GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,256
COMMITMENTS
634 5,512 246 49,324 44,299 50,204 50,057 52 199
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 4,036)
0 169 93 3,983 3,894 4,076 4,156 -40 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 11.0 0.5 98.1 88.1 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 3 1 43 51 45 54
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,801
COMMITMENTS
0 0 0 24,687 24,591 24,687 24,591 114 210
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 456)
0 0 0 456 456 456 456 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.2 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 0 0 29 30 29 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,441
COMMITMENTS
1,081 334 211 7,656 8,478 8,948 9,023 1,493 1,418
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 413)
-4 41 49 356 303 401 393 12 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 3.2 2.0 73.3 81.2 85.7 86.4 14.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 5 35 39 40 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,661
COMMITMENTS
615 205 317 7,181 7,383 8,113 7,905 548 756
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 981)
248 -84 -31 670 947 887 832 94 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 2.4 3.7 82.9 85.2 93.7 91.3 6.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
5 3 4 52 55 57 62
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,933
COMMITMENTS
639 0 235 1,329 2,386 2,203 2,621 730 312
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 248)
135 0 115 110 108 360 223 -112 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 0.0 8.0 45.3 81.4 75.1 89.4 24.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 0 3 16 18 21 21
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,710
COMMITMENTS
0 0 0 1,321 1,299 1,321 1,299 389 411
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 77.3 76.0 77.3 76.0 22.7 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 17 16 17
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,514
COMMITMENTS
38 15 135 1,899 1,934 2,072 2,084 442 430
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 585)
8 0 60 383 431 451 491 134 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.6 5.4 75.5 76.9 82.4 82.9 17.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 22 22 25 24
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| 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
0 0 0 4,348 4,387 4,348 4,387 39 0
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 0)
-200 0 0 200 0 0 0 0 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: 23)
0 0 0 14 15 14 15
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 19,230
COMMITMENTS
0 0 0 18,915 19,230 18,915 19,230 315 0
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 1,045)
-25 0 0 1,070 1,045 1,045 1,045 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 100.0 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 27 16 27 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 394,245
COMMITMENTS
70,883 36,658 74,361 199,387 255,783 344,631 366,801 49,615 27,444
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -7,648)
3,555 3,121 -755 -10,963 -7,702 -8,163 -5,336 515 -2,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 9.3 18.9 50.6 64.9 87.4 93.0 12.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
61 24 47 72 87 157 141
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 121,146
COMMITMENTS
275 6,056 32,189 84,894 80,696 117,357 118,941 3,789 2,205
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 8,030)
-41 -91 2,334 6,597 6,311 8,891 8,554 -861 -524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.0 26.6 70.1 66.6 96.9 98.2 3.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 6 8 14 15 22 23
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 21,230
COMMITMENTS
417 902 630 20,133 19,633 21,180 21,165 50 65
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 2,847)
0 160 280 2,567 2,407 2,847 2,847 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.2 3.0 94.8 92.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
3 7 4 52 52 57 61
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,821
COMMITMENTS
650 155 295 5,576 6,071 6,521 6,521 300 300
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 185)
-695 155 295 585 -265 185 185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 2.3 4.3 81.7 89.0 95.6 95.6 4.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 20 15 23 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 896,126
COMMITMENTS
170,691 353,308 268,719 371,160 235,762 810,570 857,788 85,556 38,338
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -11,833)
3,169 12,872 -11,621 -1,729 -12,233 -10,181 -10,981 -1,652 -852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 39.4 30.0 41.4 26.3 90.5 95.7 9.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
86 113 141 78 74 259 246
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 46,435
COMMITMENTS
0 0 0 40,802 41,909 40,802 41,909 5,633 4,526
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -3,604)
0 0 0 -3,268 -2,820 -3,268 -2,820 -336 -784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.9 90.3 87.9 90.3 12.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 15 18 15
