GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,218
COMMITMENTS
1,190 5,894 243 37,696 33,071 39,129 39,208 89 10
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 2,668)
0 358 0 2,668 2,310 2,668 2,668 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 15.0 0.6 96.1 84.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 4 2 40 51 43 56
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,834
COMMITMENTS
700 0 0 25,033 25,597 25,733 25,597 101 237
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 801)
0 0 0 801 801 801 801 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 96.9 99.1 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 28 32 29 32
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,120
COMMITMENTS
132 216 79 4,177 4,782 4,388 5,077 1,732 1,043
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 140)
0 0 0 137 154 137 154 3 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.5 1.3 68.3 78.1 71.7 83.0 28.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 22 20 23 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,649
COMMITMENTS
1,001 219 171 7,063 7,746 8,235 8,136 1,414 1,513
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 290)
71 45 19 206 196 296 260 -6 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 2.3 1.8 73.2 80.3 85.3 84.3 14.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 5 37 41 42 47
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,080
COMMITMENTS
255 349 579 6,677 6,695 7,511 7,623 569 457
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 306)
27 -44 9 232 315 268 280 38 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.3 7.2 82.6 82.9 93.0 94.3 7.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
4 5 8 50 57 58 66
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,651
COMMITMENTS
140 0 35 1,891 2,190 2,066 2,225 585 426
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 116)
20 0 35 75 120 130 155 -14 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 1.3 71.3 82.6 77.9 83.9 22.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 18 18 20 19
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,018
COMMITMENTS
30 25 0 1,789 1,559 1,819 1,584 199 434
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 66)
0 0 0 338 151 338 151 -272 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.2 0.0 88.7 77.3 90.1 78.5 9.9 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 19 18 20 19
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,074
COMMITMENTS
60 35 45 1,335 1,353 1,440 1,433 634 641
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 191)
30 -5 45 81 71 156 111 35 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.7 2.2 64.4 65.2 69.4 69.1 30.6 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 18 18 21 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,510
COMMITMENTS
300 0 0 16,120 16,415 16,420 16,415 90 95
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -280)
300 0 0 -480 -180 -180 -180 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 97.6 99.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 20 22 21 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 440,652
COMMITMENTS
44,689 22,164 81,976 271,868 305,926 398,533 410,066 42,119 30,585
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 12,802)
3,009 -3,845 -2,371 7,997 17,723 8,636 11,507 4,167 1,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 5.0 18.6 61.7 69.4 90.4 93.1 9.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
41 29 43 73 86 135 141
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 110,422
COMMITMENTS
454 9,902 24,201 80,691 72,572 105,346 106,675 5,076 3,746
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -2,296)
-661 3,028 23 -1,435 -5,349 -2,073 -2,298 -223 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 9.0 21.9 73.1 65.7 95.4 96.6 4.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 6 8 12 12 20 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 18,449
COMMITMENTS
350 1,098 1,100 16,999 16,251 18,449 18,449 0 0
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,731)
150 150 -150 1,806 1,806 1,806 1,806 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.0 6.0 92.1 88.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
3 5 6 47 52 53 62
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,607
COMMITMENTS
1,020 0 300 8,909 9,881 10,229 10,181 378 426
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 2.8 84.0 93.2 96.4 96.0 3.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 0 2 28 24 32 26
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,329
COMMITMENTS
247 136 301 2,903 2,327 3,451 2,764 878 1,565
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 49)
0 -27 0 3 11 3 -16 46 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.1 7.0 67.1 53.8 79.7 63.8 20.3 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 3 19 19 23 23
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 923,545
COMMITMENTS
164,037 287,228 283,842 395,956 309,451 843,835 880,520 79,710 43,025
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -2,617)
-4,093 742 -4,227 5,675 1,565 -2,644 -1,919 27 -698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 31.1 30.7 42.9 33.5 91.4 95.3 8.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
91 103 139 95 77 267 250
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,468
COMMITMENTS
340 0 1,357 41,317 44,527 43,014 45,884 10,454 7,584
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -328)
-323 0 69 2 -273 -252 -204 -76 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 2.5 77.3 83.3 80.4 85.8 19.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 18 17 20 19
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 32,398
COMMITMENTS
531 170 2,782 26,215 21,474 29,528 24,426 2,870 7,972
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 478)
