GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,166
COMMITMENTS
985 3,180 64 46,058 43,719 47,107 46,963 59 203
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 4,564)
0 346 0 4,564 4,228 4,564 4,574 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.7 0.1 97.7 92.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 4 1 45 51 47 55
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,409
COMMITMENTS
400 0 0 32,927 33,199 33,327 33,199 82 210
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 706)
0 0 0 706 706 706 706 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.6 99.4 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 0 0 32 37 33 37
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,854
COMMITMENTS
146 216 55 4,298 4,340 4,499 4,611 1,355 1,243
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -17)
0 0 0 -57 -78 -57 -78 40 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.7 0.9 73.4 74.1 76.9 78.8 23.1 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 20 20 21 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,133
COMMITMENTS
722 308 113 8,053 8,413 8,888 8,834 1,245 1,299
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 634)
30 37 -41 600 629 589 625 45 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 3.0 1.1 79.5 83.0 87.7 87.2 12.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 2 2 43 41 46 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,490
COMMITMENTS
689 354 303 6,883 7,271 7,875 7,928 615 562
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 521)
109 -100 35 344 576 488 511 33 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 4.2 3.6 81.1 85.6 92.8 93.4 7.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
6 4 7 53 55 60 65
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,478
COMMITMENTS
497 0 15 1,043 2,029 1,555 2,044 923 434
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 83)
185 0 0 5 151 190 151 -107 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 0.0 0.6 42.1 81.9 62.8 82.5 37.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 1 11 16 15 17
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,666
COMMITMENTS
0 55 0 1,142 907 1,142 962 524 704
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 85)
0 0 0 45 5 45 5 40 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 68.5 54.4 68.5 57.7 31.5 42.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 19 14 19 15
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,910
COMMITMENTS
60 85 0 1,428 1,290 1,488 1,375 422 535
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 6)
0 -10 0 -13 40 -13 30 19 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.5 0.0 74.8 67.5 77.9 72.0 22.1 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 20 19 22 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 15,771
COMMITMENTS
0 400 0 15,576 15,331 15,576 15,731 195 40
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 373)
0 0 0 373 373 373 373 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 98.8 97.2 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 26 19 26 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 374,644
COMMITMENTS
51,257 28,847 70,897 203,740 249,115 325,894 348,860 48,750 25,785
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -50,427)
1,631 -1,468 -19,256 -33,080 -27,218 -50,705 -47,942 278 -2,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 7.7 18.9 54.4 66.5 87.0 93.1 13.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
48 22 41 65 87 130 138
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 20,416
COMMITMENTS
475 1,622 650 19,206 18,064 20,331 20,336 85 80
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 3,069)
0 125 200 2,804 2,679 3,004 3,004 65 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 7.9 3.2 94.1 88.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
4 7 5 45 48 52 58
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,009
COMMITMENTS
2,685 0 50 5,180 7,809 7,915 7,859 94 150
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 50)
0 0 0 0 50 0 50 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 0.0 0.6 64.7 97.5 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 0 1 23 22 29 23
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,286
COMMITMENTS
3,688 80 351 6,205 9,835 10,244 10,266 42 20
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 0.8 3.4 60.3 95.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 8 12 10 14
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,177
COMMITMENTS
146 150 336 2,626 1,840 3,108 2,326 1,069 1,851
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 65)
0 -35 35 39 9 74 9 -9 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.6 8.0 62.9 44.1 74.4 55.7 25.6 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 17 19 20
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,977
COMMITMENTS
130 0 0 2,747 2,927 2,877 2,927 100 50
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 92.3 98.3 96.6 98.3 3.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 16 17 17 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 838,078
COMMITMENTS
164,534 293,335 233,656 358,612 268,672 756,802 795,662 81,276 42,416
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 9,388)
5,882 9,960 5,220 -2,555 -7,609 8,547 7,571 841 1,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 35.0 27.9 42.8 32.1 90.3 94.9 9.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
87 101 134 86 76 259 240
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 46,795
COMMITMENTS
0 1,415 92 36,418 39,398 36,510 40,905 10,285 5,890
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -13)