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,199
COMMITMENTS
0 0 0 45,569 51,822 45,569 51,822 10,630 4,377
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 304)
0 0 0 304 0 304 0 0 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 81.1 92.2 81.1 92.2 18.9 7.8
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 02/01/11 |
--------------------------------------------------------------| 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 2,316 3,838 36,853 34,915 42,961 41,069 6,889 8,781
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 0)
0 -428 0 0 428 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 4.6 7.7 73.9 70.0 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 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,489
COMMITMENTS
152 1,030 4,224 43,460 47,969 47,836 53,223 12,653 7,266
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 62)
62 0 0 0 0 62 0 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.7 7.0 71.8 79.3 79.1 88.0 20.9 12.0
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 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,665,411
COMMITMENTS
73,265 102,091 556,256 1029487 1000363 1659008 1658710 6,403 6,701
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -56,673)
-4,237 -1,415 -40,340 -11,243 -14,981 -55,821 -56,737 -852 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.1 33.4 61.8 60.1 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
38 40 65 63 59 134 131
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 48,131
COMMITMENTS
7,331 15,489 14,572 24,202 17,436 46,104 47,497 2,026 633
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 1,352)
61 -681 859 453 1,329 1,373 1,506 -21 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 32.2 30.3 50.3 36.2 95.8 98.7 4.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 10 16 18 20 37 39
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 100,544
COMMITMENTS
0 9,021 1,999 90,382 85,971 92,381 96,991 8,163 3,553
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -5,429)
0 -986 -248 -4,058 -3,813 -4,306 -5,047 -1,123 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.0 2.0 89.9 85.5 91.9 96.5 8.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 3 18 27 21 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 149,828
COMMITMENTS
10,567 0 3,629 120,073 137,574 134,269 141,203 15,558 8,624
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -5,790)
-755 0 -852 -5,537 -5,529 -7,144 -6,381 1,353 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 2.4 80.1 91.8 89.6 94.2 10.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 24 24 27 26
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,531,989
COMMITMENTS
505,349 78,771 807,584 1203810 1625723 2516743 2512078 15,246 19,911
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -57,522)
-31,361 -8,265 4,229 -27,833 -51,438 -54,965 -55,474 -2,557 -2,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 3.1 31.9 47.5 64.2 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
41 24 59 100 84 165 146
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 982,964
COMMITMENTS
175,735 60,327 193,881 608,489 724,478 978,105 978,686 4,859 4,278
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -63,816)
-20,895 -18,583 -16,578 -27,746 -29,112 -65,219 -64,273 1,403 457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 6.1 19.7 61.9 73.7 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
29 24 42 40 38 88 85
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 8,242
COMMITMENTS
390 105 0 7,555 7,658 7,945 7,763 297 479
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -222)
0 0 -105 32 107 -73 2 -148 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.3 0.0 91.7 92.9 96.4 94.2 3.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 15 14 16 15
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,390
COMMITMENTS
15 810 61 9,136 8,306 9,212 9,177 178 213
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -858)
0 -144 -24 -902 -623 -926 -791 68 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 8.6 0.6 97.3 88.5 98.1 97.7 1.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 2 27 27 29 31
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,755
COMMITMENTS
135 240 24 2,061 1,748 2,220 2,012 535 743
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -113)
-23 -75 0 -80 -45 -103 -120 -10 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 8.7 0.9 74.8 63.4 80.6 73.0 19.4 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 19 18 20 21
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,944
COMMITMENTS
125 0 0 1,261 1,275 1,386 1,275 558 669
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 146)
28 0 0 92 133 120 133 26 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 64.9 65.6 71.3 65.6 28.7 34.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 21 22 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 176,908
COMMITMENTS
3,574 1,758 14,259 154,740 158,544 172,573 174,561 4,335 2,347
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -3,436)
-523 -26 -180 -2,995 -3,404 -3,698 -3,611 261 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.0 8.1 87.5 89.6 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 4 7 34 31 42 39
