GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,600
COMMITMENTS
1,107 4,428 18 38,432 35,070 39,557 39,516 43 84
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -4,134)
-83 -2,203 0 -4,012 -1,991 -4,095 -4,194 -39 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 11.2 0.0 97.1 88.6 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 4 1 41 50 43 54
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,322
COMMITMENTS
904 0 0 23,331 24,102 24,235 24,102 87 220
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,498)
204 0 0 -2,688 -2,491 -2,484 -2,491 -14 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 95.9 99.1 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 0 26 31 28 31
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,496
COMMITMENTS
122 216 79 3,534 4,084 3,735 4,379 1,761 1,117
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -561)
-10 0 0 -605 -608 -615 -608 54 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.9 1.4 64.3 74.3 68.0 79.7 32.0 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 18 18 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,678
COMMITMENTS
915 168 114 6,175 7,174 7,204 7,456 1,474 1,222
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,170)
-217 -81 -57 -805 -700 -1,079 -838 -91 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 1.9 1.3 71.2 82.7 83.0 85.9 17.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 2 34 38 38 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,898
COMMITMENTS
477 437 352 5,625 5,599 6,454 6,388 444 510
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,633)
159 105 -269 -1,418 -1,548 -1,528 -1,712 -105 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 6.3 5.1 81.5 81.2 93.6 92.6 6.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 4 6 47 53 54 61
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,579
COMMITMENTS
0 0 0 1,300 1,168 1,300 1,168 279 411
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -556)
-30 -25 0 -524 -466 -554 -491 -2 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.3 74.0 82.3 74.0 17.7 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 16 16 16
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,822
COMMITMENTS
45 35 85 1,240 1,284 1,370 1,404 452 418
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -445)
-15 -5 -10 -278 -261 -303 -276 -142 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.9 4.7 68.1 70.5 75.2 77.1 24.8 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 19 20 22 22
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 13,487
COMMITMENTS
100 0 200 12,867 13,137 13,167 13,337 320 150
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -3,028)
-400 0 200 -3,008 -3,283 -3,208 -3,083 180 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 1.5 95.4 97.4 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 22 20 23 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 449,980
COMMITMENTS
72,631 24,573 90,406 244,385 305,900 407,422 420,879 42,558 29,101
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 20,954)
24,214 -329 13,932 -19,677 7,386 18,469 20,989 2,485 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 5.5 20.1 54.3 68.0 90.5 93.5 9.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
53 24 48 75 89 148 147
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 117,488
COMMITMENTS
88 9,770 26,305 85,753 77,066 112,146 113,142 5,341 4,346
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 7,685)
-432 -27 2,221 5,558 4,892 7,347 7,086 337 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.3 22.4 73.0 65.6 95.5 96.3 4.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 7 8 12 12 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,175
COMMITMENTS
63 944 887 15,225 14,329 16,175 16,160 0 15
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -3,676)
-387 -141 -363 -2,926 -3,172 -3,676 -3,676 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.8 5.5 94.1 88.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
2 6 7 47 45 54 55
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,176
COMMITMENTS
1,520 0 75 7,260 8,570 8,855 8,645 321 531
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,581)
550 0 -225 -1,724 -1,236 -1,399 -1,461 -182 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.0 0.8 79.1 93.4 96.5 94.2 3.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 0 1 21 19 26 20
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,036
COMMITMENTS
153 245 192 2,621 1,930 2,966 2,367 1,070 1,669
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -350)
-74 117 -132 -368 -468 -574 -483 224 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 6.1 4.8 64.9 47.8 73.5 58.6 26.5 41.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 18 18 21 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 868,489
COMMITMENTS
167,667 296,291 233,505 385,541 292,074 786,712 821,870 81,776 46,619
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 1,483)
5,324 11,415 -6,102 -3,737 -7,148 -4,515 -1,835 5,998 3,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 34.1 26.9 44.4 33.6 90.6 94.6 9.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
90 102 135 87 74 258 244
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,895
COMMITMENTS
0 0 0 49,606 46,029 49,606 46,029 7,289 10,866
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -5,379)
0 0 0 -5,768 -5,758 -5,768 -5,758 389 379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.2 80.9 87.2 80.9 12.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 17 16 17
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,702
COMMITMENTS
0 0 0 52,518 59,137 52,518 59,137 10,184 3,565
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,708)
0 0 0 -1,356 -1,552 -1,356 -1,552 -352 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.8 94.3 83.8 94.3 16.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 16 14 16