-304 0 198 340 220 234 418 244 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.5 8.6 80.9 66.3 91.1 75.4 8.9 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 13 15 15 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,334
COMMITMENTS
0 0 0 55,434 51,847 55,434 51,847 6,900 10,487
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -736)
0 0 0 -736 -736 -736 -736 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.9 83.2 88.9 83.2 11.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 24 19 24
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 64,410
COMMITMENTS
0 0 0 53,874 60,689 53,874 60,689 10,536 3,721
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 856)
0 0 0 0 0 0 0 856 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.6 94.2 83.6 94.2 16.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 18 17 18
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 72,702
COMMITMENTS
4,062 2,519 5,828 55,253 58,178 65,143 66,525 7,559 6,177
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,363)
-846 1,860 -143 2,050 -354 1,061 1,363 302 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.5 8.0 76.0 80.0 89.6 91.5 10.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 4 21 25 25 29
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,186
COMMITMENTS
248 6,035 1,633 55,687 39,982 57,568 47,650 5,618 15,536
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 35)
0 56 -1 36 -20 35 35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 9.6 2.6 88.1 63.3 91.1 75.4 8.9 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 13 18 16 20
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,941
COMMITMENTS
3,113 2,449 2,095 28,285 26,244 33,493 30,788 5,448 8,153
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -13)
-580 312 243 240 -862 -97 -307 84 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 6.3 5.4 72.6 67.4 86.0 79.1 14.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 11 12 15 15
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,735
COMMITMENTS
5,369 1,320 4,066 51,929 62,596 61,364 67,982 10,371 3,753
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -255)
1,938 0 -592 -1,642 306 -296 -286 41 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.8 5.7 72.4 87.3 85.5 94.8 14.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 22 24 26 27
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,806,130
COMMITMENTS
94,217 107,787 598,122 1107305 1093700 1799644 1799609 6,486 6,521
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 38,267)
5,566 7,296 17,033 15,191 13,499 37,791 37,827 476 439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.0 33.1 61.3 60.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
48 34 65 62 62 138 133
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 55,438
COMMITMENTS
9,386 11,013 21,227 24,327 22,616 54,941 54,856 497 582
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 5,777)
-262 645 3,678 2,152 1,325 5,569 5,648 208 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 19.9 38.3 43.9 40.8 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 15 13 23 23 36 44
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 54,623
COMMITMENTS
840 0 0 53,131 53,097 53,971 53,097 652 1,526
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -3,660)
0 0 0 -3,784 -3,660 -3,784 -3,660 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 97.3 97.2 98.8 97.2 1.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 18 19 19 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 144,374
COMMITMENTS
3,272 6,890 4,717 132,060 128,038 140,048 139,645 4,326 4,729
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 800)
-585 -356 486 899 670 800 800 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 4.8 3.3 91.5 88.7 97.0 96.7 3.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 4 34 36 39 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,555
COMMITMENTS
609 2,860 1,033 100,637 101,447 102,279 105,340 8,276 5,215
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 267)
0 -468 245 26 490 271 267 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.6 0.9 91.0 91.8 92.5 95.3 7.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 25 23 28 25
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,553
COMMITMENTS
9,829 1,860 7,295 153,051 168,549 170,174 177,703 14,379 6,850
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 935)
2,001 0 -247 -215 1,094 1,539 847 -604 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.0 4.0 82.9 91.3 92.2 96.3 7.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 2 34 35 37 38
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,699,227
COMMITMENTS
556,703 159,343 793,340 1329641 1731013 2679684 2683696 19,543 15,531
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 11,766)
1,848 -6,879 2,026 6,398 16,634 10,272 11,781 1,494 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 5.9 29.4 49.3 64.1 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
36 30 60 114 99 179 164
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,062,158
COMMITMENTS
96,686 183,499 185,488 777,454 689,331 1059628 1058318 2,530 3,840
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 31,448)
6,088 9,811 13,373 11,778 7,984 31,239 31,168 209 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 17.3 17.5 73.2 64.9 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
21 31 40 47 40 91 88
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 6,821
COMMITMENTS
78 1,365 0 6,616 5,320 6,694 6,685 127 136
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,023)
78 175 0 1,024 913 1,102 1,088 -79 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 20.0 0.0 97.0 78.0 98.1 98.0 1.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 0 24 30 26 33
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,379
COMMITMENTS
0 0 0 3,374 3,139 3,374 3,139 5 240
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 191)
