GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,374
COMMITMENTS
1,733 910 0 30,373 31,306 32,106 32,216 268 158
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -6,164)
-247 30 0 -6,152 -6,312 -6,399 -6,282 235 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.8 0.0 93.8 96.7 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 3 0 36 38 37 41
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,571
COMMITMENTS
0 0 0 19,470 19,446 19,470 19,446 101 125
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,549)
0 0 0 -1,533 -1,539 -1,533 -1,539 -16 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 32 24 32 24
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,610
COMMITMENTS
428 216 114 6,217 6,319 6,759 6,649 851 961
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -247)
-77 0 0 -154 -293 -231 -293 -16 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.8 1.5 81.7 83.0 88.8 87.4 11.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 25 23 27 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,789
COMMITMENTS
0 140 0 8,225 8,778 8,225 8,918 1,564 871
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,428)
-262 -111 -60 -1,214 -1,099 -1,536 -1,270 108 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 84.0 89.7 84.0 91.1 16.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
0 2 0 44 43 44 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,367
COMMITMENTS
100 77 162 6,438 6,503 6,700 6,742 667 625
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,874)
75 -119 -36 -1,727 -1,729 -1,688 -1,884 -186 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.0 2.2 87.4 88.3 90.9 91.5 9.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 3 5 46 53 51 59
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,767
COMMITMENTS
680 0 0 2,336 2,976 3,016 2,976 751 791
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -484)
-145 -40 0 -330 -403 -475 -443 -9 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 0.0 0.0 62.0 79.0 80.1 79.0 19.9 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 18 16 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,883
COMMITMENTS
0 0 0 9,883 9,843 9,883 9,843 0 40
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,200)
0 0 0 -1,195 -1,200 -1,195 -1,200 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 19 18 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 360,043
COMMITMENTS
49,055 27,215 63,502 207,479 239,503 320,036 330,220 40,007 29,823
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -604)
-1,996 2,102 3,413 3,037 -5,994 4,454 -479 -5,059 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 7.6 17.6 57.6 66.5 88.9 91.7 11.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
46 27 44 71 87 142 140
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 68,706
COMMITMENTS
2,139 6,035 17,028 45,930 42,693 65,096 65,755 3,610 2,951
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -2,179)
-181 373 -1,046 831 -345 -396 -1,018 -1,783 -1,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 8.8 24.8 66.8 62.1 94.7 95.7 5.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 8 13 13 21 22
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,375
COMMITMENTS
851 325 352 14,472 15,210 15,675 15,887 700 488
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -5,694)
-520 275 -323 -2,611 -4,748 -3,454 -4,796 -2,240 -898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.0 2.1 88.4 92.9 95.7 97.0 4.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 2 4 40 44 49 50
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,748
COMMITMENTS
0 2,150 600 15,195 13,228 15,795 15,978 953 770
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,640)
-225 500 150 -1,352 -2,220 -1,427 -1,570 -213 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.8 3.6 90.7 79.0 94.3 95.4 5.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 2 25 17 27 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 946,730
COMMITMENTS
141,671 222,681 366,119 358,592 314,288 866,382 903,087 80,348 43,643
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 21,922)
-10,263 -14,345 21,008 7,571 8,855 18,316 15,517 3,606 6,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 23.5 38.7 37.9 33.2 91.5 95.4 8.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
73 99 132 84 76 247 231
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,741
COMMITMENTS
2,907 0 1,302 54,379 53,359 58,588 54,661 5,153 9,080
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,019)
780 0 -522 -1,285 -3,334 -1,027 -3,856 8 2,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 2.0 85.3 83.7 91.9 85.8 8.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 22 21 24 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,207
COMMITMENTS
434 2,869 0 56,095 52,456 56,529 55,325 9,678 10,882
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -5,817)
-392 -48 0 -4,538 -5,459 -4,930 -5,507 -887 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.3 0.0 84.7 79.2 85.4 83.6 14.6 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 23 24 24 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,877
COMMITMENTS
0 0 0 67,462 75,683 67,462 75,683 11,415 3,194
