GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,220
COMMITMENTS
634 5,343 153 45,341 40,405 46,128 45,901 92 319
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 4,959)
-300 2,387 78 5,199 2,512 4,977 4,977 -18 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 11.6 0.3 98.1 87.4 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 4 1 39 47 41 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,345
COMMITMENTS
0 0 0 24,231 24,135 24,231 24,135 114 210
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 46)
-300 0 0 346 46 46 46 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.1 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 28 29 28 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,028
COMMITMENTS
1,085 293 162 7,300 8,175 8,547 8,630 1,481 1,398
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,120)
470 70 75 622 1,121 1,167 1,266 -47 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 2.9 1.6 72.8 81.5 85.2 86.1 14.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 3 36 40 40 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,680
COMMITMENTS
367 289 348 6,511 6,436 7,226 7,073 454 607
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 399)
-113 -91 178 287 219 352 306 47 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.8 4.5 84.8 83.8 94.1 92.1 5.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
5 4 5 51 53 57 61
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,685
COMMITMENTS
504 0 120 1,219 2,278 1,843 2,398 842 287
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 0.0 4.5 45.4 84.8 68.6 89.3 31.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 2 14 17 17 19
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,929
COMMITMENTS
30 15 75 1,516 1,503 1,621 1,593 308 336
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 70)
0 -10 20 62 69 82 79 -12 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.8 3.9 78.6 77.9 84.0 82.6 16.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 21 22 23 23
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,387
COMMITMENTS
200 0 0 4,148 4,387 4,348 4,387 39 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 94.6 100.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 13 15 14 15
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 18,185
COMMITMENTS
25 0 0 17,845 18,185 17,870 18,185 315 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,446)
0 0 0 1,446 1,446 1,446 1,446 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 98.1 100.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 26 16 27 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 401,893
COMMITMENTS
67,328 33,537 75,116 210,350 263,485 352,794 372,137 49,100 29,756
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 7,240)
2,505 6,329 -7 5,033 -916 7,531 5,406 -292 1,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 8.3 18.7 52.3 65.6 87.8 92.6 12.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
57 28 43 77 86 161 137
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 113,116
COMMITMENTS
315 6,148 29,854 78,297 74,385 108,467 110,387 4,650 2,729
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -3,420)
-89 -66 -1,120 -2,067 -2,143 -3,277 -3,329 -144 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.4 26.4 69.2 65.8 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 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 18,383
COMMITMENTS
417 742 350 17,566 17,226 18,333 18,318 50 65
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 973)
-25 100 -50 1,048 933 973 983 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 4.0 1.9 95.6 93.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
3 6 3 46 48 51 55
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,636
COMMITMENTS
1,345 0 0 4,991 6,336 6,336 6,336 300 300
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 300)
-50 0 0 350 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 0.0 0.0 75.2 95.5 95.5 95.5 4.5 4.5
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 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 907,959
COMMITMENTS
167,522 340,435 280,340 372,889 247,994 820,751 868,769 87,208 39,190
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -14,208)
-4,073 -15,345 10,651 -21,776 -9,122 -15,197 -13,816 989 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 37.5 30.9 41.1 27.3 90.4 95.7 9.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
94 104 144 78 75 266 243
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 50,039
COMMITMENTS
0 0 0 44,070 44,729 44,070 44,729 5,969 5,310
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -110)
0 0 0 -110 -110 -110 -110 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 16 18 16
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,895
COMMITMENTS
0 0 0 45,265 51,822 45,265 51,822 10,630 4,073
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,688)
0 0 0 2,116 708 2,116 708 -428 980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 81.0 92.7 81.0 92.7 19.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 16 16 16
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 49,850
COMMITMENTS
2,270 2,744 3,838 36,853 34,487 42,961 41,069 6,889 8,781
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -154)
0 -392 0 -842 1,150 -842 758 688 -912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.5 7.7 73.9 69.2 86.2 82.4 13.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 14 10 17 13
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,427
COMMITMENTS
90 1,030 4,224 43,460 47,969 47,774 53,223 12,653 7,204
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.7 7.0 71.9 79.4 79.1 88.1 20.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 15 12 17 14
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,722,084
COMMITMENTS
77,503 103,506 596,596 1040730 1015344 1714830 1715447 7,255 6,637
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 56,392)
-1,927 -741 29,737 28,099 27,260 55,909 56,256 483 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 6.0 34.6 60.4 59.0 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
42 41 70 62 60 139 136