0 0 0 196 -31 196 -31 -5 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 92.9 99.9 92.9 0.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 19 17 19
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,533
COMMITMENTS
48 0 55 1,931 2,025 2,034 2,080 499 453
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 327)
0 0 0 318 259 318 259 9 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 2.2 76.2 79.9 80.3 82.1 19.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 25 26 26 27
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 199,141
COMMITMENTS
2,117 550 16,979 176,759 180,737 195,856 198,267 3,285 874
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,581)
280 11 552 719 927 1,551 1,490 30 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.3 8.5 88.8 90.8 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 6 34 27 41 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,321
COMMITMENTS
344 42 0 6,848 7,491 7,192 7,533 1,129 788
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 44)
0 0 0 44 23 44 23 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.5 0.0 82.3 90.0 86.4 90.5 13.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 13 14 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,453
COMMITMENTS
0 672 100 15,899 15,434 15,999 16,206 1,454 1,247
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 124)
0 14 0 88 88 88 102 36 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.6 91.1 88.4 91.7 92.9 8.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 19 20 20 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,028
COMMITMENTS
569 0 0 10,181 11,258 10,750 11,258 2,278 1,770
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 384)
0 0 0 24 432 24 432 360 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 78.1 86.4 82.5 86.4 17.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 14 16 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,320
COMMITMENTS
0 2,130 200 27,888 28,258 28,088 30,588 3,232 732
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 264)
0 120 0 264 144 264 264 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 0.6 89.0 90.2 89.7 97.7 10.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 25 23 27 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,734
COMMITMENTS
492 0 138 10,597 11,291 11,227 11,429 1,507 1,305
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 150)
-14 0 2 160 160 148 162 2 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 1.1 83.2 88.7 88.2 89.8 11.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 19 16 21 18
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,204
COMMITMENTS
0 2,150 0 31,204 29,054 31,204 31,204 0 0
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 0.0 100.0 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 9 15 10
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 47,672
COMMITMENTS
40 455 519 46,749 46,021 47,308 46,994 364 678
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 452)
0 1 136 337 420 473 556 -21 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.0 1.1 98.1 96.5 99.2 98.6 0.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 29 25 32 27
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| 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: 9,823
COMMITMENTS
0 0 0 8,703 8,660 8,703 8,660 1,120 1,163
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 108 60 108 0 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.6 88.2 88.6 88.2 11.4 11.8
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 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,815
COMMITMENTS
0 0 0 53,815 53,815 53,815 53,815 0 0
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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: 22)
0 0 0 13 11 13 11
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 813,722
COMMITMENTS
0 0 0 813,722 813,722 813,722 813,722 0 0
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 23,440)
0 0 0 23,440 23,440 23,440 23,440 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: 22)
0 0 0 14 9 14 9
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,573
COMMITMENTS
0 1,720 0 40,573 38,853 40,573 40,573 0 0
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -168)
0 0 0 0 0 0 0 -168 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 100.0 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 10 16 11
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,774
COMMITMENTS
0 0 0 35,988 36,519 35,988 36,519 786 255
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 0 255 0 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 99.3 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 11 15 11
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 527,347
COMMITMENTS
0 0 0 527,347 527,347 527,347 527,347 0 0
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 4,680)
0 0 0 4,680 4,680 4,680 4,680 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: 23)
0 0 0 13 13 13 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 77,465
COMMITMENTS
0 0 0 77,379 77,465 77,379 77,465 86 0
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 17 18 17 18
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,318,272
COMMITMENTS
0 0 0 1318272 1318272 1318272 1318272 0 0
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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: 26)
0 0 0 17 14 17 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 213,990
COMMITMENTS
1,720 0 0 212,270 213,797 213,990 213,797 0 193
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,530)
0 0 0 2,041 1,530 2,041 1,530 -511 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 99.2 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 28 30 29 30
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,748,088
COMMITMENTS
0 0 0 3748088 3748088 3748088 3748088 0 0
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 27,150)
0 0 0 27,150 27,150 27,150 27,150 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: 37)
