GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,687
COMMITMENTS
819 2,079 64 39,740 38,361 40,623 40,504 64 183
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -6,479)
-166 -1,101 0 -6,318 -5,358 -6,484 -6,459 5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 5.1 0.2 97.7 94.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 4 1 42 47 44 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,779
COMMITMENTS
200 0 0 28,502 28,579 28,702 28,579 77 200
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -4,630)
-200 0 0 -4,425 -4,620 -4,625 -4,620 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 99.0 99.3 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 28 32 29 32
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,367
COMMITMENTS
170 216 31 3,815 3,932 4,016 4,179 1,351 1,188
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -487)
24 0 -24 -483 -408 -483 -432 -4 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.0 0.6 71.1 73.3 74.8 77.9 25.2 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 19 18 20 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,609
COMMITMENTS
485 183 146 6,563 6,748 7,194 7,077 1,415 1,532
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,524)
-237 -125 33 -1,490 -1,665 -1,694 -1,757 170 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.1 1.7 76.2 78.4 83.6 82.2 16.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 3 40 37 44 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,770
COMMITMENTS
378 420 243 5,574 5,523 6,195 6,186 575 584
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,720)
-311 66 -60 -1,309 -1,748 -1,680 -1,742 -40 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 6.2 3.6 82.3 81.6 91.5 91.4 8.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 7 3 47 49 51 57
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,514
COMMITMENTS
639 0 15 988 2,104 1,642 2,119 872 395
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 36)
142 0 0 -55 75 87 75 -51 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 0.0 0.6 39.3 83.7 65.3 84.3 34.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 1 12 15 16 16
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,410
COMMITMENTS
30 40 0 1,062 867 1,092 907 318 503
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -500)
-30 -45 0 -366 -423 -396 -468 -104 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.8 0.0 75.3 61.5 77.4 64.3 22.6 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 16 15 17 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,701
COMMITMENTS
0 200 0 12,521 12,491 12,521 12,691 180 10
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -3,070)
0 -200 0 -3,055 -2,840 -3,055 -3,040 -15 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 98.6 98.3 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 23 16 23 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 397,749
COMMITMENTS
67,976 31,472 72,577 204,847 263,326 345,400 367,375 52,348 30,374
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 23,104)
16,719 2,625 1,680 1,107 14,211 19,506 18,516 3,598 4,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 7.9 18.2 51.5 66.2 86.8 92.4 13.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
56 19 46 65 83 140 137
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 112,684
COMMITMENTS
111 8,919 28,564 79,188 71,221 107,863 108,704 4,821 3,980
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.9 25.3 70.3 63.2 95.7 96.5 4.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 8 9 11 11 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,409
COMMITMENTS
475 1,390 650 14,251 13,304 15,376 15,344 33 65
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -5,007)
0 -232 0 -4,955 -4,760 -4,955 -4,992 -52 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 9.0 4.2 92.5 86.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
3 7 4 37 46 43 55
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,932
COMMITMENTS
2,460 0 25 4,360 6,382 6,845 6,407 87 525
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,077)
-225 0 -25 -820 -1,427 -1,070 -1,452 -7 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 0.0 0.4 62.9 92.1 98.7 92.4 1.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 0 1 23 21 29 22
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,471
COMMITMENTS
2,738 80 501 6,190 8,870 9,429 9,451 42 20
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -815)
-950 0 150 -15 -965 -815 -815 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 0.8 5.3 65.4 93.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 9 12 11 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 843,345
COMMITMENTS
160,338 294,621 245,696 351,628 259,120 757,662 799,437 85,683 43,908
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 5,266)
-4,196 1,286 12,040 -6,984 -9,552 860 3,774 4,407 1,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 34.9 29.1 41.7 30.7 89.8 94.8 10.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
88 100 138 85 80 262 241
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 54,723
COMMITMENTS
0 0 0 50,286 48,123 50,286 48,123 4,437 6,600
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,072)
0 0 0 1,670 3,542 1,670 3,542 -3,742 -5,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 87.9 91.9 87.9 8.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 16 19 16
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,608
COMMITMENTS
0 0 0 45,972 53,104 45,972 53,104 10,636 3,504
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -5,812)
0 0 0 -5,498 -5,285 -5,498 -5,285 -314 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 81.2 93.8 81.2 93.8 18.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 54,850
