -155 -155 0 0
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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,492
COMMITMENTS
170 216 31 3,754 3,985 3,955 4,232 1,537 1,260
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 125)
0 0 0 -61 53 -61 53 186 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 3.9 0.6 68.4 72.6 72.0 77.1 28.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 18 17 19 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,768
COMMITMENTS
498 293 146 6,849 7,332 7,493 7,771 1,275 997
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 159)
13 110 0 286 584 299 694 -140 -535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 3.3 1.7 78.1 83.6 85.5 88.6 14.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 2 3 41 40 45 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,106
COMMITMENTS
394 418 290 5,943 5,954 6,627 6,662 479 444
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 336)
16 -2 47 369 431 432 476 -96 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 5.9 4.1 83.6 83.8 93.3 93.8 6.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
2 7 3 50 51 54 59
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,604
COMMITMENTS
709 0 5 1,013 2,159 1,727 2,164 877 440
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 90)
70 0 -10 25 55 85 45 5 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 0.0 0.2 38.9 82.9 66.3 83.1 33.7 16.9
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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,458
COMMITMENTS
30 40 0 1,103 1,061 1,133 1,101 325 357
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 48)
0 0 0 41 194 41 194 7 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 2.7 0.0 75.7 72.8 77.7 75.5 22.3 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 18 17 19 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 15,297
COMMITMENTS
0 200 0 15,117 15,087 15,117 15,287 180 10
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 2,596)
0 0 0 2,596 2,596 2,596 2,596 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.3 0.0 98.8 98.6 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 26 17 26 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 304,187
COMMITMENTS
63,476 29,205 35,205 160,893 215,812 259,574 280,222 44,613 23,965
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -14,443)
-6,364 -1,691 -4,731 -915 -5,576 -12,010 -11,998 -2,433 -2,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 9.6 11.6 52.9 70.9 85.3 92.1 14.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
49 24 44 71 83 142 136
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,334
COMMITMENTS
475 1,540 600 15,176 14,129 16,251 16,269 83 65
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 925)
0 150 -50 925 825 875 925 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 9.4 3.7 92.9 86.5 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
3 7 4 41 46 47 55
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| 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 4,410 6,907 6,895 6,932 37 0
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 50 525 50 525 -50 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 0.0 0.4 63.6 99.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 0 1 24 23 30 24
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,447
COMMITMENTS
2,588 80 627 6,190 8,720 9,405 9,427 42 20
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -24)
-150 0 126 0 -150 -24 -24 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 0.8 6.6 65.5 92.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 9 12 11 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 785,382
COMMITMENTS
128,700 311,752 226,431 343,373 209,335 698,504 747,518 86,878 37,864
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 24,596)
10,947 18,098 8,348 -226 23 19,069 26,469 5,527 -1,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 39.7 28.8 43.7 26.7 88.9 95.2 11.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
82 97 116 84 74 244 221
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,053
COMMITMENTS
86 0 280 51,170 49,173 51,536 49,453 4,517 6,600
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,330)
86 0 280 884 1,050 1,250 1,330 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 0.5 91.3 87.7 91.9 88.2 8.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 16 20 17
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| 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 12/07/10 (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 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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 54,788
COMMITMENTS
2,332 2,367 5,839 38,998 35,690 47,169 43,896 7,619 10,892
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -62)
0 0 0 0 -62 0 -62 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 4.3 10.7 71.2 65.1 86.1 80.1 13.9 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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,307
COMMITMENTS
2,315 1,280 3,750 45,809 51,039 51,874 56,069 11,433 7,238
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 635)
-1,284 0 517 1,414 118 647 635 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 2.0 5.9 72.4 80.6 81.9 88.6 18.1 11.4
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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 112,456
COMMITMENTS
0 12,308 1,275 100,708 93,408 101,983 106,991 10,473 5,465
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -404)
0 -1,284 182 -306 -306 -124 -1,408 -280 1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.9 1.1 89.6 83.1 90.7 95.1 9.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 3 19 25 22 28
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 91,973
COMMITMENTS
0 952 1,594 79,865 77,156 81,459 79,702 10,514 12,271
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -60)
