GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,309
COMMITMENTS
934 600 57 36,226 36,153 37,217 36,810 92 499
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -10,540)
-185 -1,780 -7 -10,381 -9,074 -10,573 -10,861 33 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.6 0.2 97.1 96.9 99.8 98.7 0.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 3 1 38 43 41 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,932
COMMITMENTS
100 0 0 23,718 23,722 23,818 23,722 114 210
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -6,625)
-100 0 0 -6,550 -6,635 -6,650 -6,635 25 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.1 99.1 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 25 26 26 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,561
COMMITMENTS
167 193 87 5,776 5,684 6,030 5,964 1,531 1,597
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,608)
-348 -105 -86 -1,374 -1,803 -1,808 -1,994 200 386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.6 1.2 76.4 75.2 79.8 78.9 20.2 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 3 28 29 32 33
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,973
COMMITMENTS
324 291 152 5,044 5,065 5,520 5,508 453 465
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,787)
-121 -146 -153 -1,515 -1,495 -1,789 -1,794 2 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 4.9 2.5 84.4 84.8 92.4 92.2 7.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 4 4 42 48 47 55
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 14,941
COMMITMENTS
0 0 0 14,641 14,941 14,641 14,941 300 0
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,690)
0 -200 0 -2,780 -2,480 -2,780 -2,680 90 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 100.0 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 23 14 23 14
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 384,163
COMMITMENTS
61,038 25,800 71,541 203,811 260,074 336,390 357,414 47,773 26,748
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -250)
78 -3,360 2,904 781 -868 3,763 -1,324 -4,012 1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 6.7 18.6 53.1 67.7 87.6 93.0 12.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
54 24 47 65 86 144 139
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,055
COMMITMENTS
167 692 300 13,538 12,998 14,005 13,990 50 65
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -4,810)
-258 -848 -275 -4,262 -3,687 -4,795 -4,810 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.9 2.1 96.3 92.5 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 6 2 42 44 45 51
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,556
COMMITMENTS
1,595 0 0 3,391 5,256 4,986 5,256 570 300
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,562)
-465 0 -25 -1,305 -1,537 -1,795 -1,562 233 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 0.0 0.0 61.0 94.6 89.7 94.6 10.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 16 14 19 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 839,126
COMMITMENTS
163,712 305,496 253,223 336,932 241,325 753,868 800,044 85,258 39,082
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 12,189)
-2,315 -22,695 11,315 -659 25,577 8,341 14,197 3,849 -2,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 36.4 30.2 40.2 28.8 89.8 95.3 10.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
94 103 137 79 82 263 246
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,017
COMMITMENTS
0 0 0 46,048 46,279 46,048 46,279 5,969 5,738
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -4,859)
-55 0 -280 -4,456 -4,567 -4,791 -4,847 -68 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.5 89.0 88.5 89.0 11.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 15 18 15
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,779
COMMITMENTS
0 0 0 43,453 50,686 43,453 50,686 10,326 3,093
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,829)
0 0 0 -2,519 -2,418 -2,519 -2,418 -310 -411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 80.8 94.2 80.8 94.2 19.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,649,254
COMMITMENTS
82,392 102,148 562,485 997,398 978,148 1642275 1642781 6,979 6,473
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 38,836)
5,222 4,352 20,881 12,184 12,522 38,287 37,755 550 1,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 6.2 34.1 60.5 59.3 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
43 34 64 60 59 130 130
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 37,217
COMMITMENTS
4,611 14,013 10,769 19,680 12,026 35,060 36,808 2,157 410
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -17)
282 95 -795 140 764 -373 63 357 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 37.7 28.9 52.9 32.3 94.2 98.9 5.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 8 11 17 18 31 32
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 106,342
COMMITMENTS
0 12,241 1,015 96,151 88,033 97,166 101,289 9,176 5,053
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -6,076)
0 -244 -207 -4,550 -5,302 -4,757 -5,753 -1,319 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.5 1.0 90.4 82.8 91.4 95.2 8.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 3 20 26 23 29
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,432
COMMITMENTS
0 1,885 795 74,743 76,570 75,538 79,250 12,894 9,182
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -4,263)
0 1,013 -879 -5,730 -1,194 -6,609 -1,060 2,346 -3,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.9 84.5 86.6 85.4 89.6 14.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 16 15 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 147,115
COMMITMENTS
8,314 0 6,014 118,711 133,467 133,039 139,481 14,076 7,634
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -7,136)
1,672 -1,757 -710 -6,753 -3,872 -5,791 -6,339 -1,345 -797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 4.1 80.7 90.7 90.4 94.8 9.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 2 26 27 29 29
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,495,881
COMMITMENTS
532,149 109,554 764,245 1176334 1598788 2472728 2472587 23,153 23,294
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -103,318)
12,523 4,058 -39,503 -76,171 -71,536 -103,151 -106,981 -167 3,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 4.4 30.6 47.1 64.1 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
36 28 60 101 86 166 148
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 934,812
COMMITMENTS
164,963 85,893 170,807 594,715 674,057 930,485 930,757 4,327 4,055
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 22,904)
16,768 -9,830 14,070 -8,081 18,648 22,757 22,888 147 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 9.2 18.3 63.6 72.1 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
