GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,151
COMMITMENTS
577 5,336 249 43,254 38,374 44,080 43,959 71 192
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -6,105)
-57 -176 3 -6,070 -5,925 -6,124 -6,098 19 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 12.1 0.6 98.0 86.9 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
1 3 1 42 52 44 55
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,098
COMMITMENTS
0 0 0 20,950 20,873 20,950 20,873 148 225
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -3,703)
0 0 0 -3,737 -3,718 -3,737 -3,718 34 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.3 98.9 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 28 28 28 28
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,737
COMMITMENTS
1,072 261 223 7,021 7,808 8,316 8,292 1,421 1,445
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -704)
-9 -73 12 -635 -670 -632 -731 -72 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 2.7 2.3 72.1 80.2 85.4 85.2 14.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 4 31 37 35 43
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,165
COMMITMENTS
495 110 221 5,784 6,046 6,500 6,377 665 788
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,496)
-120 -95 -96 -1,397 -1,337 -1,613 -1,528 117 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 1.5 3.1 80.7 84.4 90.7 89.0 9.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 2 5 45 53 50 60
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,081
COMMITMENTS
564 0 445 1,343 2,232 2,352 2,677 729 404
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 148)
-75 0 210 14 -154 149 56 -1 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 0.0 14.4 43.6 72.4 76.3 86.9 23.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 0 4 15 16 20 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,119
COMMITMENTS
20 70 80 1,589 1,672 1,689 1,822 430 297
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -395)
-18 55 -55 -310 -262 -383 -262 -12 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 3.3 3.8 75.0 78.9 79.7 86.0 20.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 19 21 21 23
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,337
COMMITMENTS
0 0 0 2,331 2,337 2,331 2,337 6 0
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -2,050)
0 0 0 -2,017 -2,050 -2,017 -2,050 -33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.7 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 14 14 14
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 14,415
COMMITMENTS
0 0 0 14,115 14,400 14,115 14,400 300 15
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -4,815)
0 0 0 -4,800 -4,830 -4,800 -4,830 -15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.9 99.9 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 17 22 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 310,044
COMMITMENTS
77,068 39,546 34,746 153,842 212,529 265,656 286,821 44,388 23,223
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 3,828)
-2,797 445 3,594 4,124 973 4,921 5,012 -1,093 -1,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 12.8 11.2 49.6 68.5 85.7 92.5 14.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
63 21 43 70 83 153 135
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,428
COMMITMENTS
250 660 580 15,580 15,173 16,410 16,413 18 15
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -4,802)
-167 -242 -50 -4,553 -4,460 -4,770 -4,752 -32 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 4.0 3.5 94.8 92.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 6 4 40 49 45 57
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,896
COMMITMENTS
600 155 295 6,701 7,146 7,596 7,596 300 300
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,075)
-50 0 0 1,125 1,075 1,075 1,075 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 2.0 3.7 84.9 90.5 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 21 16 24 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 898,069
COMMITMENTS
143,752 369,006 285,151 390,365 205,217 819,268 859,374 78,801 38,695
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 66,501)
4,163 10,285 39,909 25,184 13,017 69,256 63,211 -2,755 3,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 41.1 31.8 43.5 22.9 91.2 95.7 8.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
92 104 131 82 72 261 240
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 46,435
COMMITMENTS
0 0 0 40,802 41,909 40,802 41,909 5,633 4,526
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.9 90.3 87.9 90.3 12.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 15 18 15
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,475
COMMITMENTS
0 0 0 42,697 48,930 42,697 48,930 10,778 4,545
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -2,724)
0 0 0 -2,872 -2,892 -2,872 -2,892 148 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 79.8 91.5 79.8 91.5 20.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 15 15 15
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 45,766
COMMITMENTS
2,326 1,811 3,354 34,233 32,391 39,913 37,556 5,853 8,210
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -4,084)
56 -505 -484 -2,620 -2,524 -3,048 -3,513 -1,036 -571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 4.0 7.3 74.8 70.8 87.2 82.1 12.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 14 10 17 13
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 100,023
COMMITMENTS
0 8,593 2,030 89,830 85,848 91,860 96,471 8,163 3,552
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -397)