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 46,778
COMMITMENTS
7,270 16,171 13,713 23,748 16,107 44,731 45,991 2,047 787
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 2,142)
-270 68 1,178 336 425 1,244 1,671 898 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 34.6 29.3 50.8 34.4 95.6 98.3 4.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 9 14 17 19 35 36
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 57,612
COMMITMENTS
0 0 0 57,580 57,258 57,580 57,258 32 354
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 99.4 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 11 13 11
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,972
COMMITMENTS
0 10,007 2,247 94,439 89,784 96,686 102,038 9,286 3,934
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 722)
0 -1,212 715 37 2,350 752 1,853 -30 -1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 2.1 89.1 84.7 91.2 96.3 8.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 3 19 27 22 30
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,997
COMMITMENTS
0 486 1,606 73,998 77,181 75,604 79,273 13,393 9,724
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 355)
0 -119 169 -213 305 -44 355 399 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 1.8 83.1 86.7 85.0 89.1 15.0 10.9
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 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,618
COMMITMENTS
11,322 0 4,481 125,610 143,103 141,413 147,584 14,205 8,034
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 3,131)
517 0 -676 3,222 3,431 3,063 2,755 68 376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 2.9 80.7 92.0 90.9 94.8 9.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 2 25 28 29 30
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,589,511
COMMITMENTS
536,710 87,036 803,355 1231643 1677161 2571708 2567552 17,803 21,959
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 41,944)
-10,096 -11,958 16,540 37,808 35,550 44,252 40,132 -2,308 1,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 3.4 31.0 47.6 64.8 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
44 20 59 111 90 176 150
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,046,780
COMMITMENTS
196,630 78,910 210,459 636,235 753,590 1043324 1042959 3,456 3,821
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 60,694)
18,272 2,050 18,982 23,733 39,902 60,987 60,934 -293 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 7.5 20.1 60.8 72.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
33 23 43 42 39 94 86
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,248
COMMITMENTS
15 954 85 10,038 8,929 10,138 9,968 110 280
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 853)
-10 122 -29 903 698 864 791 -11 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.3 0.8 98.0 87.1 98.9 97.3 1.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 2 26 28 28 31
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,868
COMMITMENTS
158 315 24 2,141 1,793 2,323 2,132 545 736
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 84)
-30 0 0 89 138 59 138 25 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 11.0 0.8 74.7 62.5 81.0 74.3 19.0 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 19 17 20 20
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,798
COMMITMENTS
97 0 0 1,169 1,142 1,266 1,142 532 656
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 198)
2 0 -19 182 124 165 105 33 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 65.0 63.5 70.4 63.5 29.6 36.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 18 19 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 180,344
COMMITMENTS
4,097 1,784 14,439 157,735 161,948 176,271 178,172 4,074 2,173
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,049)
-328 -196 1,025 140 274 837 1,103 212 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.0 8.0 87.5 89.8 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 5 8 34 32 44 40
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,579
COMMITMENTS
101 841 89 16,874 16,488 17,064 17,419 1,516 1,161
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 291)
101 1 69 274 255 444 326 -152 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.5 0.5 90.8 88.7 91.8 93.8 8.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 2 20 16 22 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,207
COMMITMENTS
150 2,426 290 26,924 27,429 27,364 30,145 3,843 1,062
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 86)
0 114 -60 174 378 114 432 -28 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.8 0.9 86.3 87.9 87.7 96.6 12.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 22 19 25 22
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,636
COMMITMENTS
130 458 40 9,686 10,266 9,856 10,764 1,780 872
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 8)
0 8 0 8 -48 8 -40 0 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.9 0.3 83.2 88.2 84.7 92.5 15.3 7.5
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 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,216
COMMITMENTS
0 1,416 372 36,581 35,425 36,953 37,214 1,263 1,002
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 658)
0 12 5 653 640 658 658 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 1.0 95.7 92.7 96.7 97.4 3.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 25 21 27 24
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,376
COMMITMENTS
0 510 0 47,866 47,676 47,866 48,186 510 190
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 98.9 98.6 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 11 11 11 12
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 705,598
COMMITMENTS
0 14,640 0 705,598 690,958 705,598 705,598 0 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 28,680)
0 5,280 0 28,680 23,400 28,680 28,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 100.0 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 15 11 15 12
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| 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 01/18/11 (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 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,626