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,432
COMMITMENTS
2,593 2,471 5,175 48,806 50,283 56,574 57,929 8,858 7,503
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -7,626)
-1,469 -172 -885 -6,571 -7,895 -8,925 -8,952 1,299 1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.8 7.9 74.6 76.8 86.5 88.5 13.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 18 19 21 22
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 58,715
COMMITMENTS
0 5,010 2,015 49,458 36,617 51,473 43,642 7,242 15,073
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -4,939)
-248 -769 76 -6,595 -6,534 -6,767 -7,227 1,828 2,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.5 3.4 84.2 62.4 87.7 74.3 12.3 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 11 17 13 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,182
COMMITMENTS
3,757 0 3,337 48,657 59,621 55,751 62,958 11,431 4,224
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -6,582)
-1,305 -2,149 -1,242 -5,057 -4,136 -7,604 -7,527 1,022 945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 5.0 72.4 88.7 83.0 93.7 17.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 19 18 22 20
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,676,395
COMMITMENTS
71,340 99,845 551,535 1046704 1019163 1669579 1670543 6,816 5,853
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 63,603)
7,111 1,100 30,790 25,641 32,245 63,542 64,135 62 -532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 6.0 32.9 62.4 60.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
49 27 59 60 60 130 125
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 32,758
COMMITMENTS
810 8,624 14,915 16,793 9,048 32,518 32,587 241 171
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 3,287)
-1 47 2,538 853 617 3,389 3,203 -102 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 26.3 45.5 51.3 27.6 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 7 9 12 11 21 23
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 47,074
COMMITMENTS
840 0 0 45,428 45,738 46,268 45,738 806 1,336
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -8,138)
0 0 0 -8,476 -7,948 -8,476 -7,948 338 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 96.5 97.2 98.3 97.2 1.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 14 12 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 130,280
COMMITMENTS
406 8,540 3,584 120,033 112,603 124,024 124,727 6,256 5,553
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -14,645)
-1,712 1,400 -1,371 -13,585 -15,498 -16,668 -15,469 2,023 824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.6 2.8 92.1 86.4 95.2 95.7 4.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 4 28 31 32 35
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,383
COMMITMENTS
0 1,858 1,106 94,530 95,142 95,636 98,106 7,747 5,277
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -7,315)
-609 -296 -112 -6,065 -6,365 -6,787 -6,773 -529 -542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 1.1 91.4 92.0 92.5 94.9 7.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 24 22 25 24
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 167,794
COMMITMENTS
6,168 1,612 6,704 142,380 153,261 155,252 161,577 12,542 6,217
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -15,941)
-1,889 -248 -1,418 -12,859 -13,732 -16,166 -15,398 225 -543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.0 4.0 84.9 91.3 92.5 96.3 7.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 2 31 33 33 36
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,660,234
COMMITMENTS
539,433 166,802 803,388 1291864 1671489 2634685 2641679 25,549 18,555
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -52,366)
-3,557 30,042 -27,145 -26,326 -57,541 -57,028 -54,644 4,662 2,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 6.3 30.2 48.6 62.8 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
37 30 60 103 89 167 154
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 891,174
COMMITMENTS
65,554 111,437 154,280 668,210 620,982 888,044 886,699 3,130 4,475
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 22,011)
-226 5,694 10,058 11,195 5,282 21,027 21,034 984 977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 12.5 17.3 75.0 69.7 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
21 28 35 43 39 85 81
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,737
COMMITMENTS
1,005 390 0 6,548 6,974 7,553 7,364 184 373
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 216)
0 -15 0 283 233 283 218 -67 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 5.0 0.0 84.6 90.1 97.6 95.2 2.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 16 16 17 19
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,901
COMMITMENTS
0 1,244 0 4,669 3,480 4,669 4,724 232 177
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,314)
-250 -191 0 -2,180 -2,109 -2,430 -2,300 116 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.4 0.0 95.3 71.0 95.3 96.4 4.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 0 23 26 23 29
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,659
COMMITMENTS
0 0 0 2,619 2,650 2,619 2,650 40 9
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -980)
0 0 0 -1,020 -956 -1,020 -956 40 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 99.7 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 17 14 17
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,409
COMMITMENTS
37 0 15 1,715 1,928 1,767 1,943 642 466
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -358)
-11 0 0 -437 -303 -448 -303 90 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.6 71.2 80.0 73.3 80.7 26.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 23 25 24 26
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 194,263
COMMITMENTS
3,348 1,667 15,581 172,137 176,229 191,066 193,477 3,196 785
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -8,189)
