GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,964
COMMITMENTS
1,107 4,179 18 40,691 37,725 41,816 41,922 148 42
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,541)
0 -274 0 1,486 1,812 1,486 1,538 55 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 10.0 0.0 97.0 89.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 4 1 41 48 43 52
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,327
COMMITMENTS
781 0 0 29,459 30,107 30,240 30,107 87 220
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,432)
-145 0 0 1,577 1,432 1,432 1,432 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 97.1 99.3 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 0 28 37 30 37
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,019
COMMITMENTS
122 216 79 4,152 4,534 4,353 4,829 1,666 1,190
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 104)
0 0 0 145 238 145 238 -41 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.6 1.3 69.0 75.3 72.3 80.2 27.7 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 19 20 21
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,806
COMMITMENTS
892 215 114 6,278 7,254 7,284 7,583 1,522 1,223
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 122)
-33 35 0 219 220 186 255 -64 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 2.4 1.3 71.3 82.4 82.7 86.1 17.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 2 33 39 37 43
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,435
COMMITMENTS
551 375 243 6,127 6,303 6,921 6,921 514 514
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 300)
74 -25 -126 265 408 213 257 87 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.0 3.3 82.4 84.8 93.1 93.1 6.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
5 3 6 49 54 56 62
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,342
COMMITMENTS
169 0 45 1,428 1,682 1,642 1,727 700 615
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 1.9 61.0 71.8 70.1 73.7 29.9 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 14 13 16 14
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,704
COMMITMENTS
0 50 0 1,401 1,123 1,401 1,173 303 531
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 70)
0 0 0 59 10 59 10 11 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 82.2 65.9 82.2 68.8 17.8 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 15 17 16
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,800
COMMITMENTS
45 35 85 1,182 1,236 1,312 1,356 488 444
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -88)
0 0 0 -83 -110 -83 -110 -5 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.9 4.7 65.7 68.7 72.9 75.3 27.1 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 18 19 21 21
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 15,911
COMMITMENTS
0 100 300 15,241 15,366 15,541 15,766 370 145
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,862)
0 0 0 1,762 1,737 1,762 1,737 100 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 1.9 95.8 96.6 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 26 20 27 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 435,373
COMMITMENTS
57,263 24,358 90,743 241,568 292,145 389,574 407,246 45,799 28,127
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -4,188)
-6,726 1,936 2,674 1,887 -6,356 -2,165 -1,747 -2,023 -2,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 5.6 20.8 55.5 67.1 89.5 93.5 10.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
41 32 47 77 89 144 147
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,875
COMMITMENTS
163 994 737 16,975 16,129 17,875 17,860 0 15
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 475)
100 50 -75 450 500 475 475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 5.6 4.1 95.0 90.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
3 6 6 44 50 50 60
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,551
COMMITMENTS
1,820 0 75 7,335 9,041 9,230 9,116 321 435
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 0)
150 0 0 -150 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 0.0 0.8 76.8 94.7 96.6 95.4 3.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 0 1 22 19 27 20
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,110
COMMITMENTS
158 234 214 2,694 1,994 3,066 2,442 1,044 1,668
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 52)
5 -11 22 57 18 84 29 -32 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 5.7 5.2 65.5 48.5 74.6 59.4 25.4 40.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 17 17 20 20
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 889,527
COMMITMENTS
155,628 287,472 254,139 397,589 301,847 807,357 843,459 82,170 46,068
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 15,631)
-8,196 -9,957 18,629 -382 6,729 10,051 15,400 5,580 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 32.3 28.6 44.7 33.9 90.8 94.8 9.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
85 98 128 92 77 252 237
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 49,290
COMMITMENTS
0 1,625 532 36,611 41,516 37,143 43,673 12,147 5,617
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -497)
0 440 -62 -447 -875 -509 -497 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 1.1 74.3 84.2 75.4 88.6 24.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 17 15 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| 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 10/12/10 (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 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 10/19/10 |
--------------------------------------------------------------| 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 10/12/10 (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 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 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,456
COMMITMENTS
2,147 2,341 5,583 48,196 50,011 55,926 57,935 9,530 7,521
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 122)
-302 -432 494 -604 72 -412 134 534 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.6 8.5 73.6 76.4 85.4 88.5 14.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 18 18 21 21
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 58,293
COMMITMENTS
0 4,503 2,126 48,925 36,561 51,051 43,190 7,242 15,103
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -360)
0 -314 0 -360 -46 -360 -360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 3.6 83.9 62.7 87.6 74.1 12.4 25.9
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 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 68,890
COMMITMENTS
4,357 0 3,731 49,167 59,693 57,255 63,424 11,635 5,466
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 732)
-632 0 530 630 112 528 642 204 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 5.4 71.4 86.6 83.1 92.1 16.9 7.9
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 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,769,698
COMMITMENTS