COMMITMENTS
2,332 2,367 5,839 38,998 35,752 47,169 43,958 7,681 10,892
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -6,221)
155 -415 -812 -3,355 -7,996 -4,012 -9,223 -2,209 3,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.3 10.6 71.1 65.2 86.0 80.1 14.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 14 10 17 13
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,672
COMMITMENTS
3,599 1,280 3,233 44,395 50,921 51,227 55,434 11,445 7,238
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -5,353)
120 -579 -972 -4,133 -5,294 -4,985 -6,845 -368 1,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.0 5.2 70.8 81.3 81.7 88.5 18.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 16 14 19 17
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,716,743
COMMITMENTS
89,858 128,252 578,903 1040496 1002375 1709257 1709530 7,487 7,213
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 10,800)
7,149 5,757 7,026 -3,872 -2,075 10,302 10,708 498 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.5 33.7 60.6 58.4 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
42 37 68 61 61 134 135
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 36,018
COMMITMENTS
3,809 12,292 12,708 18,506 10,427 35,024 35,427 995 591
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 657)
70 85 580 143 -20 793 645 -136 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 34.1 35.3 51.4 28.9 97.2 98.4 2.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 10 11 15 16 29 31
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 113,519
COMMITMENTS
0 13,592 1,093 101,673 94,364 102,766 109,049 10,753 4,469
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -10,518)
0 1,705 -1,523 -13,363 -10,472 -14,886 -10,290 4,368 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.0 1.0 89.6 83.1 90.5 96.1 9.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 3 20 27 23 30
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,611
COMMITMENTS
0 892 1,594 80,503 77,854 82,097 80,340 10,514 12,271
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -8,178)
0 317 -317 -11,274 -15,117 -11,591 -15,117 3,413 6,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 1.7 86.9 84.1 88.6 86.8 11.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 16 17 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,156
COMMITMENTS
7,859 0 5,807 124,704 138,824 138,370 144,631 14,786 8,525
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -10,792)
162 0 -1,505 -11,244 -11,693 -12,587 -13,198 1,795 2,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 3.8 81.4 90.6 90.3 94.4 9.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 2 26 27 29 29
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,594,413
COMMITMENTS
493,991 101,177 816,654 1262639 1657290 2573284 2575121 21,129 19,292
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 22,483)
11,844 -2,719 9,185 1,271 16,389 22,300 22,855 183 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 3.9 31.5 48.7 63.9 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
37 27 60 105 91 170 154
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 979,221
COMMITMENTS
167,046 113,041 182,243 626,200 680,487 975,489 975,771 3,732 3,450
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 23,794)
19,622 11,519 -169 4,879 12,918 24,332 24,268 -538 -474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 11.5 18.6 63.9 69.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
25 27 40 39 37 87 81
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 6,814
COMMITMENTS
0 849 0 6,731 5,863 6,731 6,712 83 102
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,174)
0 -75 0 -1,148 -1,124 -1,148 -1,199 -26 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.5 0.0 98.8 86.0 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 27 24 27 25
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,648
COMMITMENTS
157 235 10 1,849 1,362 2,016 1,607 632 1,041
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -189)
33 17 -30 -223 -238 -220 -251 31 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 8.9 0.4 69.8 51.4 76.1 60.7 23.9 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 14 17 15 20
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,818
COMMITMENTS
95 30 25 1,281 1,456 1,401 1,511 417 307
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -508)
-66 0 1 -344 -400 -409 -399 -99 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.7 1.4 70.5 80.1 77.1 83.1 22.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 20 23 22 26
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 178,886
COMMITMENTS
3,277 805 14,777 157,802 162,843 175,856 178,426 3,030 460
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,616)
379 -293 -449 -1,624 -926 -1,694 -1,667 78 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.5 8.3 88.2 91.0 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 4 6 37 33 45 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,990
COMMITMENTS
92 46 0 6,516 6,945 6,608 6,991 1,382 999
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -403)
-84 -125 0 -571 -297 -655 -422 252 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.6 0.0 81.6 86.9 82.7 87.5 17.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 14 14 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,523
COMMITMENTS
0 932 24 16,487 15,788 16,511 16,744 1,012 779
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 177)
0 232 -28 591 194 563 398 -386 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.1 94.1 90.1 94.2 95.6 5.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 25 22 27 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,647