842 598 -944 -7,456 -7,839 -7,559 -8,186 -630 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.9 8.0 88.6 90.7 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 6 34 28 40 34
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,135
COMMITMENTS
260 126 0 6,767 7,176 7,027 7,302 1,108 833
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -229)
-84 0 0 -124 -231 -208 -231 -21 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.5 0.0 83.2 88.2 86.4 89.8 13.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 13 12 14 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,769
COMMITMENTS
0 702 40 15,264 14,911 15,304 15,653 1,465 1,116
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -926)
0 10 -60 -786 -692 -846 -742 -80 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.2 91.0 88.9 91.3 93.3 8.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 19 20 20 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,712
COMMITMENTS
0 2,072 200 27,228 28,132 27,428 30,404 3,284 308
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -837)
0 -58 0 -801 -643 -801 -701 -36 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 0.7 88.7 91.6 89.3 99.0 10.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 23 28 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,210
COMMITMENTS
358 0 180 10,031 10,796 10,569 10,976 1,641 1,234
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -564)
-88 0 0 -586 -493 -674 -493 110 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 1.5 82.2 88.4 86.6 89.9 13.4 10.1
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 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,600
COMMITMENTS
0 1,625 0 28,600 26,975 28,600 28,600 0 0
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,604)
0 -525 0 -2,604 -2,079 -2,604 -2,604 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.7 0.0 100.0 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 9 14 10
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,276
COMMITMENTS
18 495 474 43,742 43,203 44,233 44,171 1,043 1,105
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,521)
-32 30 -23 -3,145 -2,952 -3,200 -2,945 679 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 1.0 96.6 95.4 97.7 97.6 2.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 26 22 28 24
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| 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: 9,411
COMMITMENTS
0 0 0 8,409 8,611 8,409 8,611 1,002 800
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -592)
0 0 0 -552 -550 -552 -550 -40 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.4 91.5 89.4 91.5 10.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 18 21 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,581
COMMITMENTS
0 0 0 50,389 50,560 50,389 50,560 192 21
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -3,234)
0 0 0 -3,426 -3,255 -3,426 -3,255 192 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 10 11 10
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 763,041
COMMITMENTS
0 0 0 763,041 763,041 763,041 763,041 0 0
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -51,449)
0 0 0 -51,449 -51,449 -51,449 -51,449 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 15 10 15 10
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,654
COMMITMENTS
0 1,300 0 37,654 36,354 37,654 37,654 0 0
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,919)
0 -420 0 -2,919 -2,499 -2,919 -2,919 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 100.0 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 10 15 11
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,737
COMMITMENTS
0 0 0 33,972 34,482 33,972 34,482 765 255
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,037)
0 0 0 -2,016 -2,037 -2,016 -2,037 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 99.3 97.8 99.3 2.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 9 15 9
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 505,459
COMMITMENTS
0 0 0 505,459 505,459 505,459 505,459 0 0
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -21,888)
0 0 0 -21,888 -21,888 -21,888 -21,888 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 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 71,061
COMMITMENTS
0 0 0 70,996 71,061 70,996 71,061 65 0
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -6,404)
0 0 0 -6,383 -6,404 -6,383 -6,404 -21 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: 26)
0 0 0 16 16 16 16
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,223,792
COMMITMENTS
0 0 0 1223792 1223792 1223792 1223792 0 0
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -94,480)
0 0 0 -94,480 -94,480 -94,480 -94,480 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: 25)
0 0 0 17 13 17 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 206,213
COMMITMENTS
1,325 0 63 204,825 205,978 206,213 206,041 0 172
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -7,393)
-395 -105 63 -7,061 -7,330 -7,393 -7,372 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 99.3 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 1 27 27 29 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,660,172
COMMITMENTS
0 2,040 0 3660172 3658132 3660172 3660172 0 0
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -89,956)
0 0 0 -89,956 -89,956 -89,956 -89,956 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 100.0 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 25 23 25 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,304
COMMITMENTS
1,380 2,135 0 56,669 55,914 58,049 58,049 255 255
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,958)
0 -105 0 -2,958 -2,853 -2,958 -2,958 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.7 0.0 97.2 95.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 0 24 20 26 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,077,645
COMMITMENTS
24,624 66,240 0 1053021 1011405 1077645 1077645 0 0