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,765
COMMITMENTS
85 636 109 16,315 15,942 16,509 16,687 1,257 1,078
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -814)
-15 -205 19 -559 -547 -555 -732 -259 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.6 0.6 91.8 89.7 92.9 93.9 7.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 21 16 23 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,035
COMMITMENTS
148 2,356 290 25,975 26,357 26,413 29,003 3,622 1,032
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -1,172)
-2 -70 0 -949 -1,072 -951 -1,142 -221 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.8 1.0 86.5 87.8 87.9 96.6 12.1 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 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,305
COMMITMENTS
100 438 40 9,687 10,003 9,827 10,481 1,478 824
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -331)
-30 -20 0 1 -263 -29 -283 -302 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.9 0.4 85.7 88.5 86.9 92.7 13.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 16 11 17 13
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,868
COMMITMENTS
0 1,316 354 33,227 32,214 33,582 33,884 1,286 984
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -3,348)
0 -101 -18 -3,354 -3,211 -3,372 -3,330 24 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 1.0 95.3 92.4 96.3 97.2 3.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 24 18 26 20
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,320
COMMITMENTS
0 468 0 48,831 48,683 48,831 49,151 489 169
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 944)
0 -42 0 965 1,007 965 965 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 99.0 98.7 99.0 99.7 1.0 0.3
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 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 728,237
COMMITMENTS
0 13,824 0 728,237 714,413 728,237 728,237 0 0
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 22,639)
0 -816 0 22,639 23,455 22,639 22,639 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 100.0 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 12 15 13
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,631
COMMITMENTS
0 0 0 28,290 28,631 28,290 28,631 341 0
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -2,026)
0 0 0 -2,005 -2,026 -2,005 -2,026 -21 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 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,964
COMMITMENTS
0 0 0 53,964 53,964 53,964 53,964 0 0
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -4,662)
0 0 0 -4,662 -4,662 -4,662 -4,662 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 15 13 15 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 932,455
COMMITMENTS
0 0 0 932,455 932,455 932,455 932,455 0 0
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -75,072)
0 0 0 -75,072 -75,072 -75,072 -75,072 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: 23)
0 0 0 15 12 15 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 190,557
COMMITMENTS
200 0 0 190,357 190,450 190,557 190,450 0 107
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -11,613)
-147 0 0 -11,466 -11,613 -11,613 -11,613 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.9 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 21 25 22 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,361,370
COMMITMENTS
1,056 0 0 3360314 3361370 3361370 3361370 0 0
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -219,096)
-3,816 0 -408 -214,872 -218,688 -219,096 -219,096 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: 37)
1 0 0 18 27 19 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,653
COMMITMENTS
6,030 1,600 132 54,491 58,411 60,653 60,143 0 510
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -1,407)
822 0 0 -2,229 -1,407 -1,407 -1,407 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.6 0.2 89.8 96.3 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 1 24 20 29 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,160,296
COMMITMENTS
24,125 86,052 5,280 1130891 1068964 1160296 1160296 0 0
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -3,030)
0 16,992 0 -3,030 -20,022 -3,030 -3,030 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 7.4 0.5 97.5 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 1 24 25 26 28
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,487
COMMITMENTS
1,020 243 255 48,126 48,946 49,401 49,444 86 43
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -1,827)
0 -21 0 -1,806 -1,806 -1,806 -1,827 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.5 0.5 97.2 98.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 21 18 22 20
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 26,944
COMMITMENTS
0 2,536 190 26,436 23,984 26,626 26,710 318 234
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 0.7 98.1 89.0 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 11 15 12
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,054
COMMITMENTS
510 86 0 33,055 33,649 33,565 33,735 489 319
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -838)