0 60 0 -60 -120 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.0 1.7 86.8 83.9 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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,357
COMMITMENTS
6,829 296 6,780 124,503 137,756 138,112 144,832 15,245 8,525
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 344)
-887 296 973 -201 -925 -115 344 459 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.2 4.4 81.2 89.8 90.1 94.4 9.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 26 27 29 29
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,626,825
COMMITMENTS
524,952 101,523 834,865 1245359 1670157 2605176 2606545 21,649 20,280
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 32,412)
30,961 346 18,211 -17,280 12,867 31,892 31,424 520 988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 3.9 31.8 47.4 63.6 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
40 26 62 105 91 173 155
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 989,618
COMMITMENTS
169,996 115,416 177,390 638,240 692,865 985,626 985,671 3,992 3,947
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 10,397)
2,950 2,375 -4,853 12,040 12,378 10,137 9,900 260 497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 11.7 17.9 64.5 70.0 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
27 27 44 41 38 92 85
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,568
COMMITMENTS
0 849 0 7,500 6,582 7,500 7,431 68 137
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 754)
0 0 0 769 719 769 719 -15 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.2 0.0 99.1 87.0 99.1 98.2 0.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 26 26 26 27
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,737
COMMITMENTS
163 324 11 2,020 1,652 2,194 1,987 543 750
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 89)
6 89 1 171 290 178 380 -89 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 11.8 0.4 73.8 60.4 80.2 72.6 19.8 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 16 19 17 23
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,962
COMMITMENTS
135 30 20 1,339 1,543 1,494 1,593 468 369
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 144)
40 0 -5 58 87 93 82 51 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 1.5 1.0 68.2 78.6 76.1 81.2 23.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 17 22 19 25
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,961
COMMITMENTS
5,824 386 1,664 30,917 38,713 38,405 40,763 2,556 198
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -45)
-680 32 602 61 -771 -17 -137 -28 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 0.9 4.1 75.5 94.5 93.8 99.5 6.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 3 30 31 34 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,098
COMMITMENTS
92 46 0 6,624 7,053 6,716 7,099 1,382 999
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 108)
0 0 0 108 108 108 108 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.6 0.0 81.8 87.1 82.9 87.7 17.1 12.3
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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,015
COMMITMENTS
0 758 24 14,890 14,351 14,914 15,133 1,101 882
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 140)
0 -4 0 44 34 44 30 96 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.7 0.1 93.0 89.6 93.1 94.5 6.9 5.5
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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,191
COMMITMENTS
699 0 0 8,099 8,683 8,798 8,683 1,393 1,508
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 24)
24 0 0 0 24 24 24 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 0.0 0.0 79.5 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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,930
COMMITMENTS
164 2,404 350 27,968 28,232 28,482 30,986 3,448 944
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 159)
0 114 0 159 35 159 149 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 7.5 1.1 87.6 88.4 89.2 97.0 10.8 3.0
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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,032
COMMITMENTS
190 352 40 10,053 10,684 10,283 11,076 1,749 956
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -88)
0 0 0 -88 -16 -88 -16 0 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 2.9 0.3 83.6 88.8 85.5 92.1 14.5 7.9
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 12/14/10 |
--------------------------------------------------------------| 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 12/07/10 (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 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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,429
COMMITMENTS
232 0 132 12,049 12,655 12,413 12,787 1,016 642
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 358)
100 -20 120 120 240 340 340 18 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 1.0 89.7 94.2 92.4 95.2 7.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 26 21 28 23
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| 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 12/07/10 (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 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 12/14/10 |
--------------------------------------------------------------| 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 12/07/10 (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 1.1 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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 694,279
COMMITMENTS
0 9,360 0 694,279 684,919 694,279 694,279 0 0
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 792)
0 0 0 792 792 792 792 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 BGE PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A42
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,669
COMMITMENTS