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -35,886)
-816 -1,920 0 -35,070 -33,966 -35,886 -35,886 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.1 0.0 97.7 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 0 26 23 28 25
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,072
COMMITMENTS
1,625 0 0 57,403 59,072 59,028 59,072 44 0
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,913)
-525 0 0 -2,432 -2,913 -2,957 -2,913 44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 97.2 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 24 27 25 27
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,787
COMMITMENTS
130 650 0 10,571 9,882 10,701 10,532 86 255
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -819)
0 42 -42 -735 -777 -777 -777 -42 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.0 0.0 98.0 91.6 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 15 14 16 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,210
COMMITMENTS
510 0 0 34,381 34,381 34,891 34,381 319 829
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -450)
0 0 0 -450 -450 -450 -450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 97.6 97.6 99.1 97.6 0.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 17 11 18 11
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 513,294
COMMITMENTS
0 29,225 0 513,294 484,069 513,294 513,294 0 0
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -39,168)
0 -9,600 0 -39,168 -29,568 -39,168 -39,168 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.7 0.0 100.0 94.3 100.0 100.0 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 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,102,858
COMMITMENTS
29,986 24,409 10,466 1062406 1067983 1102858 1102858 0 0
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -50,703)
-8,839 72 -1,224 -40,640 -49,551 -50,703 -50,703 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.2 0.9 96.3 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 1 24 25 27 27
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,818
COMMITMENTS
179 470 1,129 23,494 23,918 24,802 25,517 1,016 301
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,035)
59 195 -15 -1,247 -1,314 -1,203 -1,134 168 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.8 4.4 91.0 92.6 96.1 98.8 3.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 6 32 29 39 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,725
COMMITMENTS
450 0 0 13,026 12,928 13,476 12,928 249 797
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,119)
405 0 0 -1,083 -1,044 -678 -1,044 -441 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 94.9 94.2 98.2 94.2 1.8 5.8
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 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,237
COMMITMENTS
186 105 192 8,637 8,596 9,015 8,893 222 344
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -254)
59 0 -50 -280 -324 -271 -374 17 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.1 2.1 93.5 93.1 97.6 96.3 2.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 27 19 29 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,846
COMMITMENTS
0 0 0 9,336 9,192 9,336 9,192 510 654
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -21)
0 0 0 -288 79 -288 79 267 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 93.4 94.8 93.4 5.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 21 19 21
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,386
COMMITMENTS
180 0 0 4,070 4,263 4,250 4,263 136 123
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -413)
50 0 -50 -407 -333 -407 -383 -6 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 92.8 97.2 96.9 97.2 3.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 18 14 19 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,782,936
COMMITMENTS
333,429 135,153 946,190 1410333 1612807 2689952 2694150 92,984 88,786
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 132,981)
31,339 -11,955 67,499 32,989 70,019 131,827 125,564 1,154 7,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 4.9 34.0 50.7 58.0 96.7 96.8 3.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
172 116 202 97 107 370 336
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 184,490
COMMITMENTS
75,231 20,293 42,052 66,176 119,871 183,459 182,216 1,031 2,274
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -4,163)
4,736 -2,535 -1,437 -7,490 -165 -4,191 -4,137 29 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 11.0 22.8 35.9 65.0 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 17 13 25 26 40 46
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 232,530
COMMITMENTS
27,807 13,918 14,798 156,517 150,793 199,122 179,509 33,408 53,021
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -6,300)
1,018 -3,376 -959 -12,499 -2,946 -12,440 -7,281 6,140 981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 6.0 6.4 67.3 64.8 85.6 77.2 14.4 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 2 5 23 23 29 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 144,883
COMMITMENTS
18,501 4,641 40,022 83,134 96,809 141,657 141,471 3,226 3,412
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 7,888)
231 -2,310 7,390 -122 2,548 7,499 7,629 389 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 3.2 27.6 57.4 66.8 97.8 97.6 2.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
27 9 29 25 26 63 56
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 618,740
COMMITMENTS
39,078 4,527 106,964 458,307 490,276 604,348 601,767 14,392 16,973
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 1,332)
4,389 2,550 5,658 -520 -171 9,527 8,038 -8,196 -6,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.7 17.3 74.1 79.2 97.7 97.3 2.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 2 11 36 37 47 48
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,924
COMMITMENTS
50 5,137 958 35,891 30,756 36,899 36,851 25 73
