GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,261
COMMITMENTS
934 2,956 75 40,142 37,893 41,151 40,924 110 337
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,042)
0 921 0 1,109 108 1,109 1,029 -67 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 7.2 0.2 97.3 91.8 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 4 1 36 46 39 50
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,299
COMMITMENTS
300 0 0 23,885 24,089 24,185 24,089 114 210
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 380)
100 0 0 280 380 380 380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.3 99.1 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 25 27 26 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,908
COMMITMENTS
615 223 87 6,678 7,054 7,380 7,364 1,528 1,544
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 487)
264 20 -15 250 557 499 562 -12 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.5 1.0 75.0 79.2 82.8 82.7 17.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 3 32 35 36 39
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,281
COMMITMENTS
480 380 170 6,224 6,217 6,874 6,767 407 514
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 625)
106 26 33 559 599 698 658 -73 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 5.2 2.3 85.5 85.4 94.4 92.9 5.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
5 4 5 47 54 53 62
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,859
COMMITMENTS
30 25 55 1,454 1,434 1,539 1,514 320 345
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 75)
0 -10 0 26 88 26 78 49 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.3 3.0 78.2 77.1 82.8 81.4 17.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 20 20 22 21
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,287
COMMITMENTS
200 0 0 4,048 4,287 4,248 4,287 39 0
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 519)
0 0 0 500 519 500 519 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.0 94.4 100.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 12 15 13 15
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,739
COMMITMENTS
25 0 0 16,399 16,739 16,424 16,739 315 0
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 514)
25 0 0 489 514 514 514 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 98.0 100.0 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 23 15 24 15
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 394,654
COMMITMENTS
64,822 27,207 75,123 205,317 264,401 345,262 366,731 49,391 27,922
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 14,262)
1,186 4,484 469 10,885 7,966 12,540 12,918 1,722 1,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 6.9 19.0 52.0 67.0 87.5 92.9 12.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
60 25 46 71 85 158 137
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 116,537
COMMITMENTS
404 6,213 30,974 80,364 76,528 111,743 113,716 4,793 2,821
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,715)
47 29 675 1,864 1,988 2,585 2,692 129 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.3 26.6 69.0 65.7 95.9 97.6 4.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 8 12 12 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,410
COMMITMENTS
442 642 400 16,518 16,293 17,360 17,335 50 75
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,945)
0 -50 0 1,945 1,985 1,945 1,935 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.7 2.3 94.9 93.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
4 5 3 45 45 50 52
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,336
COMMITMENTS
1,395 0 0 4,641 6,036 6,036 6,036 300 300
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 730)
-50 0 0 780 730 730 730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 0.0 0.0 73.2 95.3 95.3 95.3 4.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 19 15 22 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 922,167
COMMITMENTS
171,594 355,780 269,688 394,665 257,117 835,948 882,585 86,220 39,582
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 33,162)
-212 22,399 14,763 19,936 -1,854 34,487 35,308 -1,325 -2,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 38.6 29.2 42.8 27.9 90.7 95.7 9.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
94 105 137 81 79 269 243
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 50,149
COMMITMENTS
0 0 0 44,180 44,839 44,180 44,839 5,969 5,310
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -1,712)
0 0 0 -1,712 -1,712 -1,712 -1,712 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.1 89.4 88.1 89.4 11.9 10.6
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 54,207
COMMITMENTS
0 0 0 43,149 51,114 43,149 51,114 11,058 3,093
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 428)
0 0 0 -304 428 -304 428 732 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 79.6 94.3 79.6 94.3 20.4 5.7
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 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 50,004
COMMITMENTS
2,270 3,136 3,838 37,695 33,337 43,803 40,311 6,201 9,693
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 0)
0 -428 0 0 428 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 6.3 7.7 75.4 66.7 87.6 80.6 12.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 14 9 17 12
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,665,692
COMMITMENTS
79,430 104,247 566,859 1012632 988,085 1658921 1659191 6,771 6,501
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,713)
-1,462 -310 5,711 -3,299 -3,941 950 1,459 764 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.3 34.0 60.8 59.3 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
39 41 68 61 61 135 135