0 0 0 26 24 26 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,031
COMMITMENTS
1,275 2,240 0 59,501 58,536 60,776 60,776 255 255
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 255)
0 0 0 0 255 0 255 255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.7 0.0 97.5 95.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 25 20 26 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,095,711
COMMITMENTS
23,400 68,160 0 1072311 1027551 1095711 1095711 0 0
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 13,834)
0 0 0 13,834 13,834 13,834 13,834 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.2 0.0 97.9 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 25 24 26 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,775
COMMITMENTS
2,150 0 0 59,625 61,775 61,775 61,775 0 0
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 96.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 25 26 26 26
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,606
COMMITMENTS
130 608 42 11,306 10,659 11,478 11,309 128 297
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 126)
0 0 0 381 126 381 126 -255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.2 0.4 97.4 91.8 98.9 97.4 1.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 14 17 15
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 552,462
COMMITMENTS
0 38,825 0 552,462 513,637 552,462 552,462 0 0
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.0 100.0 93.0 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,142,086
COMMITMENTS
49,363 23,400 1,152 1091571 1117534 1142086 1142086 0 0
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 23,400)
0 0 0 23,400 23,400 23,400 23,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.0 0.1 95.6 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 23 24 25 26
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,205
COMMITMENTS
230 50 1,146 24,006 24,810 25,382 26,006 823 199
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,092)
-94 50 247 940 797 1,093 1,094 -1 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.2 4.4 91.6 94.7 96.9 99.2 3.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 7 32 30 39 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,215
COMMITMENTS
45 0 0 14,490 14,308 14,535 14,308 680 907
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 327)
0 0 0 67 292 67 292 260 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 95.2 94.0 95.5 94.0 4.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 14 16 14
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,966
COMMITMENTS
158 105 171 8,382 8,456 8,711 8,732 255 234
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -17)
83 0 4 76 123 163 127 -180 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.2 1.9 93.5 94.3 97.2 97.4 2.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 25 19 28 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,295
COMMITMENTS
0 0 0 8,832 8,621 8,832 8,621 463 674
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 225)
0 0 0 155 290 155 290 70 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 92.7 95.0 92.7 5.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 18 19 18
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,638
COMMITMENTS
130 0 50 4,316 4,435 4,496 4,485 142 153
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 104)
0 0 0 104 104 104 104 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 1.1 93.1 95.6 96.9 96.7 3.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 14 19 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,625,167
COMMITMENTS
297,891 157,842 877,099 1360229 1515861 2535219 2550802 89,947 74,365
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -65,204)
-2,341 5,192 6,338 -71,609 -66,500 -67,611 -54,970 2,407 -10,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 6.0 33.4 51.8 57.7 96.6 97.2 3.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
158 111 182 94 99 341 313
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 191,540
COMMITMENTS
71,304 25,904 41,561 77,480 121,513 190,345 188,978 1,195 2,562
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 11,014)
6,681 -2,664 -1,439 5,975 15,735 11,217 11,632 -203 -617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 13.5 21.7 40.5 63.4 99.4 98.7 0.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 17 13 23 23 38 44
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 233,683
COMMITMENTS
26,099 16,846 15,408 165,674 150,486 207,181 182,740 26,502 50,943
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 941)
365 555 -233 442 -98 574 224 367 717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 7.2 6.6 70.9 64.4 88.7 78.2 11.3 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 4 4 26 24 33 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 129,489
COMMITMENTS
15,268 8,748 29,814 81,655 88,024 126,738 126,586 2,751 2,903
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -8,849)
397 1,854 -7,656 -1,169 -2,658 -8,428 -8,460 -421 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 6.8 23.0 63.1 68.0 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
23 13 27 25 26 61 54
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 616,940
COMMITMENTS
35,652 1,301 101,863 457,051 490,659 594,567 593,823 22,374 23,117
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -9,541)
-1,703 -1,337 81 -7,985 -8,402 -9,606 -9,658 65 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.2 16.5 74.1 79.5 96.4 96.3 3.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 2 11 37 38 48 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,127
COMMITMENTS
200 5,887 658 46,244 40,509 47,102 47,054 25 73
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 4,910)
0 3,452 600 4,460 960 5,060 5,012 -150 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 12.5 1.4 98.1 86.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 8 4 46 40 50 52