0 0 0 -13 -13 -13 -13 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.2 77.8 84.2 78.0 87.4 22.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 16 17 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,795
COMMITMENTS
0 0 0 48,616 44,581 48,616 44,581 8,179 12,214
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 3,288)
0 0 0 3,288 2,984 3,288 2,984 0 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.6 78.5 85.6 78.5 14.4 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 18 19 18
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,420
COMMITMENTS
0 0 0 51,470 58,389 51,470 58,389 10,950 4,031
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.5 93.5 82.5 93.5 17.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 17 15 17
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 61,071
COMMITMENTS
2,177 2,782 6,651 42,353 43,748 51,181 53,181 9,890 7,890
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -292)
0 -292 0 50 201 50 -91 -342 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 4.6 10.9 69.4 71.6 83.8 87.1 16.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 17 17 21 20
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,378
COMMITMENTS
0 4,110 1,012 44,748 33,642 45,760 38,764 7,618 14,614
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 0)
0 68 -68 0 0 -68 0 68 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 1.9 83.8 63.0 85.7 72.6 14.3 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 10 15 12 17
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 68,025
COMMITMENTS
3,479 1,859 4,205 48,528 56,215 56,212 62,279 11,813 5,746
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 773)
-46 0 0 800 862 754 862 19 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.7 6.2 71.3 82.6 82.6 91.6 17.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 19 18 23 21
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,705,943
COMMITMENTS
82,709 122,495 571,877 1044368 1004450 1698954 1698823 6,988 7,120
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 49,067)
5,886 14,983 18,623 24,725 15,312 49,234 48,918 -167 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 7.2 33.5 61.2 58.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
43 32 62 62 61 130 130
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 35,362
COMMITMENTS
3,739 12,207 12,129 18,363 10,447 34,231 34,782 1,131 580
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,628)
206 -32 967 332 571 1,505 1,506 123 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 34.5 34.3 51.9 29.5 96.8 98.4 3.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 10 11 15 15 30 30
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 48,040
COMMITMENTS
620 372 0 46,016 46,502 46,636 46,874 1,404 1,166
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,488)
0 372 0 1,612 992 1,612 1,364 -124 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.8 0.0 95.8 96.8 97.1 97.6 2.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 18 17 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 124,036
COMMITMENTS
0 11,887 2,616 115,035 104,837 117,651 119,340 6,385 4,696
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 2,781)
0 -270 270 2,511 2,785 2,781 2,785 -0 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 2.1 92.7 84.5 94.9 96.2 5.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 3 28 31 31 34
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 100,789
COMMITMENTS
0 575 1,911 91,777 92,971 93,688 95,457 7,101 5,332
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 58)
0 0 0 58 58 58 58 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 1.9 91.1 92.2 93.0 94.7 7.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 23 21 24 22
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,948
COMMITMENTS
7,697 0 7,312 135,948 150,517 150,957 157,829 12,991 6,119
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 16)
-55 0 408 -337 -386 16 22 0 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 4.5 82.9 91.8 92.1 96.3 7.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 2 29 33 32 35
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,571,930
COMMITMENTS
482,147 103,896 807,469 1261368 1640901 2550984 2552266 20,946 19,664
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -95,471)
10,985 2,500 -26,634 -80,067 -71,442 -95,716 -95,576 245 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 4.0 31.4 49.0 63.8 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
35 30 59 105 91 171 153
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 955,427
COMMITMENTS
147,424 101,522 182,412 621,321 667,569 951,157 951,503 4,270 3,924
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -93,459)
-42,161 -17,192 -14,401 -36,964 -61,950 -93,526 -93,543 67 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 10.6 19.1 65.0 69.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
22 27 37 39 37 82 80
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,988
COMMITMENTS
0 924 0 7,879 6,987 7,879 7,911 109 77
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 458)
0 0 0 544 523 544 523 -86 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.6 0.0 98.6 87.5 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 0 27 27 27 28
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,468
COMMITMENTS
0 0 0 2,439 2,443 2,439 2,443 29 25
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.0 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 17 13 17
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,837
COMMITMENTS
124 218 40 2,072 1,600 2,236 1,858 601 979
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 129)
49 10 -5 139 185 183 190 -54 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 7.7 1.4 73.0 56.4 78.8 65.5 21.2 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 17 20 18 23