0 -428 31 -428 0 -397 -397 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.6 2.0 89.8 85.8 91.8 96.4 8.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 3 18 25 21 28
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 148,698
COMMITMENTS
10,401 0 3,686 120,467 137,013 134,554 140,699 14,144 7,999
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -326)
-166 0 57 394 -561 285 -504 -611 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.0 2.5 81.0 92.1 90.5 94.6 9.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 24 25 27 27
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,573,928
COMMITMENTS
516,720 77,588 814,175 1227872 1662138 2558767 2553901 15,161 20,027
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 41,939)
11,371 -1,183 6,591 24,062 36,415 42,024 41,823 -85 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 3.0 31.6 47.7 64.6 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
41 23 58 101 85 167 145
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,003,255
COMMITMENTS
193,810 79,755 190,018 615,923 729,650 999,751 999,423 3,504 3,832
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 20,291)
18,075 19,428 -3,863 7,434 5,172 21,646 20,737 -1,355 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 7.9 18.9 61.4 72.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
27 28 43 41 38 90 87
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,872
COMMITMENTS
15 995 61 10,680 9,597 10,756 10,653 116 219
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,482)
0 185 0 1,544 1,291 1,544 1,476 -62 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 9.2 0.6 98.2 88.3 98.9 98.0 1.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 2 29 29 31 33
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,410
COMMITMENTS
123 170 24 1,784 1,494 1,931 1,688 479 722
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -345)
-12 -70 0 -277 -254 -289 -324 -56 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 7.1 1.0 74.0 62.0 80.1 70.0 19.9 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 17 17 18 20
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,613
COMMITMENTS
87 35 0 1,035 1,165 1,122 1,200 491 413
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -331)
-38 35 0 -226 -110 -264 -75 -67 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 2.2 0.0 64.2 72.2 69.6 74.4 30.4 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 20 20 21 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,805
COMMITMENTS
8,528 1,284 588 35,577 44,017 44,693 45,889 2,112 916
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,662)
1,450 -12 52 1,422 2,432 2,924 2,472 -1,262 -810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 2.7 1.3 76.0 94.0 95.5 98.0 4.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 3 32 28 36 33
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,190
COMMITMENTS
102 530 92 13,705 13,590 13,899 14,212 1,291 978
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 210)
0 48 0 24 174 24 222 186 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 3.5 0.6 90.2 89.5 91.5 93.6 8.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 20 16 22 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,389
COMMITMENTS
148 3,342 220 27,845 26,795 28,213 30,357 3,176 1,032
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,354)
0 986 -70 1,870 438 1,800 1,354 -446 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 10.6 0.7 88.7 85.4 89.9 96.7 10.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 23 18 25 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,347
COMMITMENTS
100 446 40 9,747 10,027 9,887 10,513 1,460 834
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 42)
0 8 0 60 24 60 32 -18 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 3.9 0.4 85.9 88.4 87.1 92.7 12.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 16 11 17 13
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,073
COMMITMENTS
36 800 76 11,507 11,213 11,619 12,089 1,454 984
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -166)
0 0 0 -334 -166 -334 -166 168 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 6.1 0.6 88.0 85.8 88.9 92.5 11.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 22 17 23 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,779
COMMITMENTS
0 468 0 50,290 50,163 50,290 50,631 489 148
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,459)
0 0 0 1,459 1,480 1,459 1,480 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.9 0.0 99.0 98.8 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 12 12 12 13
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 728,597
COMMITMENTS
0 13,824 0 728,597 714,773 728,597 728,597 0 0
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 360)
0 0 0 360 360 360 360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.9 0.0 100.0 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 12 15 13
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,631
COMMITMENTS
0 0 0 28,290 28,631 28,290 28,631 341 0
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.8 100.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 9 13 9
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,299
COMMITMENTS
0 0 0 61,299 61,299 61,299 61,299 0 0
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 7,335)
0 0 0 7,335 7,335 7,335 7,335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 27)
0 0 0 17 13 17 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,044,140
COMMITMENTS
0 0 0 1044140 1044140 1044140 1044140 0 0
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 111,685)