COMMITMENTS
675 0 0 8,579 9,139 9,254 9,139 1,393 1,508
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -176)
16 0 0 306 16 322 16 -498 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.0 80.6 85.8 86.9 85.8 13.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 17 14 18 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,771
COMMITMENTS
164 2,290 350 27,809 28,197 28,323 30,837 3,448 934
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 967)
0 264 0 599 339 599 603 368 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.2 1.1 87.5 88.8 89.1 97.1 10.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 25 24 28 27
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,120
COMMITMENTS
190 352 40 10,141 10,700 10,371 11,092 1,749 1,028
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -914)
0 74 -32 -713 -760 -745 -718 -169 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.9 0.3 83.7 88.3 85.6 91.5 14.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 20 16 21 18
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,226
COMMITMENTS
0 575 0 23,971 23,396 23,971 23,971 255 255
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,184)
0 -525 0 -2,184 -1,659 -2,184 -2,184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 98.9 96.6 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 8 13 9
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,052
COMMITMENTS
0 591 415 38,638 38,421 39,053 39,428 999 624
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,940)
0 -38 -37 -2,957 -2,459 -2,994 -2,534 54 -406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 1.0 96.5 95.9 97.5 98.4 2.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 2 29 23 31 26
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 8,721
COMMITMENTS
0 0 0 7,659 7,939 7,659 7,939 1,062 782
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -502)
0 0 0 -452 -450 -452 -450 -50 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.8 91.0 87.8 91.0 12.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 18 21 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,516
COMMITMENTS
0 510 0 48,006 47,920 48,006 48,430 510 86
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -3,216)
0 0 0 -3,216 -3,216 -3,216 -3,216 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 98.9 98.8 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 13 14 14
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 693,487
COMMITMENTS
0 9,360 0 693,487 684,127 693,487 693,487 0 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -51,609)
0 0 0 -51,609 -51,609 -51,609 -51,609 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 100.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 12 17 13
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,882
COMMITMENTS
0 460 0 32,882 32,422 32,882 32,882 0 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,415)
0 -420 0 -2,415 -1,995 -2,415 -2,415 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 100.0 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 10 14 11
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,005
COMMITMENTS
230 0 0 33,010 34,005 33,240 34,005 765 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,677)
-210 0 0 -1,467 -1,677 -1,677 -1,677 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 97.1 100.0 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 15 10 16 10
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 503,787
COMMITMENTS
0 0 0 503,787 503,787 503,787 503,787 0 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -17,265)
0 0 0 -17,265 -17,265 -17,265 -17,265 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: 24)
0 0 0 14 14 14 14
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,101
COMMITMENTS
0 0 0 63,078 63,101 63,078 63,101 23 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -4,200)
0 0 0 -4,179 -4,200 -4,179 -4,200 -21 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: 28)
0 0 0 18 15 18 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,077,087
COMMITMENTS
0 0 0 1077087 1077087 1077087 1077087 0 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -69,300)
0 0 0 -69,300 -69,300 -69,300 -69,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 13 18 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 208,481
COMMITMENTS
916 0 0 207,565 208,213 208,481 208,213 0 268
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -3,125)
-515 0 -315 -2,295 -2,789 -3,125 -3,104 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 0 26 28 28 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,649,626
COMMITMENTS
0 0 0 3649626 3649626 3649626 3649626 0 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -55,682)
0 -1,540 0 -55,682 -54,142 -55,682 -55,682 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: 40)
0 0 0 24 28 24 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,393
COMMITMENTS
3,558 1,715 132 56,703 57,806 60,393 59,653 0 740
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,597)
1,456 -105 0 -4,053 -2,747 -2,597 -2,852 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.8 0.2 93.9 95.7 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 1 24 22 29 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,146,781
COMMITMENTS
29,405 68,659 0 1117376 1078122 1146781 1146781 0 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -49,036)
-5,390 -1,925 0 -43,646 -47,111 -49,036 -49,036 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 6.0 0.0 97.4 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 0 25 26 27 28
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,866