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 44,636
COMMITMENTS
7,540 16,102 12,535 23,413 15,683 43,487 44,320 1,149 316
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 3,493)
452 972 1,088 1,888 1,417 3,427 3,476 66 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 36.1 28.1 52.5 35.1 97.4 99.3 2.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 9 14 17 18 35 35
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,251
COMMITMENTS
0 11,219 1,532 94,403 87,435 95,935 100,186 9,316 5,065
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -643)
0 -254 180 -935 -580 -755 -654 112 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.7 1.5 89.7 83.1 91.1 95.2 8.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 3 19 26 22 29
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,642
COMMITMENTS
0 605 1,437 74,211 76,876 75,648 78,918 12,994 9,724
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -300)
0 -1,284 642 -1,038 184 -396 -458 96 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 1.6 83.7 86.7 85.3 89.0 14.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 16 15 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 152,487
COMMITMENTS
10,805 0 5,157 122,388 139,672 138,350 144,829 14,137 7,658
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 3,720)
1,365 0 -1,128 3,269 4,800 3,506 3,672 214 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 3.4 80.3 91.6 90.7 95.0 9.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 2 25 27 29 29
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,547,567
COMMITMENTS
546,806 98,994 786,815 1193835 1641611 2527456 2527420 20,111 20,147
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 29,449)
10,081 -8,851 7,272 12,567 31,829 29,920 30,250 -471 -801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 3.9 30.9 46.9 64.4 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
42 23 61 102 85 169 147
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 986,086
COMMITMENTS
178,358 76,860 191,477 612,502 713,688 982,337 982,025 3,749 4,061
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 19,664)
-4,696 -11,134 20,772 4,187 11,134 20,263 20,772 -599 -1,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 7.8 19.4 62.1 72.4 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
34 21 43 41 38 93 84
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 8,463
COMMITMENTS
390 105 105 7,523 7,551 8,018 7,761 445 703
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 360)
0 -30 15 158 150 173 135 186 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.2 1.2 88.9 89.2 94.7 91.7 5.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 16 14 18 16
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,395
COMMITMENTS
25 832 114 9,135 8,231 9,274 9,177 121 218
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 596)
10 55 -45 615 530 580 540 16 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 8.9 1.2 97.2 87.6 98.7 97.7 1.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 27 30 30 34
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,784
COMMITMENTS
188 315 24 2,052 1,655 2,264 1,994 520 790
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 98)
17 0 -5 78 28 90 23 8 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 11.3 0.9 73.7 59.4 81.3 71.6 18.7 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 1 17 16 19 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 179,295
COMMITMENTS
4,425 1,980 13,414 157,595 161,674 175,433 177,068 3,862 2,227
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 3,379)
40 -307 584 2,763 3,035 3,387 3,311 -8 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.1 7.5 87.9 90.2 97.8 98.8 2.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 7 34 32 43 39
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,288
COMMITMENTS
0 840 20 16,600 16,233 16,620 17,093 1,668 1,195
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,408)
0 8 0 1,385 1,406 1,385 1,413 23 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 0.1 90.8 88.8 90.9 93.5 9.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 1 21 16 22 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,121
COMMITMENTS
150 2,312 350 26,750 27,051 27,250 29,713 3,871 1,408
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -106)
0 -10 0 -154 -96 -154 -106 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.4 1.1 86.0 86.9 87.6 95.5 12.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 3 21 18 24 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,628
COMMITMENTS
130 450 40 9,678 10,314 9,848 10,804 1,780 824
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 84)
0 88 0 84 -4 84 84 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.9 0.3 83.2 88.7 84.7 92.9 15.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 15 11 16 13
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,558
COMMITMENTS
0 1,404 367 35,928 34,785 36,296 36,556 1,263 1,002
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 143)
0 28 -7 150 122 143 143 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 1.0 95.7 92.6 96.6 97.3 3.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 25 22 27 25
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,101
COMMITMENTS
0 510 0 46,591 46,401 46,591 46,911 510 190
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 86)
0 0 0 86 216 86 216 0 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 98.9 98.5 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 12 11 12 12
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 676,918
COMMITMENTS
0 9,360 0 676,918 667,558 676,918 676,918 0 0
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 16,872)