0 410 0 32,135 32,259 32,135 32,669 534 0
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.3 0.0 98.4 98.7 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 4 15 5
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| 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 12/07/10 (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 1.4 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 12/14/10 |
--------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 0.0 97.1 100.0 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 15 10 16 10
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| 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 12/07/10 (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: 24)
0 0 0 14 14 14 14
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| 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 12/07/10 (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: 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 12/14/10 |
--------------------------------------------------------------| 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 12/07/10 (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: 26)
0 0 0 18 13 18 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 208,760
COMMITMENTS
916 0 0 207,844 208,630 208,760 208,630 0 130
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 279)
0 0 0 279 417 279 417 0 -138
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 25 29 27 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,666,429
COMMITMENTS
0 0 0 3666429 3666429 3666429 3666429 0 0
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 16,803)
0 0 0 16,803 16,803 16,803 16,803 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: 39)
0 0 0 24 28 24 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,066
COMMITMENTS
3,558 1,715 1,407 58,101 59,689 63,066 62,811 0 255
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 2,673)
0 0 1,275 1,398 1,883 2,673 3,158 0 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 2.7 2.2 92.1 94.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 2 24 24 30 27
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,181,715
COMMITMENTS
33,205 67,900 0 1148510 1113056 1181715 1180956 0 759
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 34,934)
3,800 -759 0 31,134 34,934 34,934 34,175 0 759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 5.7 0.0 97.2 94.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 0 26 26 28 28
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,059
COMMITMENTS
1,595 223 301 53,033 54,535 54,929 55,059 130 0
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 193)
0 0 0 193 193 193 193 0 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 12/14/10 |
--------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,750
COMMITMENTS
510 0 0 15,730 15,921 16,240 15,921 510 829
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 82)
0 0 0 82 82 82 82 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.0 0.0 93.9 95.1 97.0 95.1 3.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 12 17 12
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| 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 12/07/10 (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 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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,021,408
COMMITMENTS
9,776 41,730 1,880 1009752 977,798 1021408 1021408 0 0
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,430)
0 3,800 0 1,430 -2,370 1,430 1,430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 4.1 0.2 98.9 95.7 100.0 100.0 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 12/14/10 |
--------------------------------------------------------------| 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 12/07/10 (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 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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,112
COMMITMENTS
140 0 375 25,724 26,343 26,239 26,718 873 394
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 436)
0 0 0 354 534 354 534 82 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 1.4 94.9 97.2 96.8 98.5 3.2 1.5
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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,602
COMMITMENTS
420 0 35 16,003 16,076 16,458 16,111 144 491
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 368)
40 0 35 413 408 488 443 -120 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 0.2 96.4 96.8 99.1 97.0 0.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 20 17 22 18
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,015
COMMITMENTS
60 0 0 8,223 8,331 8,283 8,331 732 684
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 223)
-20 0 0 248 288 228 288 -5 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 0.0 91.2 92.4 91.9 92.4 8.1 7.6
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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,733
COMMITMENTS
0 0 0 10,193 10,216 10,193 10,216 540 517
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 370)
0 0 0 355 370 355 370 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 95.0 95.2 95.0 95.2 5.0 4.8
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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,978
COMMITMENTS
0 0 0 3,919 3,827 3,919 3,827 59 151
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 41)
0 0 0 41 41 41 41 0 0
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 12 18 12
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,380,779
COMMITMENTS
329,113 166,328 319,520 641,482 833,165 1290115 1319013 90,664 61,766
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 13,660)
-11,596 2,176 -3,776 30,880 22,079 15,508 20,479 -1,848 -6,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 12.0 23.1 46.5 60.3 93.4 95.5 6.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