COMMITMENTS
1,595 223 301 52,840 54,342 54,736 54,866 130 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -4,308)
-525 0 0 -3,762 -4,308 -4,287 -4,308 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.4 0.5 96.3 99.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 23 26 26 28
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 9,068
COMMITMENTS
46 230 0 7,979 8,177 8,025 8,407 1,043 661
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,266)
-42 -210 0 -1,203 -1,056 -1,245 -1,266 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.5 0.0 88.0 90.2 88.5 92.7 11.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 11 14 12
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,239
COMMITMENTS
510 0 0 35,219 35,410 35,729 35,410 510 829
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -904)
0 0 0 -904 -904 -904 -904 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 97.2 97.7 98.6 97.7 1.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 16 12 17 12
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 432,408
COMMITMENTS
0 9,400 0 432,408 423,008 432,408 432,408 0 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -39,270)
0 -9,625 0 -39,270 -29,645 -39,270 -39,270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 100.0 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 9 13 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,019,978
COMMITMENTS
9,776 37,930 1,880 1008322 980,168 1019978 1019978 0 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -83,785)
-10,010 3,850 -3,850 -69,925 -83,785 -83,785 -83,785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.7 0.2 98.9 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 1 24 28 27 30
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 412,232
COMMITMENTS
0 11,605 3,760 408,472 396,867 412,232 412,232 0 0
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -19,250)
0 3,850 -3,850 -15,400 -19,250 -19,250 -19,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.9 99.1 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 14 12 15 13
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,676
COMMITMENTS
140 0 375 25,370 25,809 25,885 26,184 791 492
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 161)
5 0 75 267 108 347 183 -186 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 1.4 95.1 96.7 97.0 98.2 3.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 2 39 35 42 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,234
COMMITMENTS
380 0 0 15,590 15,668 15,970 15,668 264 566
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -714)
-130 0 0 -569 -629 -699 -629 -15 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 96.0 96.5 98.4 96.5 1.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 18 16 19 16
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,792
COMMITMENTS
80 0 0 7,975 8,043 8,055 8,043 737 749
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -876)
80 0 0 -911 -748 -831 -748 -45 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 90.7 91.5 91.6 91.5 8.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 26 21 27 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,363
COMMITMENTS
0 0 0 9,838 9,846 9,838 9,846 525 517
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -489)
0 0 0 -318 -244 -318 -244 -171 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 95.0 94.9 95.0 5.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 22 22 22 22
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,937
COMMITMENTS
0 0 0 3,878 3,786 3,878 3,786 59 151
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 96.2 98.5 96.2 1.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 13 18 13
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,489,980
COMMITMENTS
341,353 118,498 818,237 1225123 1470407 2384713 2407142 105,267 82,838
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 100,412)
33,786 830 24,257 36,968 65,735 95,011 90,822 5,401 9,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 4.8 32.9 49.2 59.1 95.8 96.7 4.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
175 102 189 95 104 358 317
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 150,069
COMMITMENTS
81,516 7,805 27,737 38,667 109,448 147,920 144,990 2,150 5,080
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 2,068)
-1,746 -2,456 4,930 -1,087 -14 2,097 2,460 -29 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.3 5.2 18.5 25.8 72.9 98.6 96.6 1.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 10 12 17 17 30 32
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 236,465
COMMITMENTS
27,865 16,168 10,196 162,054 159,579 200,115 185,943 36,350 50,522
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -12,113)
-900 -388 -4,168 -7,723 -2,743 -12,791 -7,299 678 -4,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 6.8 4.3 68.5 67.5 84.6 78.6 15.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 4 30 30 35 35
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,539
COMMITMENTS
26,507 3,311 30,714 59,596 83,657 116,816 117,682 3,723 2,857
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 6,679)
4,413 -772 1,943 -206 5,253 6,150 6,424 529 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 2.7 25.5 49.4 69.4 96.9 97.6 3.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
23 11 25 25 23 59 49
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 602,883
COMMITMENTS
44,465 2,579 108,391 433,017 471,510 585,872 582,479 17,010 20,403
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 34,910)
4,714 547 8,248 19,398 19,552 32,361 28,348 2,549 6,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.4 18.0 71.8 78.2 97.2 96.6 2.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 2 11 35 36 46 47