78,830 102,013 598,691 1085387 1062977 1762908 1763682 6,790 6,017
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 53,466)
2,139 3,474 27,666 23,863 22,514 53,667 53,653 -201 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.8 33.8 61.3 60.1 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
47 31 61 66 65 138 132
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 35,576
COMMITMENTS
1,309 10,305 16,110 17,805 8,890 35,224 35,305 353 271
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,363)
8 798 584 699 2 1,291 1,383 72 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 29.0 45.3 50.0 25.0 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 11 10 12 11 23 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 47,054
COMMITMENTS
840 0 0 45,408 45,718 46,248 45,718 806 1,336
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -300)
0 0 0 -300 -300 -300 -300 0 0
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 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 129,586
COMMITMENTS
436 8,610 3,111 119,325 111,830 122,872 123,551 6,714 6,034
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -297)
0 34 -320 879 -595 559 -881 -856 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.6 2.4 92.1 86.3 94.8 95.3 5.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 3 29 31 32 34
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,266
COMMITMENTS
0 1,648 1,102 94,369 95,243 95,471 97,993 7,795 5,273
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -14)
0 4 -4 -10 -10 -14 -10 0 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 1.1 91.4 92.2 92.5 94.9 7.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 22 21 23 22
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 171,181
COMMITMENTS
5,932 0 7,126 145,770 157,703 158,828 164,829 12,353 6,352
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,941)
170 -1,010 874 896 1,775 1,941 1,639 0 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 4.2 85.2 92.1 92.8 96.3 7.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 2 32 35 34 37
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,635,280
COMMITMENTS
487,350 155,159 791,206 1334656 1670863 2613212 2617228 22,068 18,052
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -9,248)
-42,505 -17,660 9,511 24,781 -1,116 -8,213 -9,265 -1,035 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 5.9 30.0 50.6 63.4 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
34 29 57 105 92 166 154
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 977,555
COMMITMENTS
87,672 122,373 189,743 698,132 660,653 975,547 972,769 2,008 4,786
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 48,931)
16,017 3,883 22,123 11,842 22,806 49,982 48,812 -1,051 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 12.5 19.4 71.4 67.6 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
20 32 37 44 40 88 85
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 8,223
COMMITMENTS
1,005 315 45 6,766 7,272 7,816 7,632 407 591
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 186)
0 -150 -30 22 39 -8 -141 194 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 3.8 0.5 82.3 88.4 95.1 92.8 4.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 15 15 18 18
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 6,289
COMMITMENTS
0 1,244 0 6,117 4,854 6,117 6,098 172 191
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 643)
-46 0 0 735 618 689 618 -46 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.8 0.0 97.3 77.2 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 0 23 26 23 29
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,931
COMMITMENTS
0 0 0 2,871 2,926 2,871 2,926 60 5
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 95)
0 0 0 95 94 95 94 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 99.8 98.0 99.8 2.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 18 15 18
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,447
COMMITMENTS
42 0 15 1,751 1,912 1,808 1,927 639 520
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 7)
5 0 0 -12 -19 -7 -19 14 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.6 71.6 78.1 73.9 78.7 26.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 24 23 25
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 200,478
COMMITMENTS
4,246 684 17,761 175,272 181,233 197,279 199,678 3,199 800
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 3,105)
325 -196 563 2,236 2,712 3,123 3,079 -19 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.3 8.9 87.4 90.4 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 1 6 35 29 42 35
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,177
COMMITMENTS
260 126 0 6,809 7,218 7,069 7,344 1,108 833
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 42)
0 0 0 42 42 42 42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.5 0.0 83.3 88.3 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 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,304
COMMITMENTS
0 796 40 15,615 15,410 15,655 16,246 1,649 1,058
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 206)
0 82 0 206 104 206 186 -0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 0.2 90.2 89.1 90.5 93.9 9.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 20 20 21 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,846
COMMITMENTS
0 2,116 200 27,462 28,222 27,662 30,538 3,184 308
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -14)
0 10 0 -154 -24 -154 -14 140 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 0.6 89.0 91.5 89.7 99.0 10.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 27 23 29 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,224
COMMITMENTS
280 34 170 10,109 10,810 10,559 11,014 1,665 1,210
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 74)
-58 34 -10 142 50 74 74 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.3 1.4 82.7 88.4 86.4 90.1 13.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 20 16 22 18
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 29,014
COMMITMENTS
0 1,625 0 29,014 27,134 29,014 28,759 0 255
CHANGES FROM 10/12/10 (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 5.6 0.0 100.0 93.5 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
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 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,965
COMMITMENTS
4 489 497 44,420 43,874 44,921 44,859 1,044 1,106
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 476)
-17 -6 27 466 450 476 471 -1 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 1.1 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 10/19/10 |
--------------------------------------------------------------| 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: 9,481
COMMITMENTS
0 0 0 8,479 8,639 8,479 8,639 1,002 842
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 4)
0 0 0 4 2 4 2 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.4 91.1 89.4 91.1 10.6 8.9