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -2,051)
0 0 0 -4,016 -1,405 -4,016 -1,405 1,965 -646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.5 96.0 85.5 96.0 14.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 21 20 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,543
COMMITMENTS
6,037 0 2,580 77,775 89,532 86,392 92,112 8,151 2,431
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,226)
1,629 0 -943 -4,126 -1,739 -3,440 -2,682 -786 -1,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 2.7 82.3 94.7 91.4 97.4 8.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 3 25 31 28 34
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,613
COMMITMENTS
0 11,660 2,503 88,333 72,820 90,836 86,983 4,777 8,630
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,514)
0 980 -474 -1,762 -2,964 -2,236 -2,458 -1,278 -1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.2 2.6 92.4 76.2 95.0 91.0 5.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 3 16 22 19 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,622
COMMITMENTS
8,811 2,759 3,153 63,082 74,972 75,046 80,884 12,576 6,738
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,758)
-152 340 -873 -4,832 -4,659 -5,857 -5,192 1,099 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 3.1 3.6 72.0 85.6 85.6 92.3 14.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 21 23 25 26
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,559,532
COMMITMENTS
59,509 101,005 505,119 989,451 947,811 1554079 1553934 5,453 5,598
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 29,516)
3,083 2,402 15,757 11,751 12,498 30,591 30,657 -1,075 -1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 6.5 32.4 63.4 60.8 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
42 30 59 59 60 125 125
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,514
COMMITMENTS
0 620 0 86,444 84,403 86,444 85,023 3,070 4,491
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,060)
0 -560 0 -3,780 -3,136 -3,780 -3,696 -280 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 96.6 94.3 96.6 95.0 3.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 17 17 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 189,015
COMMITMENTS
3,597 5,918 5,293 171,499 171,471 180,389 182,682 8,626 6,333
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -13,124)
-1,027 -1,865 -133 -10,299 -10,410 -11,459 -12,408 -1,665 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.1 2.8 90.7 90.7 95.4 96.6 4.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 4 5 38 36 46 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 140,945
COMMITMENTS
3,441 2,520 1,609 124,707 132,513 129,757 136,641 11,189 4,304
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -6,790)
392 -410 -448 -6,175 -5,507 -6,231 -6,364 -559 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.8 1.1 88.5 94.0 92.1 96.9 7.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 27 25 31 27
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 231,162
COMMITMENTS
5,305 133 11,277 200,100 213,416 216,682 224,826 14,480 6,336
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -10,391)
-5,481 133 350 -4,363 -9,723 -9,494 -9,240 -897 -1,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.1 4.9 86.6 92.3 93.7 97.3 6.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 2 35 39 37 41
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,910,060
COMMITMENTS
719,145 73,577 907,725 1257717 1909294 2884587 2890596 25,473 19,464
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -62,660)
23,904 15,536 -34,109 -55,689 -47,497 -65,894 -66,070 3,234 3,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 2.5 31.2 43.2 65.6 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
42 22 59 104 97 170 158
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 944,490
COMMITMENTS
113,866 207,104 170,765 655,246 562,065 939,877 939,934 4,613 4,556
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -86,703)
-39,779 -4,373 -20,356 -22,306 -60,258 -82,441 -84,987 -4,262 -1,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 21.9 18.1 69.4 59.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
27 24 40 42 38 88 83
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 130,804
COMMITMENTS
250 348 7,394 121,592 122,638 129,236 130,380 1,567 424
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,962)
-687 -65 32 -3,419 -4,045 -4,075 -4,078 113 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 5.7 93.0 93.8 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 6 33 31 40 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,530
COMMITMENTS
0 994 446 20,269 18,949 20,715 20,389 815 1,141
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,041)
0 -142 -68 -870 -513 -938 -723 -103 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 2.1 94.1 88.0 96.2 94.7 3.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 3 21 20 24 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,103
COMMITMENTS
0 1,420 490 28,734 28,573 29,224 30,483 1,879 620
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -536)