0 0 0 16,872 16,872 16,872 16,872 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: 25)
0 1 0 16 11 16 12
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 30,657
COMMITMENTS
0 0 0 30,295 30,657 30,295 30,657 362 0
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,396
COMMITMENTS
0 0 0 58,396 58,396 58,396 58,396 0 0
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 14 14 14 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,007,527
COMMITMENTS
0 0 0 1007527 1007527 1007527 1007527 0 0
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 13 15 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 201,413
COMMITMENTS
347 0 0 201,066 201,306 201,413 201,306 0 107
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -1,690)
0 0 0 -1,690 -1,690 -1,690 -1,690 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.8 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 20 25 21 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,576,946
COMMITMENTS
0 408 0 3576946 3576538 3576946 3576946 0 0
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 19 26 19 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,660
COMMITMENTS
5,208 1,600 132 55,320 58,418 60,660 60,150 0 510
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 2.6 0.2 91.2 96.3 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 1 24 20 29 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,138,046
COMMITMENTS
29,405 69,060 0 1102761 1068986 1132166 1138046 5,880 0
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 17,480)
0 0 0 11,600 17,480 11,600 17,480 5,880 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 6.1 0.0 96.9 93.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 0 22 25 24 27
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,354
COMMITMENTS
1,020 264 255 49,972 50,792 51,247 51,311 107 43
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.5 0.5 97.3 98.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 21 19 22 21
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,180
COMMITMENTS
510 0 0 34,160 34,861 34,670 34,861 510 319
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 626)
0 0 0 626 626 626 626 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 97.1 99.1 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 13 19 13
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 972,953
COMMITMENTS
0 42,635 4,770 968,183 925,548 972,953 972,953 0 0
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.5 99.5 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 20 19 21 21
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,953
COMMITMENTS
479 0 101 26,000 26,586 26,580 26,687 373 266
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 562)
-30 0 3 589 559 562 562 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.4 96.5 98.6 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 0 2 36 36 39 38
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,713
COMMITMENTS
490 0 60 16,019 16,197 16,569 16,257 144 456
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 35)
-5 0 -45 85 80 35 35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.4 95.8 96.9 99.1 97.3 0.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 20 17 22 18
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,855
COMMITMENTS
180 0 0 7,275 7,226 7,455 7,226 400 629
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 211)
0 0 0 137 139 137 139 74 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 92.6 92.0 94.9 92.0 5.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 22 20 23 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,677
COMMITMENTS
0 0 0 9,938 9,740 9,938 9,740 739 937
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 290)
0 0 0 110 405 110 405 180 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.1 91.2 93.1 91.2 6.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 15 14 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,585,256
COMMITMENTS
346,538 121,289 818,140 1313592 1582796 2478270 2522225 106,985 63,031
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -53,166)
-9,032 -7,755 -43,802 -5,890 2,338 -58,724 -49,218 5,558 -3,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 4.7 31.6 50.8 61.2 95.9 97.6 4.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
172 96 195 98 105 367 318
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 209,351
COMMITMENTS
103,268 12,442 48,207 54,587 141,590 206,061 202,239 3,290 7,112
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 147)
1,291 316 -200 -695 1,928 396 2,044 -249 -1,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 5.9 23.0 26.1 67.6 98.4 96.6 1.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 10 9 18 21 28 36
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 230,357
COMMITMENTS
37,248 17,499 7,076 150,074 149,616 194,398 174,191 35,959 56,166
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -1,300)
593 351 -378 -2,710 -2,480 -2,495 -2,507 1,195 1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 7.6 3.1 65.1 64.9 84.4 75.6 15.6 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 4 25 25 30 31
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 125,042
COMMITMENTS
27,342 1,630 31,255 62,112 88,957 120,709 121,841 4,333 3,201
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -4,728)
-439 -1,129 -1,971 -1,538 -751 -3,948 -3,851 -781 -877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 1.3 25.0 49.7 71.1 96.5 97.4 3.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
20 12 23 25 23 56 47
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 577,394
COMMITMENTS
36,069 4,820 102,548 422,863 453,337 561,481 560,706 15,913 16,688