COMMITMENTS
0 0 0 58,626 58,626 58,626 58,626 0 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 230)
0 0 0 230 230 230 230 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: 27)
0 0 0 15 14 15 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| 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 01/18/11 (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 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 202,170
COMMITMENTS
347 0 0 201,823 202,063 202,170 202,063 0 107
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 757)
0 0 0 757 757 757 757 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 22 25 23 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,580,466
COMMITMENTS
4,872 0 408 3575186 3580058 3580466 3580466 0 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 3,520)
4,872 -408 408 -1,760 3,520 3,520 3,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 38)
1 0 1 19 27 20 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,060
COMMITMENTS
5,208 1,600 132 56,720 59,818 62,060 61,550 0 510
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,400)
0 0 0 1,400 1,400 1,400 1,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 2.6 0.2 91.4 96.4 100.0 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 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,163,326
COMMITMENTS
24,125 69,060 5,280 1133921 1088986 1163326 1163326 0 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 25,280)
-5,280 0 5,280 31,160 20,000 31,160 25,280 -5,880 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 5.9 0.5 97.5 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 1 23 25 25 28
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,314
COMMITMENTS
1,020 264 255 49,932 50,752 51,207 51,271 107 43
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 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 22 20 23 22
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,892
COMMITMENTS
510 0 0 33,872 34,573 34,382 34,573 510 319
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -287)
0 0 0 -287 -287 -287 -287 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 97.1 99.1 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 14 19 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 977,757
COMMITMENTS
0 43,405 4,000 973,757 930,352 977,757 977,757 0 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 4,804)
0 770 -770 5,574 4,804 4,804 4,804 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.4 99.6 95.2 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 416,360
COMMITMENTS
0 2,165 12,496 403,864 401,699 416,360 416,360 0 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 3.0 97.0 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 9 14 10
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,194
COMMITMENTS
724 0 81 26,016 26,822 26,821 26,903 373 291
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 241)
245 0 -20 16 236 241 216 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.3 95.7 98.6 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 2 37 35 40 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,156
COMMITMENTS
615 10 75 16,257 16,585 16,947 16,670 209 486
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 443)
125 10 15 238 388 378 413 65 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.1 0.4 94.8 96.7 98.8 97.2 1.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 19 17 21 18
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,089
COMMITMENTS
0 0 0 7,669 7,460 7,669 7,460 420 629
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 234)
-180 0 0 394 234 214 234 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 92.2 94.8 92.2 5.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 20 23 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,919
COMMITMENTS
0 0 0 10,050 9,952 10,050 9,952 869 967
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 242)
0 0 0 112 212 112 212 130 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 91.1 92.0 91.1 8.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 16 14 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,630,366
COMMITMENTS
319,905 118,731 855,981 1340301 1590168 2516187 2564880 114,179 65,485
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 45,110)
-26,633 -2,558 37,841 26,709 7,372 37,916 42,656 7,193 2,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.5 32.5 51.0 60.5 95.7 97.5 4.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
179 98 197 96 107 365 326
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 212,625
COMMITMENTS
96,812 17,261 49,035 62,679 139,119 208,526 205,415 4,099 7,210
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 3,274)
-6,455 4,819 828 8,092 -2,472 2,465 3,175 809 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 8.1 23.1 29.5 65.4 98.1 96.6 1.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 11 12 19 21 32 38
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 234,384
COMMITMENTS
37,857 16,863 8,928 143,654 148,768 190,439 174,559 43,945 59,825
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 4,027)
609 -636 1,852 -6,420 -848 -3,959 368 7,986 3,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 7.2 3.8 61.3 63.5 81.3 74.5 18.7 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 2 5 24 25 30 32
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 121,897
COMMITMENTS
25,634 2,845 30,619 61,377 85,201 117,630 118,665 4,268 3,233
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -3,145)
-1,709 1,216 -636 -735 -3,755 -3,080 -3,176 -65 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 2.3 25.1 50.4 69.9 96.5 97.3 3.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 11 23 25 23 56 47
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 560,572
COMMITMENTS
33,268 5,214 101,449 410,386 437,894 545,104 544,557 15,468 16,016
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -16,822)
-2,801 393 -1,099 -12,477 -15,443 -16,377 -16,150 -444 -672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.9 18.1 73.2 78.1 97.2 97.1 2.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 3 13 34 34 47 47