32 19 40 40 37 87 81
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 8,307
COMMITMENTS
390 165 120 7,531 7,576 8,041 7,861 266 446
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.0 1.4 90.7 91.2 96.8 94.6 3.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 17 15 19 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 8,375
COMMITMENTS
27 774 128 8,172 7,349 8,327 8,251 48 124
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,196)
-1 -76 64 -1,250 -1,101 -1,187 -1,113 -9 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.2 1.5 97.6 87.7 99.4 98.5 0.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 25 26 28 30
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,322
COMMITMENTS
100 0 19 813 961 932 980 390 342
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -730)
-69 -30 1 -741 -715 -809 -744 79 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 1.4 61.5 72.7 70.5 74.1 29.5 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 12 19 14 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 174,925
COMMITMENTS
4,079 2,564 11,974 154,671 158,225 170,724 172,763 4,201 2,163
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -10,756)
246 13 -2,656 -8,592 -8,627 -11,002 -11,270 246 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.5 6.8 88.4 90.5 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 7 34 32 43 39
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,952
COMMITMENTS
0 852 30 15,297 14,674 15,327 15,556 1,625 1,396
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -803)
0 -32 -20 -1,323 -1,238 -1,343 -1,290 540 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.2 90.2 86.6 90.4 91.8 9.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 1 21 16 22 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,325
COMMITMENTS
150 2,304 350 27,052 27,663 27,552 30,317 3,773 1,008
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -641)
-14 -160 0 -706 -551 -720 -711 79 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.4 1.1 86.4 88.3 88.0 96.8 12.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 3 23 21 26 24
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,568
COMMITMENTS
130 326 40 9,620 10,028 9,790 10,394 1,778 1,174
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -660)
-60 -8 0 -637 -850 -697 -858 37 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.8 0.3 83.2 86.7 84.6 89.9 15.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 16 12 17 14
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,023
COMMITMENTS
0 1,344 367 35,392 34,310 35,759 36,021 1,264 1,002
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -4,061)
0 -86 -52 -4,256 -4,303 -4,308 -4,441 247 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 1.0 95.6 92.7 96.6 97.3 3.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 2 25 19 27 22
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,845
COMMITMENTS
0 510 0 45,335 45,015 45,335 45,525 510 320
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,756)
0 0 0 -2,756 -2,946 -2,756 -2,946 0 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 98.9 98.2 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 10 11 11
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 638,686
COMMITMENTS
0 9,360 0 638,686 629,326 638,686 638,686 0 0
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -57,152)
0 0 0 -57,152 -57,152 -57,152 -57,152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 100.0 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 13 10 13 11
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 30,657
COMMITMENTS
0 0 0 30,295 30,657 30,295 30,657 362 0
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,225)
0 -460 0 -2,587 -1,765 -2,587 -2,225 362 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 100.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 9 13 9
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,396
COMMITMENTS
0 0 0 58,396 58,396 58,396 58,396 0 0
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -4,715)
0 0 0 -4,692 -4,715 -4,692 -4,715 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 14 14 14 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,007,527
COMMITMENTS
0 0 0 1007527 1007527 1007527 1007527 0 0
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -69,560)
0 0 0 -69,560 -69,560 -69,560 -69,560 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 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 203,341
COMMITMENTS
347 0 0 202,994 203,234 203,341 203,234 0 107
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -8,464)
-506 0 0 -7,958 -8,441 -8,464 -8,441 0 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.8 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 20 25 21 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,584,041
COMMITMENTS
0 408 0 3584041 3583633 3584041 3584041 0 0
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -136,208)
0 -816 0 -136,208 -135,392 -136,208 -136,208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 19 27 19 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,660
COMMITMENTS
5,208 1,600 132 55,320 58,418 60,660 60,150 0 510
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -3,667)
-250 -115 0 -3,417 -3,807 -3,667 -3,922 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 2.6 0.2 91.2 96.3 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 1 24 20 29 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,134,411
COMMITMENTS
29,405 69,060 0 1105006 1065351 1134411 1134411 0 0
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -54,144)
0 -3,920 0 -54,144 -50,224 -54,144 -54,144 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 6.1 0.0 97.4 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 0 21 25 23 27
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,824
COMMITMENTS
1,020 264 255 50,442 51,262 51,717 51,781 107 43
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -3,235)
-575 41 -46 -2,591 -3,273 -3,212 -3,278 -23 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.5 0.5 97.3 98.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 20 19 21 21
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 968,183
COMMITMENTS
0 47,405 0 968,183 920,778 968,183 968,183 0 0
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -57,904)
-9,776 1,880 -1,880 -46,248 -57,904 -57,904 -57,904 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.0 100.0 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 20 19 20 21
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,238
COMMITMENTS
672 300 148 27,013 27,484 27,833 27,932 405 306
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 122)
190 300 -343 255 165 102 122 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.1 0.5 95.7 97.3 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 3 40 38 44 42