0 -94 0 -369 -374 -369 -468 -167 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 1.6 92.4 91.9 94.0 98.0 6.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 25 21 27 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,640
COMMITMENTS
660 108 0 10,714 11,046 11,374 11,154 1,266 1,486
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -598)
-60 20 0 340 -504 280 -484 -878 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.9 0.0 84.8 87.4 90.0 88.2 10.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 18 16 19 17
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 43,823
COMMITMENTS
618 0 709 41,290 42,370 42,618 43,079 1,205 744
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,645)
542 -0 -3 -2,615 -1,618 -2,075 -1,621 430 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 1.6 94.2 96.7 97.2 98.3 2.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 21 20 22 21
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,920
COMMITMENTS
0 0 0 9,916 10,478 9,916 10,478 1,004 442
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -380)
0 0 0 -322 -288 -322 -288 -58 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.8 96.0 90.8 96.0 9.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 17 21 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 54,866
COMMITMENTS
0 0 0 54,866 54,544 54,866 54,544 0 322
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -2,600)
0 0 0 -2,600 -2,580 -2,600 -2,580 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 9 13 9
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 847,444
COMMITMENTS
0 0 0 847,444 847,444 847,444 847,444 0 0
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -59,360)
0 0 0 -59,360 -59,360 -59,360 -59,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 9 13 9
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 47,369
COMMITMENTS
0 400 0 46,844 46,869 46,844 47,269 525 100
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,225)
0 -200 0 -3,125 -3,025 -3,125 -3,225 -100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 98.9 98.9 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 17 6 17 8
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 775,528
COMMITMENTS
0 14,080 0 775,528 761,448 775,528 775,528 0 0
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -58,208)
0 -16,960 0 -58,208 -41,248 -58,208 -58,208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 100.0 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 7 15 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 90,693
COMMITMENTS
0 3,945 0 90,542 86,748 90,542 90,693 151 0
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -5,190)
0 -400 0 -5,341 -4,790 -5,341 -5,190 151 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 99.8 95.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 16 11 16 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,553,387
COMMITMENTS
0 61,670 0 1553387 1491717 1553387 1553387 0 0
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -81,903)
0 -4,240 0 -81,903 -77,663 -81,903 -81,903 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 100.0 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 16 10 16 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 171,985
COMMITMENTS
4,855 0 0 167,130 171,520 171,985 171,520 0 465
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -11,959)
-720 0 0 -11,239 -11,819 -11,959 -11,819 0 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 97.2 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 21 26 23 26
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,809,554
COMMITMENTS
77,269 0 0 2732285 2809554 2809554 2809554 0 0
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -143,082)
-21,624 0 0 -121,458 -143,082 -143,082 -143,082 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 97.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 0 19 24 22 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 62,718
COMMITMENTS
40 2,990 0 60,128 59,600 60,168 62,590 2,550 128
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 347)
-40 -100 0 387 575 347 475 0 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.8 0.0 95.9 95.0 95.9 99.8 4.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 19 15 20 16
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,025,611
COMMITMENTS
0 74,080 0 1025611 951,531 1025611 1025611 0 0
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -14,640)
0 -2,120 0 -14,640 -12,520 -14,640 -14,640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 0.0 100.0 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 16 17 17
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 57,655
COMMITMENTS
4,830 495 45 52,780 57,095 57,655 57,635 0 20
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,055)
-300 -20 0 -2,500 -3,015 -2,800 -3,035 -255 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.9 0.1 91.5 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 22 29 24 31
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 11,536
COMMITMENTS
472 0 0 9,712 11,281 10,184 11,281 1,352 255
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 84.2 97.8 88.3 97.8 11.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 14 14 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,047,520
COMMITMENTS