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,201
COMMITMENTS
445 1,756 108 37,336 35,988 37,889 37,852 312 349
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,641)
25 760 0 1,416 681 1,441 1,441 200 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.6 0.3 97.7 94.2 99.2 99.1 0.8 0.9
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 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,997
COMMITMENTS
4,451 30,436 2,239 75,553 47,470 82,243 80,145 3,754 5,852
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -1,401)
0 1,403 -97 -1,384 -2,809 -1,481 -1,503 80 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 35.4 2.6 87.9 55.2 95.6 93.2 4.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 11 9 27 24 38 37
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,281
COMMITMENTS
2,892 3 1,125 18,197 21,609 22,214 22,737 3,067 2,544
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.0 4.4 72.0 85.5 87.9 89.9 12.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 14 15 18 17
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,589
COMMITMENTS
4,275 1,378 0 12,164 14,899 16,439 16,277 150 312
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,350)
-450 640 0 1,650 560 1,200 1,200 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 8.3 0.0 73.3 89.8 99.1 98.1 0.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 0 18 21 21 24
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,494
COMMITMENTS
4,401 271 2,620 5,172 8,882 12,194 11,773 300 721
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 2.2 21.0 41.4 71.1 97.6 94.2 2.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 7 12 14 20 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,401
COMMITMENTS
16,935 2,342 645 4,159 20,644 21,739 23,631 2,662 770
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -1,212)
-544 123 -264 -367 -1,026 -1,174 -1,166 -38 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.4 9.6 2.6 17.0 84.6 89.1 96.8 10.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
83 20 9 28 35 115 63
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 42,764
COMMITMENTS
30,948 1,389 453 5,592 39,751 36,993 41,593 5,771 1,171
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 143)
-1,094 68 299 742 141 -53 509 196 -366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.4 3.2 1.1 13.1 93.0 86.5 97.3 13.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
98 10 4 23 37 123 49
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 313,801
COMMITMENTS
80,116 11,199 33,463 177,639 255,674 291,217 300,336 22,584 13,465
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -2,697)
-3,807 -790 -2,866 4,051 871 -2,621 -2,785 -75 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 3.6 10.7 56.6 81.5 92.8 95.7 7.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
76 20 42 84 95 173 144
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,991
COMMITMENTS
2,225 2,436 1,239 14,802 13,884 18,266 17,559 3,725 4,432
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,453)
48 383 -21 1,091 907 1,118 1,269 335 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 11.1 5.6 67.3 63.1 83.1 79.8 16.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 3 13 15 19 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,239
COMMITMENTS
450 100 150 5,539 5,889 6,139 6,139 100 100
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 295)
-50 0 -163 508 458 295 295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.6 2.4 88.8 94.4 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 1 21 27 25 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,741
COMMITMENTS
575 3,254 59 51,104 49,183 51,738 52,496 1,003 245
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 2,579)
450 -150 50 2,219 2,494 2,719 2,394 -140 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 6.2 0.1 96.9 93.3 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 1 2 40 35 43 37
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,136
COMMITMENTS
0 0 0 18,971 19,136 18,971 19,136 165 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 335)
0 0 0 404 335 404 335 -69 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 100.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 14 16 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,345
COMMITMENTS
250 4,250 150 7,575 3,945 7,975 8,345 370 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 590)
0 300 0 610 290 610 590 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 50.9 1.8 90.8 47.3 95.6 100.0 4.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 1 24 21 26 25
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,828
COMMITMENTS
4,567 0 240 19,976 24,378 24,783 24,618 45 210
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 4,024)
2,460 0 0 1,564 4,024 4,024 4,024 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 0.0 1.0 80.5 98.2 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
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 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,300
COMMITMENTS
4,593 1,513 1,022 12,511 15,600 18,126 18,135 174 165
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,278)
900 450 0 378 828 1,278 1,278 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 8.3 5.6 68.4 85.2 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 1 3 31 34 36 38
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,941
COMMITMENTS
179 1,293 348 12,217 11,264 12,744 12,905 197 36
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 349)
45 -381 45 179 685 269 349 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 10.0 2.7 94.4 87.0 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 4 4 26 25 33 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,202
COMMITMENTS
9,349 1,220 2,554 21,723 30,188 33,626 33,962 576 240
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 342)
156 0 111 63 231 330 342 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 3.6 7.5 63.5 88.3 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 2 5 28 31 40 37
Updated January 28, 2011