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,326
COMMITMENTS
161 30 24 1,625 1,856 1,810 1,910 516 416
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 23)
72 30 -7 -40 -25 25 -2 -2 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.3 1.0 69.9 79.8 77.8 82.1 22.2 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 24 27 26 30
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 180,501
COMMITMENTS
2,898 1,098 15,226 159,426 163,769 177,550 180,093 2,951 408
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -8,646)
190 -104 -779 -7,970 -7,552 -8,559 -8,435 -87 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.6 8.4 88.3 90.7 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 3 6 37 33 45 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,393
COMMITMENTS
176 171 0 7,087 7,242 7,263 7,413 1,130 980
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 41)
0 0 0 41 0 41 0 0 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.0 0.0 84.4 86.3 86.5 88.3 13.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 13 13 14 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,346
COMMITMENTS
0 700 52 15,896 15,594 15,948 16,346 1,398 1,000
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -569)
0 -42 -20 -557 -511 -577 -573 8 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.3 91.6 89.9 91.9 94.2 8.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 24 22 26 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,823
COMMITMENTS
659 0 0 8,273 9,123 8,932 9,123 1,891 1,700
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -696)
-20 0 0 -555 -615 -575 -615 -121 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 76.4 84.3 82.5 84.3 17.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 16 14 17 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,804
COMMITMENTS
164 2,026 350 27,210 27,858 27,724 30,234 3,080 570
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 192)
120 0 60 32 88 212 148 -20 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 6.6 1.1 88.3 90.4 90.0 98.1 10.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 3 27 23 30 26
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,034
COMMITMENTS
190 278 72 10,854 11,460 11,116 11,810 1,918 1,224
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 16)
0 22 -6 22 0 16 16 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.1 0.6 83.3 87.9 85.3 90.6 14.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 22 17 24 19
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 26,410
COMMITMENTS
0 1,100 0 26,155 25,055 26,155 26,155 255 255
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 99.0 94.9 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 8 13 9
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 42,992
COMMITMENTS
0 629 453 41,595 40,880 42,047 41,962 945 1,030
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -62)
-43 67 71 -79 -203 -51 -65 -10 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 1.1 96.7 95.1 97.8 97.6 2.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 2 28 24 30 27
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 9,223
COMMITMENTS
0 0 0 8,111 8,389 8,111 8,389 1,112 834
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -2)
0 0 0 -2 -2 -2 -2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.9 91.0 87.9 91.0 12.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 18 21 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,732
COMMITMENTS
0 510 0 51,222 51,136 51,222 51,646 510 86
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,731)
0 0 0 1,731 1,731 1,731 1,731 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 99.0 98.8 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 12 14 13
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 745,096
COMMITMENTS
0 9,360 0 745,096 735,736 745,096 745,096 0 0
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 11,848)
0 0 0 11,848 11,848 11,848 11,848 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 100.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 12 17 13
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,297
COMMITMENTS
0 880 0 35,297 34,417 35,297 35,297 0 0
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 10 14 11
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,682
COMMITMENTS
440 0 0 34,477 35,682 34,917 35,682 765 0
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 96.6 100.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 15 10 16 10
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 521,052
COMMITMENTS
0 0 0 521,052 521,052 521,052 521,052 0 0
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 14 14 14 14
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,301
COMMITMENTS
0 0 0 67,257 67,301 67,257 67,301 44 0
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 17 15 17 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,146,387
COMMITMENTS
0 0 0 1146387 1146387 1146387 1146387 0 0
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 14 17 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 211,606
COMMITMENTS
1,431 0 315 209,860 211,002 211,606 211,317 0 289
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.1 99.2 99.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 1 25 27 27 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,705,308
COMMITMENTS
0 1,540 0 3705308 3703768 3705308 3705308 0 0
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 8,272)
0 0 0 8,272 8,272 8,272 8,272 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 0 23 26 23 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,990
COMMITMENTS
2,102 1,820 132 60,756 60,553 62,990 62,505 0 485