98,820 30,312 0 948,700 1017208 1047520 1047520 0 0
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -47,008)
-6,360 -5,088 0 -40,648 -41,920 -47,008 -47,008 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 2.9 0.0 90.6 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 0 22 24 24 26
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,163
COMMITMENTS
609 45 147 22,969 23,751 23,725 23,943 438 220
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 731)
105 0 28 650 732 783 760 -52 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.2 0.6 95.1 98.3 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 3 37 34 40 37
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,975
COMMITMENTS
45 0 25 15,330 15,950 15,400 15,975 575 0
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -790)
20 0 25 -550 -815 -505 -790 -285 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 96.0 99.8 96.4 100.0 3.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 17 19 18
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,281
COMMITMENTS
0 159 219 10,924 10,798 11,143 11,176 138 105
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,728)
0 32 58 -1,745 -1,848 -1,687 -1,758 -41 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 1.9 96.8 95.7 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 18 22 19 23
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,437
COMMITMENTS
380 0 0 7,514 8,203 7,894 8,203 543 234
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,362)
-35 0 0 -1,128 -1,221 -1,163 -1,221 -199 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 89.1 97.2 93.6 97.2 6.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 27 22 28 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,645,582
COMMITMENTS
253,222 92,990 867,050 1418623 1589794 2538895 2549835 106,687 95,747
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 59,861)
-5,879 1,020 34,496 23,190 216 51,807 35,732 8,053 24,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 3.5 32.8 53.6 60.1 96.0 96.4 4.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
136 102 185 92 103 325 307
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,605
COMMITMENTS
430 24,943 18,865 58,798 34,056 78,093 77,864 2,512 2,741
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 993)
-2,145 2,341 2,390 1,561 -3,532 1,806 1,199 -813 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 30.9 23.4 72.9 42.3 96.9 96.6 3.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 11 12 17 18 30 31
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 206,542
COMMITMENTS
29,867 24,099 1,890 150,288 132,245 182,045 158,234 24,497 48,308
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -15,147)
-3,926 -3,003 -262 -10,876 -9,330 -15,064 -12,595 -83 -2,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 11.7 0.9 72.8 64.0 88.1 76.6 11.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 4 31 27 36 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 150,876
COMMITMENTS
28,376 5,456 33,684 84,959 107,743 147,018 146,882 3,857 3,994
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 762)
36 -694 122 347 1,175 505 604 257 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 3.6 22.3 56.3 71.4 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 11 26 29 29 63 56
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 583,859
COMMITMENTS
29,620 0 74,644 459,552 489,642 563,816 564,286 20,043 19,573
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -16,480)
-2,053 -496 239 -12,410 -12,754 -14,224 -13,011 -2,255 -3,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 12.8 78.7 83.9 96.6 96.6 3.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 0 9 35 36 44 45
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,724
COMMITMENTS
1,331 1,130 25 61,363 61,364 62,719 62,519 5 205
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -10,295)
486 0 -120 -10,631 -10,265 -10,265 -10,385 -30 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.8 0.0 97.8 97.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 3 1 49 46 54 50
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 134,945
COMMITMENTS
19,484 35,260 8,748 101,382 85,995 129,614 130,003 5,331 4,942
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 1,287)
484 483 159 367 512 1,010 1,154 277 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 26.1 6.5 75.1 63.7 96.0 96.3 4.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 14 15 24 23 45 40
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,495
COMMITMENTS
2,820 2,441 7,310 27,015 28,412 37,145 38,163 2,350 1,332
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 3,648)
520 0 1,165 1,577 1,975 3,262 3,140 386 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.2 18.5 68.4 71.9 94.0 96.6 6.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 2 5 16 16 24 23
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,212
COMMITMENTS
235 0 1,869 50,081 64,995 52,185 66,864 42,027 27,348
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,918)
-1,637 -94 -319 -224 -3,966 -2,180 -4,379 -2,738 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 2.0 53.2 69.0 55.4 71.0 44.6 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 21 20 22 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,910