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,079
COMMITMENTS
428 2,166 50 36,546 34,736 37,024 36,952 55 127
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -5,665)
220 -1,148 -8 -5,869 -4,558 -5,657 -5,714 -8 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 5.8 0.1 98.6 93.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 4 1 43 39 47 44
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,982
COMMITMENTS
4,494 34,753 3,304 77,128 44,324 84,926 82,381 3,056 5,601
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 3,043)
43 1,781 954 2,182 446 3,179 3,181 -136 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 39.5 3.8 87.7 50.4 96.5 93.6 3.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 11 10 27 25 39 39
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,970
COMMITMENTS
4,325 375 0 10,620 14,570 14,945 14,945 25 25
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,955)
-200 -200 0 -1,730 -1,730 -1,930 -1,930 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 2.5 0.0 70.9 97.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 0 19 24 21 27
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,947
COMMITMENTS
16,666 2,325 451 4,896 21,523 22,013 24,299 2,934 648
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 571)
56 98 -15 169 294 210 376 361 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.8 9.3 1.8 19.6 86.3 88.2 97.4 11.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
85 13 8 23 33 113 51
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,745
COMMITMENTS
25,662 1,608 862 5,633 33,961 32,157 36,430 5,588 1,315
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 2,725)
1,851 -401 195 383 2,845 2,429 2,639 296 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.0 4.3 2.3 14.9 90.0 85.2 96.5 14.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
87 9 8 15 34 106 49
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 295,456
COMMITMENTS
84,793 11,357 34,136 152,327 236,527 271,256 282,020 24,199 13,435
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -785)
2,069 122 -2,231 -4,582 -1,182 -4,744 -3,291 3,960 2,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 3.8 11.6 51.6 80.1 91.8 95.5 8.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
77 20 40 76 91 170 137
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,927
COMMITMENTS
3,102 1,318 1,226 10,703 11,984 15,031 14,528 4,896 5,399
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -3,789)
700 179 -341 -5,365 -4,797 -5,006 -4,959 1,217 1,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 6.6 6.2 53.7 60.1 75.4 72.9 24.6 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 3 4 12 18 19 23
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,706
COMMITMENTS
86 150 0 4,333 4,543 4,419 4,693 287 13
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,185)
-136 -160 -20 -1,182 -905 -1,338 -1,085 153 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.2 0.0 92.1 96.5 93.9 99.7 6.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 22 22 24 23
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,291
COMMITMENTS
330 2,297 15 52,018 50,744 52,363 53,056 928 235
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -7,902)
-130 111 -20 -7,718 -8,048 -7,868 -7,957 -34 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.3 0.0 97.6 95.2 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 2 1 32 35 35 37
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,379
COMMITMENTS
200 0 0 17,934 18,279 18,134 18,279 245 100
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -717)
-200 0 0 -512 -817 -712 -817 -5 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 97.6 99.5 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 20 16 21 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,387
COMMITMENTS
850 2,475 0 6,187 4,662 7,037 7,137 350 250
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -912)
0 425 -50 -812 -1,387 -862 -1,012 -50 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 33.5 0.0 83.8 63.1 95.3 96.6 4.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 0 24 22 27 23
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,680
COMMITMENTS
1,666 0 50 13,804 15,380 15,520 15,430 160 250
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,736)
-929 0 0 -1,692 -2,636 -2,621 -2,636 -115 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.0 0.3 88.0 98.1 99.0 98.4 1.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 32 22 34 23
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,409
COMMITMENTS
516 1,133 570 13,467 13,493 14,553 15,196 856 213
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,595)
-338 248 217 -1,297 -1,811 -1,418 -1,346 -177 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 7.4 3.7 87.4 87.6 94.4 98.6 5.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 4 31 31 37 36
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,686
COMMITMENTS
0 2,400 54 13,542 11,106 13,596 13,560 90 126
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,852)
0 135 -33 -1,604 -1,820 -1,637 -1,718 -215 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.5 0.4 98.9 81.1 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 6 2 27 22 29 28
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,333
COMMITMENTS
6,494 1,242 1,646 22,540 28,159 30,680 31,047 653 286
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -961)
689 -176 288 -1,945 -1,027 -968 -915 7 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 4.0 5.3 71.9 89.9 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 7 34 33 42 41
Updated December 10, 2010