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 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,007
COMMITMENTS
0 0 0 50,964 50,986 50,964 50,986 43 21
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 22)
0 0 0 0 22 0 22 22 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: 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 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 764,177
COMMITMENTS
0 0 0 764,177 764,177 764,177 764,177 0 0
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,136)
0 0 0 1,136 1,136 1,136 1,136 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 10/19/10 |
--------------------------------------------------------------| 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 10/12/10 (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 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 10/19/10 |
--------------------------------------------------------------| 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 10/12/10 (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 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 10/19/10 |
--------------------------------------------------------------| 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 10/12/10 (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: 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 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 71,396
COMMITMENTS
0 0 0 71,331 71,396 71,331 71,396 65 0
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 335)
0 0 0 335 335 335 335 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: 27)
0 0 0 17 16 17 16
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| 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 10/12/10 (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: 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 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 209,023
COMMITMENTS
1,325 0 63 207,635 208,788 209,023 208,851 0 172
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 2,978)
0 0 0 2,978 2,978 2,978 2,978 0 0
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: 41)
2 0 1 27 28 29 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,714,856
COMMITMENTS
0 2,040 0 3714856 3712816 3714856 3714856 0 0
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 54,684)
0 0 0 54,684 54,684 54,684 54,684 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 24 23 24 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,426
COMMITMENTS
1,380 4,685 0 61,046 57,486 62,426 62,171 0 255
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 4,122)
0 2,550 0 4,377 1,572 4,377 4,122 -255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 7.5 0.0 97.8 92.1 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 0 25 21 27 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,119,084
COMMITMENTS
26,549 66,240 0 1092535 1052844 1119084 1119084 0 0
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 39,514)
0 0 0 39,514 39,514 39,514 39,514 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.9 0.0 97.6 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 0 26 24 28 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,830
COMMITMENTS
1,625 0 0 58,161 59,830 59,786 59,830 44 0
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 97.2 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 25 28 26 28
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| 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 10/12/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,501
COMMITMENTS
510 0 0 35,672 35,672 36,182 35,672 319 829
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 665)
0 0 0 665 665 665 665 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 97.7 97.7 99.1 97.7 0.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 17 12 18 12
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| 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 10/12/10 (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 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 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,108,258
COMMITMENTS
29,986 24,409 10,466 1067806 1073383 1108258 1108258 0 0
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.2 0.9 96.3 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 1 25 26 28 28
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,429
COMMITMENTS
274 0 631 25,524 26,513 26,429 27,144 1,000 285
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,184)
25 0 -12 1,176 1,211 1,189 1,199 -5 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 2.3 93.1 96.7 96.4 99.0 3.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 0 5 35 30 41 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,835
COMMITMENTS
460 0 15 14,156 14,353 14,631 14,368 204 467
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -32)
55 0 -30 8 28 33 -2 -65 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.1 95.4 96.8 98.6 96.9 1.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 13 15 14 16
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,000
COMMITMENTS
126 0 142 9,410 9,298 9,678 9,440 322 560
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 295)
15 0 -5 185 300 195 295 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 1.4 94.1 93.0 96.8 94.4 3.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 28 21 29 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,294
COMMITMENTS
0 0 0 9,909 9,635 9,909 9,635 385 659
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 87)
0 0 0 242 72 242 72 -155 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 93.6 96.3 93.6 3.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 21 21 21
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,611
COMMITMENTS
0 0 0 4,475 4,488 4,475 4,488 136 123
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 155)
0 0 0 155 155 155 155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 97.3 97.1 97.3 2.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 15 19 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,762,355
COMMITMENTS
321,884 130,071 919,785 1424904 1635211 2666574 2685067 95,781 77,288
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -62,293)
-15,599 2,122 -42,484 -3,082 -14,546 -61,166 -54,909 -1,126 -7,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 4.7 33.3 51.6 59.2 96.5 97.2 3.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
180 99 187 94 104 354 320
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 157,109
COMMITMENTS
64,514 12,408 35,803 56,331 104,750 156,649 152,961 460 4,148
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -24,218)
-2,534 -6,134 -10,399 -10,925 -9,482 -23,859 -26,015 -359 1,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 7.9 22.8 35.9 66.7 99.7 97.4 0.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 10 9 24 24 35 39
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 241,402