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 11,736)
-1,870 378 3,818 10,061 8,334 12,008 12,530 -272 -793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.8 17.8 73.2 78.5 97.2 97.1 2.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 2 13 34 34 47 47
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,560
COMMITMENTS
420 996 108 35,920 35,307 36,448 36,411 112 149
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,996)
17 42 -42 3,021 2,996 2,996 2,996 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.7 0.3 98.2 96.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 3 2 42 35 46 39
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,398
COMMITMENTS
4,451 29,033 2,336 76,937 50,279 83,724 81,648 3,674 5,750
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 120)
0 0 0 -50 270 -50 270 170 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 33.2 2.7 88.0 57.5 95.8 93.4 4.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 9 9 26 23 37 34
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,239
COMMITMENTS
4,725 738 0 10,514 14,339 15,239 15,077 0 162
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 120)
0 0 0 270 270 270 270 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 4.8 0.0 69.0 94.1 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 17 20 20 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,613
COMMITMENTS
17,479 2,219 908 4,526 21,670 22,913 24,797 2,700 816
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 802)
470 -13 48 232 553 750 588 52 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.2 8.7 3.5 17.7 84.6 89.5 96.8 10.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
89 15 9 28 35 120 58
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 42,622
COMMITMENTS
32,042 1,321 154 4,850 39,610 37,046 41,085 5,575 1,537
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,889)
5,068 -251 -130 -1,685 2,872 3,253 2,492 -365 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.2 3.1 0.4 11.4 92.9 86.9 96.4 13.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
104 11 4 20 37 126 50
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 316,498
COMMITMENTS
83,923 11,990 36,328 173,587 254,803 293,838 303,121 22,660 13,377
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 11,378)
-2,935 -1,004 1,907 11,602 8,950 10,574 9,852 804 1,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 3.8 11.5 54.8 80.5 92.8 95.8 7.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
80 22 42 81 98 179 146
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,538
COMMITMENTS
2,177 2,053 1,260 13,711 12,977 17,148 16,290 3,390 4,248
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,006)
-435 273 375 1,020 957 960 1,605 46 -599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 10.0 6.1 66.8 63.2 83.5 79.3 16.5 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 3 13 14 19 17
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,944
COMMITMENTS
500 100 313 5,031 5,431 5,844 5,844 100 100
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 883)
300 0 150 533 733 983 883 -100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 1.7 5.3 84.6 91.4 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 2 20 26 25 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,162
COMMITMENTS
125 3,404 9 48,885 46,689 49,019 50,102 1,143 60
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,268)
-100 -100 0 2,393 2,443 2,293 2,343 -25 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.8 0.0 97.5 93.1 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 2 1 36 34 38 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,801
COMMITMENTS
0 0 0 18,567 18,801 18,567 18,801 234 0
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 630)
0 0 0 630 630 630 630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 21)
0 0 0 14 14 14 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,755
COMMITMENTS
250 3,950 150 6,965 3,655 7,365 7,755 390 0
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 150)
-150 50 150 150 -50 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 50.9 1.9 89.8 47.1 95.0 100.0 5.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 1 21 17 23 21
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,804
COMMITMENTS
2,107 0 240 18,412 20,354 20,759 20,594 45 210
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,944)
810 0 150 1,982 2,792 2,942 2,942 2 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.0 1.2 88.5 97.8 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 2 30 23 33 25
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,022
COMMITMENTS
3,693 1,063 1,022 12,133 14,772 16,848 16,857 174 165
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,527)
1,475 152 0 52 1,375 1,527 1,527 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 6.2 6.0 71.3 86.8 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 1 3 31 33 36 37
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,592
COMMITMENTS
134 1,674 303 12,038 10,579 12,475 12,556 117 36
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -2)
-166 -264 99 65 163 -2 -2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 13.3 2.4 95.6 84.0 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 4 24 23 30 28
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,860
COMMITMENTS
9,193 1,220 2,443 21,660 29,957 33,296 33,620 564 240
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,266)
1,962 0 0 -600 1,266 1,362 1,266 -96 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 3.6 7.2 64.0 88.5 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 2 4 28 30 41 35
Updated January 21, 2011