0 86 0 -817 -924 -817 -838 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.3 0.0 97.1 98.8 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 18 14 19 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 973,786
COMMITMENTS
0 34,837 4,000 951,050 934,949 955,050 973,786 18,736 0
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -3,971)
0 -8,568 0 -22,707 4,597 -22,707 -3,971 18,736 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.4 97.7 96.0 98.1 100.0 1.9 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 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 388,208
COMMITMENTS
45,691 0 13,845 328,672 374,363 388,208 388,208 0 0
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -28,152)
45,691 -2,165 1,349 -75,192 -27,336 -28,152 -28,152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.0 3.6 84.7 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 12 9 13 10
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,977
COMMITMENTS
739 0 73 26,777 27,613 27,589 27,686 388 291
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 783)
15 0 -8 761 791 768 783 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.3 95.7 98.7 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 0 2 36 34 39 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,061
COMMITMENTS
515 0 0 15,312 15,621 15,827 15,621 234 440
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -1,095)
-100 -10 -75 -945 -964 -1,120 -1,049 25 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 95.3 97.3 98.5 97.3 1.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 18 17 19 17
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,040
COMMITMENTS
0 0 0 6,664 6,181 6,664 6,181 376 859
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -1,049)
0 0 0 -1,005 -1,279 -1,005 -1,279 -44 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 87.8 94.7 87.8 5.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 21 15 21 15
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,476
COMMITMENTS
0 0 0 9,927 9,450 9,927 9,450 549 1,026
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -443)
0 0 0 -123 -502 -123 -502 -320 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 90.2 94.8 90.2 5.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 16 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,774,740
COMMITMENTS
342,736 125,742 923,427 1393045 1655468 2659208 2704637 115,532 70,103
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 144,374)
22,831 7,011 67,446 52,744 65,300 143,021 139,757 1,353 4,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 4.5 33.3 50.2 59.7 95.8 97.5 4.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
183 104 211 98 107 382 335
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 248,819
COMMITMENTS
106,932 22,262 65,041 74,384 156,716 246,358 244,020 2,461 4,799
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 36,194)
10,120 5,001 16,007 11,705 17,598 37,832 38,605 -1,638 -2,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 8.9 26.1 29.9 63.0 99.0 98.1 1.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 11 13 20 23 34 42
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 223,491
COMMITMENTS
37,164 15,990 6,853 139,283 143,457 183,300 166,300 40,191 57,191
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -10,893)
-693 -873 -2,075 -4,371 -5,311 -7,139 -8,259 -3,754 -2,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 7.2 3.1 62.3 64.2 82.0 74.4 18.0 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 2 4 23 24 28 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 133,202
COMMITMENTS
30,684 1,250 31,167 66,503 97,349 128,355 129,767 4,847 3,435
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 11,304)
5,050 -1,595 549 5,126 12,148 10,725 11,102 579 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 0.9 23.4 49.9 73.1 96.4 97.4 3.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
20 10 23 26 25 57 49
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 583,492
COMMITMENTS
37,955 4,669 101,616 426,894 459,120 566,465 565,404 17,027 18,088
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 22,920)
4,687 -545 166 16,508 21,226 21,361 20,847 1,559 2,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.8 17.4 73.2 78.7 97.1 96.9 2.9 3.1
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 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,607
COMMITMENTS
355 1,566 100 30,844 29,594 31,299 31,260 308 347
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -6,594)
-90 -190 -8 -6,492 -6,394 -6,590 -6,592 -4 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.0 0.3 97.6 93.6 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 1 35 33 38 37
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,630
COMMITMENTS
5,611 30,536 2,539 76,212 48,984 84,362 82,059 3,268 5,571
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 1,633)
1,160 100 300 659 1,514 2,119 1,914 -486 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 34.8 2.9 87.0 55.9 96.3 93.6 3.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 11 10 27 24 40 37
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,371
COMMITMENTS
4,832 1,163 1,425 18,886 23,594 25,143 26,182 3,228 2,189
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 3,090)