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 596)
460 95 0 136 501 596 596 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.9 0.2 96.5 96.1 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 1 26 22 30 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,195,817
COMMITMENTS
34,795 70,584 0 1161022 1125233 1195817 1195817 0 0
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 3,760)
0 3,264 0 3,760 496 3,760 3,760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.9 0.0 97.1 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 0 28 26 30 28
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,174
COMMITMENTS
2,120 223 301 56,602 58,650 59,023 59,174 151 0
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.4 0.5 95.7 99.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 26 27 29 29
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,334
COMMITMENTS
88 440 0 9,182 9,233 9,270 9,673 1,064 661
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 337)
0 0 0 82 0 82 0 255 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.3 0.0 88.9 89.3 89.7 93.6 10.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 14 15 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,144
COMMITMENTS
510 0 0 36,124 36,315 36,634 36,315 510 829
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 453)
0 0 0 453 453 453 453 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 97.3 97.8 98.6 97.8 1.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 13 19 13
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 471,678
COMMITMENTS
0 19,025 0 471,678 452,653 471,678 471,678 0 0
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 100.0 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 9 13 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,103,763
COMMITMENTS
19,786 34,080 5,730 1078247 1063953 1103763 1103763 0 0
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 3,800)
0 5,680 -1,880 5,680 0 3,800 3,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.1 0.5 97.7 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 1 26 28 29 30
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 431,482
COMMITMENTS
0 7,755 7,610 423,872 416,117 431,482 431,482 0 0
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 3,008)
0 0 0 3,008 3,008 3,008 3,008 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 1.8 98.2 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 14 11 15 12
NYISO ZONE 5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 141,493
COMMITMENTS
1,522 7,610 0 139,971 133,883 141,493 141,493 0 0
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.4 0.0 98.9 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 12 14 13
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,515
COMMITMENTS
135 0 300 25,103 25,701 25,538 26,001 977 514
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 343)
15 0 0 590 290 605 290 -262 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 1.1 94.7 96.9 96.3 98.1 3.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 1 37 34 40 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,948
COMMITMENTS
510 0 0 16,159 16,297 16,669 16,297 279 651
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 281)
-25 0 0 306 266 281 266 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 95.3 96.2 98.4 96.2 1.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 18 15 19 15
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,668
COMMITMENTS
0 0 0 8,886 8,791 8,886 8,791 782 877
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 88)
0 0 0 45 64 45 64 43 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 90.9 91.9 90.9 8.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 27 22 27 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,852
COMMITMENTS
0 0 0 10,156 10,090 10,156 10,090 696 762
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 295)
0 0 0 245 245 245 245 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 93.0 93.6 93.0 6.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 21 21 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,389,568
COMMITMENTS
307,567 117,668 793,980 1188155 1404672 2289702 2316320 99,866 73,248
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 20,199)
-6,365 -14,899 15,149 8,565 17,258 17,349 17,508 2,850 2,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 4.9 33.2 49.7 58.8 95.8 96.9 4.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
172 95 189 94 105 355 315
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 148,001
COMMITMENTS
83,262 10,260 22,807 39,753 109,462 145,823 142,530 2,178 5,471
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -2,370)
428 -900 -486 -2,250 -408 -2,308 -1,795 -62 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 6.9 15.4 26.9 74.0 98.5 96.3 1.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 10 11 17 16 29 31
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 248,578
COMMITMENTS
28,765 16,556 14,364 169,777 162,322 212,906 193,242 35,672 55,336
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,869)
631 147 -351 2,393 2,812 2,673 2,608 -804 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 6.7 5.8 68.3 65.3 85.6 77.7 14.4 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 3 4 29 29 37 34
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 113,860
COMMITMENTS
22,094 4,084 28,771 59,801 78,404 110,666 111,258 3,194 2,602
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,032)
548 -1,325 373 97 1,967 1,019 1,016 13 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 3.6 25.3 52.5 68.9 97.2 97.7 2.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 12 22 24 22 55 45
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 567,973