0 0 0 111,685 111,685 111,685 111,685 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 17 12 17 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 196,070
COMMITMENTS
200 0 0 195,870 196,070 196,070 196,070 0 0
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 5,513)
0 0 0 5,513 5,620 5,513 5,620 0 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 21 26 22 26
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,448,665
COMMITMENTS
1,056 0 0 3447609 3448665 3448665 3448665 0 0
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 87,295)
0 0 0 87,295 87,295 87,295 87,295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 39)
1 0 0 19 28 20 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,653
COMMITMENTS
6,030 1,600 132 54,491 58,411 60,653 60,143 0 510
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 2.6 0.2 89.8 96.3 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 1 24 20 29 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,179,976
COMMITMENTS
24,125 86,052 5,280 1150571 1088644 1179976 1179976 0 0
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 19,680)
0 0 0 19,680 19,680 19,680 19,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 7.3 0.4 97.5 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 1 25 25 27 28
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,487
COMMITMENTS
1,020 243 255 48,126 48,946 49,401 49,444 86 43
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.5 0.5 97.2 98.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 21 18 22 20
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,984
COMMITMENTS
0 2,536 190 28,476 26,024 28,666 28,750 318 234
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 2,040)
0 0 0 2,040 2,040 2,040 2,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.7 0.7 98.2 89.8 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 14 13 15 14
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,850
COMMITMENTS
510 86 0 15,851 16,445 16,361 16,531 489 319
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 42)
0 0 0 42 42 42 42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.5 0.0 94.1 97.6 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 18 15 19 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 974,536
COMMITMENTS
0 35,587 4,000 970,536 934,949 974,536 974,536 0 0
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 750)
0 750 0 19,486 0 19,486 750 -18,736 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.7 0.4 99.6 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 20 20 21 22
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 482,288
COMMITMENTS
45,691 0 13,845 422,752 468,443 482,288 482,288 0 0
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 94,080)
0 0 0 94,080 94,080 94,080 94,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 0.0 2.9 87.7 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 12 9 13 10
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,751
COMMITMENTS
526 25 106 22,701 23,370 23,333 23,501 418 250
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -4,226)
-213 25 33 -4,076 -4,243 -4,256 -4,185 30 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 0.1 0.4 95.6 98.4 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 2 36 31 39 33
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,512
COMMITMENTS
921 0 0 15,198 16,027 16,119 16,027 393 485
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 451)
406 0 0 -114 406 292 406 159 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 0.0 0.0 92.0 97.1 97.6 97.1 2.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 17 16 19 16
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,986
COMMITMENTS
0 0 0 6,570 6,073 6,570 6,073 416 913
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -54)
0 0 0 -94 -108 -94 -108 40 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.0 86.9 94.0 86.9 6.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 20 15 20 15
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,827
COMMITMENTS
0 0 0 10,253 9,864 10,253 9,864 574 963
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 351)
0 0 0 326 414 326 414 25 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.7 91.1 94.7 91.1 5.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 16 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,536,606
COMMITMENTS
323,090 157,582 371,784 731,996 953,006 1426870 1482372 109,736 54,234
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 4,664)
-1,835 -14,634 2,189 -5,250 18,980 -4,896 6,535 9,560 -1,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 10.3 24.2 47.6 62.0 92.9 96.5 7.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
142 92 172 93 104 331 291
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 226,092
COMMITMENTS
38,127 16,117 7,450 142,424 142,777 188,001 166,344 38,091 59,748
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 2,601)
963 127 597 3,141 -680 4,701 44 -2,100 2,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 7.1 3.3 63.0 63.1 83.2 73.6 16.8 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 2 4 24 24 29 30
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,610
COMMITMENTS
355 1,644 100 30,987 29,719 31,442 31,463 168 147
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 3)
0 78 0 143 125 143 203 -140 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 5.2 0.3 98.0 94.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 4 1 34 32 37 37
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,663
COMMITMENTS
5,611 28,126 2,039 74,748 49,510 82,398 79,675 3,265 5,988
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,967)