COMMITMENTS
26,826 15,201 15,518 161,735 158,918 204,079 189,637 37,323 51,765
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 5,901)
1,511 403 280 4,144 7,114 5,935 7,797 -34 -1,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 6.3 6.4 67.0 65.8 84.5 78.6 15.5 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 3 6 25 26 32 34
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 150,065
COMMITMENTS
21,448 5,638 41,074 84,276 100,017 146,798 146,728 3,267 3,336
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 2,577)
698 726 804 1,053 952 2,556 2,483 22 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 3.8 27.4 56.2 66.6 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
27 11 29 26 27 65 56
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 619,311
COMMITMENTS
44,661 3,633 107,015 454,539 496,352 606,215 607,000 13,096 12,312
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -4,323)
608 -93 1,351 -5,073 -5,003 -3,114 -3,745 -1,209 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.6 17.3 73.4 80.1 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 3 12 37 38 49 50
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,090
COMMITMENTS
75 3,137 1,308 42,682 39,562 44,065 44,007 25 83
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 5,881)
75 -500 375 5,531 6,021 5,981 5,896 -100 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.1 3.0 96.8 89.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 6 4 43 43 47 52
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 108,586
COMMITMENTS
7,486 33,693 4,951 92,311 65,349 104,748 103,993 3,838 4,593
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 972)
1,126 -818 -128 -649 1,858 349 912 623 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 31.0 4.6 85.0 60.2 96.5 95.8 3.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 11 14 27 27 42 43
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,553
COMMITMENTS
1,235 3,339 4,756 28,037 25,636 34,028 33,731 2,525 2,822
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 267)
-630 770 100 689 -513 159 357 108 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 9.1 13.0 76.7 70.1 93.1 92.3 6.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 5 4 15 16 20 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,653
COMMITMENTS
5,412 750 0 13,028 17,828 18,440 18,578 213 75
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 18)
-231 0 0 318 18 87 18 -69 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 4.0 0.0 69.8 95.6 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 0 18 22 21 25
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,491
COMMITMENTS
17,472 1,960 840 4,983 22,794 23,294 25,594 3,197 897
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 349)
223 90 -61 -69 20 92 48 257 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.0 7.4 3.2 18.8 86.0 87.9 96.6 12.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
79 17 6 23 32 105 54
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 39,143
COMMITMENTS
27,650 1,724 225 6,338 36,119 34,212 38,067 4,931 1,076
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -292)
409 122 -24 -9 -490 376 -392 -668 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.6 4.4 0.6 16.2 92.3 87.4 97.3 12.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
94 14 4 17 34 113 51
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 320,174
COMMITMENTS
80,153 15,457 48,519 170,317 241,596 298,989 305,572 21,185 14,602
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 14,160)
1,627 4,012 3,680 6,863 6,257 12,170 13,949 1,991 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 4.8 15.2 53.2 75.5 93.4 95.4 6.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
65 26 44 74 85 163 138
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,781
COMMITMENTS
2,541 377 1,847 13,064 14,611 17,452 16,835 5,329 5,946
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 601)
-87 -157 250 1,012 608 1,175 701 -574 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 1.7 8.1 57.3 64.1 76.6 73.9 23.4 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 4 14 16 19 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,586
COMMITMENTS
250 132 336 5,799 6,018 6,385 6,486 201 100
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.0 5.1 88.1 91.4 96.9 98.5 3.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 2 30 30 34 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,143
COMMITMENTS
740 470 249 53,131 54,174 54,120 54,893 1,023 250
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 2,467)
0 0 0 2,467 2,467 2,467 2,467 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.9 0.5 96.4 98.2 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 1 36 33 39 34
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,754
COMMITMENTS
600 0 0 16,899 17,754 17,499 17,754 255 0
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 355)
0 0 0 390 915 390 915 -35 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 95.2 100.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 25 18 26 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,036
COMMITMENTS
600 100 0 6,166 6,936 6,766 7,036 270 0
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 155)
0 -100 0 155 255 155 155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 1.4 0.0 87.6 98.6 96.2 100.0 3.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 0 24 23 26 25
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,744
COMMITMENTS
3,634 0 0 13,590 17,119 17,224 17,119 520 625
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,091)
-10 0 0 1,101 1,091 1,091 1,091 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 0.0 0.0 76.6 96.5 97.1 96.5 2.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 0 30 22 33 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,958
COMMITMENTS
830 869 215 15,057 15,301 16,102 16,385 856 573
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 98)
-96 64 -64 180 190 20 190 78 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.1 1.3 88.8 90.2 95.0 96.6 5.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 2 3 28 31 34 35
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,941
COMMITMENTS
0 603 547 15,013 14,338 15,560 15,488 381 453
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 999)
-599 423 404 1,132 83 937 910 62 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 3.4 94.2 89.9 97.6 97.2 2.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 5 2 29 21 31 26
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,805
COMMITMENTS
3,354 1,556 1,397 24,834 28,297 29,585 31,250 2,220 555
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -541)
-1,650 -249 21 908 -337 -721 -565 180 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 4.9 4.4 78.1 89.0 93.0 98.3 7.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 3 5 33 31 40 37
Updated October 22, 2010