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 105,120
COMMITMENTS
5,870 33,015 5,218 89,810 62,030 100,898 100,263 4,222 4,857
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -2,147)
8 -903 -152 -1,692 -937 -1,836 -1,992 -311 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 31.4 5.0 85.4 59.0 96.0 95.4 4.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 12 11 26 25 38 39
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,567
COMMITMENTS
4,035 2,569 5,656 27,404 28,641 37,095 36,866 2,472 2,701
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 4,913)
2,535 0 1,700 687 3,552 4,922 5,252 -9 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 6.5 14.3 69.3 72.4 93.8 93.2 6.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 4 5 14 15 22 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,685
COMMITMENTS
8,274 625 100 13,960 21,885 22,334 22,610 351 75
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 3,375)
3,900 0 0 -525 3,375 3,375 3,375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 2.8 0.4 61.5 96.5 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 1 23 24 27 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,163
COMMITMENTS
16,487 2,263 451 4,488 20,922 21,426 23,635 2,737 528
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 221)
-147 -101 -93 207 567 -33 372 254 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.2 9.4 1.9 18.6 86.6 88.7 97.8 11.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
68 22 9 27 35 104 59
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,950
COMMITMENTS
25,067 2,076 355 7,289 34,194 32,711 36,625 5,239 1,325
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 3,300)
2,982 -84 106 24 3,833 3,111 3,855 189 -555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.1 5.5 0.9 19.2 90.1 86.2 96.5 13.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
79 13 4 16 32 99 47
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 280,358
COMMITMENTS
58,074 21,904 38,004 171,277 203,425 267,355 263,333 13,003 17,025
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -729)
3,304 -687 -1,071 -614 2,055 1,619 296 -2,348 -1,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 7.8 13.6 61.1 72.6 95.4 93.9 4.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
54 30 50 77 83 155 145
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,637
COMMITMENTS
2,397 585 2,327 14,950 17,851 19,674 20,763 4,963 3,874
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -239)
-805 105 153 -327 -1,118 -979 -860 740 621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.4 9.4 60.7 72.5 79.9 84.3 20.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 3 6 19 20 25 26
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,403
COMMITMENTS
150 115 392 16,876 17,375 17,418 17,882 985 521
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 980)
0 0 0 930 905 930 905 50 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.6 2.1 91.7 94.4 94.6 97.2 5.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 14 11 16 13
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,760
COMMITMENTS
250 332 286 7,116 7,142 7,652 7,760 108 0
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 286)
0 50 50 236 186 286 286 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.3 3.7 91.7 92.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 2 34 35 39 39
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 61,084
COMMITMENTS
570 1,106 937 58,210 58,014 59,717 60,057 1,367 1,027
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 4,097)
-400 -225 200 4,097 3,922 3,897 3,897 200 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.8 1.5 95.3 95.0 97.8 98.3 2.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 1 2 37 37 40 39
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,002
COMMITMENTS
800 290 0 21,012 21,262 21,812 21,552 190 450
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -255)
0 0 0 -230 -230 -230 -230 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.3 0.0 95.5 96.6 99.1 98.0 0.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 25 18 26 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,673
COMMITMENTS
500 150 0 6,903 7,523 7,403 7,673 270 0
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 275)
300 0 0 -25 275 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 2.0 0.0 90.0 98.0 96.5 100.0 3.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 0 25 27 28 28
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,409
COMMITMENTS
4,980 0 225 14,514 19,334 19,719 19,559 690 850
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 45)
296 0 0 -137 45 159 45 -114 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 0.0 1.1 71.1 94.7 96.6 95.8 3.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 29 24 31 25
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,336
COMMITMENTS
803 1,026 121 15,766 15,492 16,690 16,639 646 697
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 79)
-250 60 15 371 4 136 79 -57 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.9 0.7 90.9 89.4 96.3 96.0 3.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 4 3 32 34 38 39
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,837
COMMITMENTS
1,022 296 143 14,436 15,215 15,601 15,654 236 183
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,167)
50 0 -44 1,105 1,521 1,111 1,477 56 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.9 0.9 91.2 96.1 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 1 31 27 34 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,171
COMMITMENTS
1,977 1,293 1,811 25,398 26,575 29,186 29,679 1,985 1,492
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 583)
283 -111 -63 291 516 511 342 72 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.1 5.8 81.5 85.3 93.6 95.2 6.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 3 5 33 34 40 40
Updated September 24, 2010