0 -2,410 -500 -1,464 526 -1,964 -2,384 -3 417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 32.8 2.4 87.3 57.8 96.2 93.0 3.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 10 9 27 24 39 36
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,105
COMMITMENTS
7,035 1,263 1,675 20,650 26,961 29,360 29,899 2,745 2,206
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 3,734)
2,203 100 250 1,764 3,367 4,217 3,717 -483 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 3.9 5.2 64.3 84.0 91.4 93.1 8.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 3 3 15 16 23 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,119
COMMITMENTS
3,800 969 0 10,319 13,054 14,119 14,023 0 96
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -105)
225 41 -450 120 370 -105 -39 0 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 6.9 0.0 73.1 92.5 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 0 18 19 24 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,519
COMMITMENTS
17,710 2,379 375 2,395 19,900 20,480 22,654 3,039 865
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,163)
1,009 168 -49 -57 1,037 903 1,156 260 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.3 10.1 1.6 10.2 84.6 87.1 96.3 12.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
90 17 7 23 34 116 56
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 43,810
COMMITMENTS
31,825 1,702 412 5,600 40,509 37,837 42,623 5,973 1,187
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,327)
744 288 30 279 1,048 1,053 1,366 274 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.6 3.9 0.9 12.8 92.5 86.4 97.3 13.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
95 12 6 21 37 121 51
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 264,204
COMMITMENTS
77,799 8,478 21,856 141,835 221,652 241,490 251,986 22,714 12,218
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -15,542)
-4,675 -692 874 -12,120 -17,240 -15,921 -17,058 379 1,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 3.2 8.3 53.7 83.9 91.4 95.4 8.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
73 18 41 79 91 169 137
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,136
COMMITMENTS
2,225 2,497 958 14,406 14,279 17,589 17,734 4,547 4,402
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,033)
0 157 -100 805 711 705 768 328 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 11.3 4.3 65.1 64.5 79.5 80.1 20.5 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 3 13 15 19 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,970
COMMITMENTS
350 0 560 5,060 5,410 5,970 5,970 0 0
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,573)
-100 -100 0 -1,423 -1,423 -1,523 -1,523 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 0.0 9.4 84.8 90.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 4 23 26 27 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,949
COMMITMENTS
630 2,865 9 51,318 49,745 51,957 52,619 992 330
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -3,949)
-100 -389 -50 -4,064 -3,620 -4,214 -4,059 265 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 5.4 0.0 96.9 93.9 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 1 1 41 36 45 37
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,898
COMMITMENTS
0 0 0 18,753 18,898 18,753 18,898 145 0
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,003)
0 0 0 -983 -1,003 -983 -1,003 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.2 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 12 13 12
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,467
COMMITMENTS
150 3,950 50 6,927 3,467 7,127 7,467 340 0
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,095)
-250 -300 0 -815 -795 -1,065 -1,095 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 52.9 0.7 92.8 46.4 95.4 100.0 4.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 1 27 21 28 25
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,692
COMMITMENTS
4,732 10 330 15,604 20,169 20,666 20,509 26 183
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -5,383)
-210 10 40 -5,208 -5,414 -5,378 -5,364 -5 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 0.0 1.6 75.4 97.5 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 27 24 30 26
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,523
COMMITMENTS
5,391 1,642 908 12,025 15,853 18,324 18,403 199 120
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 210)
0 -53 0 167 273 167 220 43 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 8.9 4.9 64.9 85.6 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 1 3 31 33 37 37
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,708
COMMITMENTS
258 404 442 9,597 9,744 10,297 10,590 411 118
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 68)
0 89 27 -13 -48 14 68 54 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 3.8 4.1 89.6 91.0 96.2 98.9 3.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 4 27 25 33 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,276
COMMITMENTS
10,696 1,339 1,654 20,370 30,013 32,720 33,006 556 270
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 802)
1,050 161 -287 189 928 952 802 -150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 4.0 5.0 61.2 90.2 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 5 5 28 33 41 41
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,426
COMMITMENTS
1,512 225 324 11,499 12,743 13,335 13,292 3,091 3,134
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 1.4 2.0 70.0 77.6 81.2 80.9 18.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 15 16 17 17
Updated February 11, 2011