COMMITMENTS
950 1,607 150 31,810 31,020 32,910 32,777 0 133
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,735)
300 -193 0 -4,985 -4,475 -4,685 -4,668 -50 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.9 0.5 96.7 94.3 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 1 24 33 27 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,024
COMMITMENTS
16,222 3,894 553 3,480 18,064 20,255 22,511 2,769 513
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -330)
258 -34 -78 -454 -210 -274 -322 -56 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.5 16.9 2.4 15.1 78.5 88.0 97.8 12.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
88 26 8 22 30 116 60
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,072
COMMITMENTS
23,309 4,286 623 6,178 28,810 30,110 33,719 4,962 1,353
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 375)
377 -132 -24 202 282 555 126 -180 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.5 12.2 1.8 17.6 82.1 85.9 96.1 14.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
84 21 7 17 32 106 56
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 294,165
COMMITMENTS
71,199 12,229 47,529 153,409 216,804 272,137 276,562 22,028 17,603
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,335)
-2,427 442 2,498 -3,691 -7,438 -3,620 -4,498 2,285 3,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 4.2 16.2 52.2 73.7 92.5 94.0 7.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
71 25 56 79 92 176 153
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,254
COMMITMENTS
391 0 712 12,791 13,757 13,894 14,469 6,360 5,785
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,370)
-1,553 0 217 -2,957 -2,839 -4,293 -2,622 923 -748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 3.5 63.2 67.9 68.6 71.4 31.4 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 2 14 16 16 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,022
COMMITMENTS
1,346 100 275 6,270 7,395 7,891 7,770 131 252
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,238)
-226 14 -175 -676 -1,020 -1,077 -1,181 -161 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 1.2 3.4 78.2 92.2 98.4 96.9 1.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 3 30 30 34 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,580
COMMITMENTS
1,735 86 630 39,749 42,669 42,114 43,385 1,466 195
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -2,852)
25 -9 -4 -2,757 -2,839 -2,736 -2,852 -116 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.2 1.4 91.2 97.9 96.6 99.6 3.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 1 33 29 37 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,011
COMMITMENTS
2,200 0 0 17,715 19,461 19,915 19,461 96 550
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,530)
-200 0 0 -1,315 -1,380 -1,515 -1,380 -15 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.0 0.0 88.5 97.3 99.5 97.3 0.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 21 13 22 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,421
COMMITMENTS
906 400 500 13,015 13,521 14,421 14,421 0 0
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,512)
-828 -300 100 -784 -1,312 -1,512 -1,512 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.8 3.5 90.3 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 2 28 24 32 26
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,243
COMMITMENTS
0 115 30 2,367 2,198 2,397 2,343 846 900
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -375)
-234 40 -10 -22 -515 -266 -485 -109 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.9 73.0 67.8 73.9 72.2 26.1 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 14 16 15 18
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,753
COMMITMENTS
240 0 0 12,328 12,703 12,568 12,703 185 50
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,845)
-220 0 0 -1,485 -1,845 -1,705 -1,845 -140 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 96.7 99.6 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 17 22 17
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,177
COMMITMENTS
480 3,527 636 17,745 14,805 18,861 18,968 316 209
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -396)
-228 709 0 -132 -1,080 -360 -371 -36 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 18.4 3.3 92.5 77.2 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 1 30 33 32 37
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,138
COMMITMENTS
1,035 942 0 12,103 12,178 13,138 13,120 0 18
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -938)
-403 -152 0 -535 -804 -938 -956 0 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 7.2 0.0 92.1 92.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 0 22 22 25 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,272
COMMITMENTS
3,860 2,770 1,329 39,122 42,262 44,311 46,361 2,961 911
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,623)
-3,239 -298 -155 -1,466 -4,242 -4,860 -4,695 237 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.9 2.8 82.8 89.4 93.7 98.1 6.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 6 3 34 39 40 46
Updated February 5, 2010