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -12,924)
-150 -2,350 200 -12,974 -10,774 -12,924 -12,924 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 13.9 2.6 97.2 83.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
1 8 3 40 41 43 52
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 105,298
COMMITMENTS
5,870 33,124 4,418 90,758 62,794 101,046 100,336 4,252 4,962
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,254)
0 -838 -800 -529 274 -1,329 -1,364 75 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 31.5 4.2 86.2 59.6 96.0 95.3 4.0 4.7
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 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,107
COMMITMENTS
2,865 2,569 5,956 28,692 29,084 37,513 37,609 2,594 2,498
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,048)
-3,270 0 200 1,063 -1,913 -2,007 -1,713 -41 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.4 14.9 71.5 72.5 93.5 93.8 6.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 4 5 15 16 22 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,460
COMMITMENTS
5,643 725 0 12,535 17,660 18,178 18,385 282 75
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -4,325)
-2,631 100 -100 -1,525 -4,325 -4,256 -4,325 -69 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 3.9 0.0 67.9 95.7 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 0 18 22 21 24
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,293
COMMITMENTS
17,394 1,820 903 5,122 23,043 23,419 25,766 2,874 527
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 490)
-237 59 93 503 368 359 520 131 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.2 6.9 3.4 19.5 87.6 89.1 98.0 10.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
79 16 8 23 35 108 55
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,559
COMMITMENTS
25,310 1,438 202 7,171 35,769 32,683 37,409 5,876 1,150
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -92)
364 -278 35 -876 315 -477 72 385 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.6 3.7 0.5 18.6 92.8 84.8 97.0 15.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
81 8 5 18 34 103 45
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 293,227
COMMITMENTS
74,901 13,360 41,018 158,651 224,427 274,571 278,805 18,657 14,422
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 17,706)
19,297 -4,286 4,987 -10,371 19,437 13,913 20,137 3,793 -2,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 4.6 14.0 54.1 76.5 93.6 95.1 6.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
49 33 42 71 85 149 137
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,406
COMMITMENTS
2,540 179 1,347 11,392 13,506 15,279 15,032 6,127 6,374
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,888)
91 -873 -641 -3,481 -3,889 -4,031 -5,403 1,143 2,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 0.8 6.3 53.2 63.1 71.4 70.2 28.6 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 3 9 11 13 14
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,024
COMMITMENTS
200 132 436 5,287 5,456 5,923 6,024 101 0
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,264)
-50 -250 150 -2,357 -2,164 -2,257 -2,264 -7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.2 7.2 87.8 90.6 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 3 29 28 33 32
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,309
COMMITMENTS
640 470 599 49,979 50,913 51,218 51,982 1,091 327
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -11,833)
70 -731 -250 -11,727 -10,502 -11,907 -11,483 74 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.9 1.1 95.5 97.3 97.9 99.4 2.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 2 37 33 40 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,574
COMMITMENTS
600 0 0 15,684 16,014 16,284 16,014 290 560
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -5,638)
-200 -290 0 -5,461 -5,298 -5,661 -5,588 23 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 94.6 96.6 98.3 96.6 1.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 24 14 25 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,786
COMMITMENTS
600 150 0 5,916 6,636 6,516 6,786 270 0
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,152)
100 0 0 -1,252 -1,152 -1,152 -1,152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 2.2 0.0 87.2 97.8 96.0 100.0 4.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 0 23 21 25 22
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,192
COMMITMENTS
3,729 0 0 11,990 15,467 15,719 15,467 473 725
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -5,742)
-2,076 0 -75 -3,404 -5,497 -5,555 -5,572 -187 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 0.0 0.0 74.0 95.5 97.1 95.5 2.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 0 30 21 33 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,077
COMMITMENTS
684 559 112 14,485 14,755 15,281 15,426 796 651
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,281)
-272 -387 69 -1,292 -917 -1,495 -1,235 214 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.5 0.7 90.1 91.8 95.0 96.0 5.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 2 2 27 28 33 31
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,804
COMMITMENTS
599 180 143 13,623 14,117 14,365 14,440 439 364
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,261)
-423 -116 0 -1,041 -1,308 -1,464 -1,424 203 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.2 1.0 92.0 95.4 97.0 97.5 3.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 1 26 22 27 25
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,528
COMMITMENTS
3,660 1,556 1,241 23,512 27,101 28,413 29,898 2,115 630
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -920)
1,683 263 -570 -2,302 -940 -1,189 -1,247 269 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 5.1 4.1 77.0 88.8 93.1 97.9 6.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 3 5 33 32 40 38
Updated October 8, 2010