127 98 145 94 98 303 271
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 240,694
COMMITMENTS
30,204 17,088 10,895 161,949 158,079 203,048 186,062 37,646 54,632
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 4,229)
2,339 920 699 -105 -1,500 2,933 119 1,296 4,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 7.1 4.5 67.3 65.7 84.4 77.3 15.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 5 29 29 35 35
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,164
COMMITMENTS
428 2,166 50 39,531 37,721 40,009 39,937 155 227
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 3,085)
0 0 0 2,985 2,985 2,985 2,985 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 5.4 0.1 98.4 93.9 99.6 99.4 0.4 0.6
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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,209
COMMITMENTS
4,451 31,244 2,174 78,374 49,576 84,999 82,994 3,210 5,215
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 227)
-43 -3,509 -1,130 1,246 5,252 73 613 154 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 35.4 2.5 88.9 56.2 96.4 94.1 3.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 11 11 27 25 40 38
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,345
COMMITMENTS
4,325 621 0 10,995 14,645 15,320 15,266 25 79
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 375)
0 246 0 375 75 375 321 0 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 4.0 0.0 71.7 95.4 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 0 19 24 21 28
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,124
COMMITMENTS
16,705 2,175 238 3,420 20,109 20,363 22,522 2,761 602
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -33)
589 -182 -52 -397 247 140 13 -173 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.2 9.4 1.0 14.8 87.0 88.1 97.4 11.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
86 17 7 21 31 113 51
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 36,520
COMMITMENTS
24,484 1,850 73 6,495 33,118 31,052 35,041 5,468 1,479
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -58)
-841 -121 -192 1,095 91 62 -222 -120 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.0 5.1 0.2 17.8 90.7 85.0 96.0 15.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
82 9 5 17 34 102 46
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 268,541
COMMITMENTS
82,881 10,589 22,381 139,813 221,535 245,075 254,505 23,466 14,036
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -518)
-2,395 -1,100 -1,594 3,732 974 -257 -1,720 -261 1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 3.9 8.3 52.1 82.5 91.3 94.8 8.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
78 17 35 74 89 162 133
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,231
COMMITMENTS
3,102 1,235 1,226 12,129 13,097 16,457 15,558 3,774 4,673
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 304)
0 -83 0 1,426 1,113 1,426 1,030 -1,122 -726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 6.1 6.1 60.0 64.7 81.3 76.9 18.7 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 4 15 21 22 26
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,156
COMMITMENTS
186 200 0 4,883 4,893 5,069 5,093 87 63
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 450)
100 50 0 550 350 650 400 -200 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 3.9 0.0 94.7 94.9 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 0 24 23 27 24
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,933
COMMITMENTS
230 2,497 15 52,760 51,186 53,005 53,698 928 235
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 642)
-100 200 0 742 442 642 642 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 4.6 0.0 97.8 94.9 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 2 1 33 34 36 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,954
COMMITMENTS
200 0 0 18,584 18,954 18,784 18,954 170 0
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 575)
0 0 0 650 675 650 675 -75 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.0 98.0 100.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 20 17 21 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,857
COMMITMENTS
900 2,775 150 6,657 4,932 7,707 7,857 150 0
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 470)
50 300 150 470 270 670 720 -200 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 35.3 1.9 84.7 62.8 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 1 26 23 30 25
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,544
COMMITMENTS
1,796 0 140 14,448 16,274 16,384 16,414 160 130
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 864)
130 0 90 644 894 864 984 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 0.0 0.8 87.3 98.4 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 0 2 33 22 36 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,848
COMMITMENTS
1,014 1,283 627 13,895 13,738 15,536 15,648 312 200
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 439)
498 150 57 428 245 983 452 -544 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 8.1 4.0 87.7 86.7 98.0 98.7 2.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 4 6 32 31 40 37
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,030
COMMITMENTS
300 2,271 81 13,559 11,552 13,940 13,904 90 126
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 344)
300 -129 27 17 446 344 344 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 16.2 0.6 96.6 82.3 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 6 3 26 23 30 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,618
COMMITMENTS
6,934 1,242 2,241 22,940 28,849 32,115 32,332 503 286
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,285)
440 0 595 400 690 1,435 1,285 -150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 3.8 6.9 70.3 88.4 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 7 34 33 42 41
Updated December 17, 2010