1,940 1,160 300 689 1,985 2,929 3,445 161 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 4.1 5.0 66.6 83.2 88.6 92.3 11.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 2 3 14 15 20 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,224
COMMITMENTS
3,575 928 450 10,199 12,684 14,224 14,062 0 162
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -2,365)
-700 -450 450 -1,965 -2,215 -2,215 -2,215 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 6.5 3.2 71.7 89.2 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 3 1 18 19 24 22
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,189
COMMITMENTS
506 682 2,172 8,033 7,464 10,712 10,318 477 871
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -1,305)
-3,895 411 -448 2,861 -1,418 -1,482 -1,455 178 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 6.1 19.4 71.8 66.7 95.7 92.2 4.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 5 8 13 14 22 22
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,597
COMMITMENTS
17,533 2,273 655 4,629 21,810 22,818 24,739 2,779 858
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 1,196)
598 -69 11 470 1,166 1,079 1,108 117 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.5 8.9 2.6 18.1 85.2 89.1 96.6 10.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
86 16 8 29 34 117 57
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 43,466
COMMITMENTS
31,660 1,098 739 5,363 40,401 37,762 42,238 5,703 1,227
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 701)
713 -291 286 -229 650 769 645 -68 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.8 2.5 1.7 12.3 93.0 86.9 97.2 13.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
99 8 6 22 37 125 48
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 309,962
COMMITMENTS
82,125 9,991 33,134 170,764 254,394 286,023 297,520 23,938 12,442
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -3,839)
2,009 -1,208 -328 -6,874 -1,280 -5,194 -2,816 1,354 -1,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 3.2 10.7 55.1 82.1 92.3 96.0 7.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
77 20 38 76 89 168 133
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,103
COMMITMENTS
2,225 2,340 1,058 13,601 13,568 16,884 16,966 4,219 4,137
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -888)
0 -96 -181 -1,201 -316 -1,382 -593 494 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 11.1 5.0 64.5 64.3 80.0 80.4 20.0 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 3 11 14 17 17
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,543
COMMITMENTS
450 100 560 6,483 6,833 7,493 7,493 50 50
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 1,304)
0 0 410 944 944 1,354 1,354 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.3 7.4 85.9 90.6 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 4 25 31 29 36
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,898
COMMITMENTS
730 3,254 59 55,382 53,365 56,171 56,678 727 220
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 4,157)
155 0 0 4,278 4,182 4,433 4,182 -276 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.7 0.1 97.3 93.8 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 2 41 36 45 38
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,901
COMMITMENTS
0 0 0 19,736 19,901 19,736 19,901 165 0
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 765)
0 0 0 765 765 765 765 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 13 15 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,562
COMMITMENTS
400 4,250 50 7,742 4,262 8,192 8,562 370 0
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 217)
150 0 -100 167 317 217 217 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 49.6 0.6 90.4 49.8 95.7 100.0 4.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 1 28 21 30 25
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,075
COMMITMENTS
4,942 0 290 20,812 25,583 26,044 25,873 31 202
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 1,247)
375 0 50 836 1,205 1,261 1,255 -14 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 0.0 1.1 79.8 98.1 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 2 31 22 34 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,313
COMMITMENTS
5,391 1,695 908 11,858 15,580 18,157 18,183 156 130
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 13)
798 182 -114 -653 -20 31 48 -18 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 9.3 5.0 64.8 85.1 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 1 3 31 33 37 37
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,640
COMMITMENTS
258 315 415 9,610 9,792 10,283 10,522 357 118
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -2,301)
79 -978 67 -2,607 -1,472 -2,461 -2,383 160 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.0 3.9 90.3 92.0 96.6 98.9 3.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 4 25 24 31 28
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,474
COMMITMENTS
9,646 1,178 1,941 20,181 29,085 31,768 32,204 706 270
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -1,728)
297 -42 -613 -1,542 -1,103 -1,858 -1,758 130 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 3.6 6.0 62.1 89.6 97.8 99.2 2.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 5 5 28 33 40 40
Updated February 4, 2011