COMMITMENTS
39,750 2,031 100,142 413,619 451,958 553,512 554,131 14,461 13,841
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -35,326)
-3,822 -240 -8,029 -23,388 -29,029 -35,238 -37,298 -88 1,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.4 17.6 72.8 79.6 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 2 11 36 37 47 48
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,744
COMMITMENTS
208 3,314 58 42,415 39,294 42,681 42,666 63 78
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,057)
-25 0 0 1,082 1,090 1,057 1,090 0 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.8 0.1 99.2 91.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 5 2 44 41 47 48
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,939
COMMITMENTS
4,451 32,972 2,350 74,946 43,878 81,747 79,200 3,192 5,739
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -995)
-1,500 -700 0 489 -241 -1,011 -941 16 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 38.8 2.8 88.2 51.7 96.2 93.2 3.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 11 11 26 24 39 37
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,925
COMMITMENTS
4,525 575 0 12,350 16,300 16,875 16,875 50 50
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 3.4 0.0 73.0 96.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 0 19 23 21 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,376
COMMITMENTS
16,610 2,227 467 4,726 21,229 21,803 23,923 2,573 453
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -1,294)
-203 -284 -271 -89 -142 -563 -697 -731 -597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.1 9.1 1.9 19.4 87.1 89.4 98.1 10.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
77 18 15 26 33 108 63
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,020
COMMITMENTS
23,811 2,009 666 5,251 31,116 29,728 33,791 5,292 1,229
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 425)
-213 61 233 -292 -133 -271 161 696 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.0 5.7 1.9 15.0 88.9 84.9 96.5 15.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
80 12 9 13 35 100 52
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 296,240
COMMITMENTS
82,724 11,235 36,367 156,910 237,710 276,001 285,312 20,239 10,928
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -18,158)
4,314 2,281 -5,999 -14,815 -10,979 -16,500 -14,698 -1,658 -3,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 3.8 12.3 53.0 80.2 93.2 96.3 6.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
73 23 42 81 93 176 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,716
COMMITMENTS
2,402 1,139 1,567 16,068 16,781 20,037 19,487 3,679 4,229
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -455)
0 400 -5 -79 -579 -84 -184 -371 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 4.8 6.6 67.8 70.8 84.5 82.2 15.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 4 21 24 27 29
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,891
COMMITMENTS
222 310 20 5,515 5,448 5,757 5,778 134 113
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 439)
0 50 0 439 389 439 439 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 5.3 0.3 93.6 92.5 97.7 98.1 2.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 1 27 28 30 31
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 61,193
COMMITMENTS
460 2,186 35 59,736 58,792 60,231 61,013 962 180
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,391)
-25 -200 0 1,416 1,591 1,391 1,391 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.6 0.1 97.6 96.1 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 1 33 34 36 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,096
COMMITMENTS
400 0 0 18,446 19,096 18,846 19,096 250 0
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,180)
0 0 0 1,180 1,180 1,180 1,180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 96.6 100.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 21 19 22 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,299
COMMITMENTS
850 2,050 50 6,999 6,049 7,899 8,149 400 150
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,525)
0 1,200 0 1,525 325 1,525 1,525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 24.7 0.6 84.3 72.9 95.2 98.2 4.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 1 27 26 31 29
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,416
COMMITMENTS
2,595 0 50 15,496 18,016 18,141 18,066 275 350
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 545)
256 0 0 289 545 545 545 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.0 0.3 84.1 97.8 98.5 98.1 1.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 33 23 35 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,004
COMMITMENTS
854 885 353 14,764 15,304 15,971 16,542 1,033 462
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 251)
-32 114 -64 297 215 201 265 50 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.2 2.1 86.8 90.0 93.9 97.3 6.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 3 31 29 37 33
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,538
COMMITMENTS
0 2,265 87 15,146 12,926 15,233 15,278 305 260
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 894)
-27 556 -30 959 457 902 983 -8 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.6 0.6 97.5 83.2 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 6 3 28 26 31 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,294
COMMITMENTS
5,805 1,418 1,358 24,485 29,186 31,648 31,962 646 332
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -72)
-228 0 153 -117 -225 -192 -72 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 4.4 4.2 75.8 90.4 98.0 99.0 2.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 7 34 32 42 40
Updated December 3, 2010