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,351
COMMITMENTS
370 0 100 15,737 15,795 16,207 15,895 144 456
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -667)
-75 0 35 -627 -667 -667 -632 0 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.6 96.2 96.6 99.1 97.2 0.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 20 14 22 15
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,542
COMMITMENTS
60 0 0 7,216 7,060 7,276 7,060 266 482
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,644)
-150 0 -45 -1,378 -1,577 -1,573 -1,622 -71 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 95.7 93.6 96.5 93.6 3.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 21 21 22 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,297
COMMITMENTS
0 0 0 9,688 9,479 9,688 9,479 609 818
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -682)
0 0 0 -796 -953 -796 -953 114 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.1 92.1 94.1 92.1 5.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 15 14 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,564,052
COMMITMENTS
345,513 144,238 835,709 1280159 1522159 2461381 2502106 102,671 61,947
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 99,247)
1,204 12,719 75,820 18,026 10,944 95,051 99,484 4,196 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 5.6 32.6 49.9 59.4 96.0 97.6 4.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
191 102 203 96 104 381 330
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 167,487
COMMITMENTS
82,443 7,677 34,979 47,321 118,344 164,744 161,001 2,744 6,486
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 17,908)
3,992 1,495 5,256 8,379 10,573 17,627 17,324 281 584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 4.6 20.9 28.3 70.7 98.4 96.1 1.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 5 6 15 17 23 27
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 229,004
COMMITMENTS
36,760 16,820 7,292 147,543 144,173 191,595 168,285 37,409 60,719
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -13,572)
3,414 -340 -4,455 -14,641 -14,417 -15,682 -19,212 2,110 5,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 7.3 3.2 64.4 63.0 83.7 73.5 16.3 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 3 23 23 27 28
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 125,527
COMMITMENTS
26,657 2,854 32,480 61,737 86,542 120,874 121,876 4,653 3,651
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 3,142)
157 134 1,379 1,088 986 2,624 2,500 517 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 2.3 25.9 49.2 68.9 96.3 97.1 3.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
23 11 25 26 23 61 49
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 555,316
COMMITMENTS
38,397 3,421 97,515 402,587 436,096 538,499 537,033 16,817 18,284
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -57,892)
-7,423 178 -12,941 -40,905 -49,374 -61,269 -62,137 3,377 4,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.6 17.6 72.5 78.5 97.0 96.7 3.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 2 12 32 33 44 45
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,072
COMMITMENTS
378 954 150 30,432 29,796 30,960 30,900 112 172
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -13,360)
-150 -1,237 0 -13,055 -11,968 -13,205 -13,205 -155 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.1 0.5 97.9 95.9 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 2 2 39 31 43 35
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,000
COMMITMENTS
4,451 30,348 2,329 77,730 49,613 84,510 82,290 3,490 5,710
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 734)
0 277 599 -21 28 578 904 156 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 34.5 2.6 88.3 56.4 96.0 93.5 4.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 10 9 26 23 37 35
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,920
COMMITMENTS
4,425 640 0 9,465 13,145 13,890 13,785 30 135
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,275)
-200 46 0 -2,080 -2,350 -2,280 -2,304 5 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 4.6 0.0 68.0 94.4 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 0 11 20 14 22
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,316
COMMITMENTS
17,310 2,345 759 4,436 21,539 22,505 24,644 2,811 672
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -353)
20 568 -1 -222 -982 -204 -415 -149 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.4 9.3 3.0 17.5 85.1 88.9 97.3 11.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
86 15 11 22 32 115 54
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 40,292
COMMITMENTS
27,729 1,386 143 6,648 37,361 34,519 38,889 5,773 1,403
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 575)
1,296 242 -389 -417 625 490 478 85 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.8 3.4 0.4 16.5 92.7 85.7 96.5 14.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
88 11 3 20 36 108 50
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 297,246
COMMITMENTS
87,957 14,052 32,199 153,734 238,733 273,890 284,985 23,356 12,261
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -10,141)
2,938 65 -1,260 -12,246 -7,255 -10,569 -8,450 428 -1,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 4.7 10.8 51.7 80.3 92.1 95.9 7.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
82 16 38 73 87 171 129
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,542
COMMITMENTS
2,762 1,430 885 8,577 9,229 12,224 11,544 4,318 4,998
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -3,997)
-310 261 -473 -3,360 -3,381 -4,143 -3,593 146 -404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 8.6 5.4 51.8 55.8 73.9 69.8 26.1 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 2 9 9 14 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,511
COMMITMENTS
250 100 113 4,048 4,198 4,411 4,411 100 100
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,659)
164 -100 -187 -1,599 -1,359 -1,622 -1,646 -37 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.2 2.5 89.7 93.1 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 20 22 23 25
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,584
COMMITMENTS
400 2,133 15 44,196 43,226 44,611 45,374 973 210
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -11,618)
170 -1,039 0 -11,773 -10,604 -11,603 -11,643 -15 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.7 0.0 97.0 94.8 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 1 33 33 35 36
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,355
COMMITMENTS
750 3,525 0 6,215 3,830 6,965 7,355 390 0
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,352)
-100 0 0 -1,492 -1,352 -1,592 -1,352 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 47.9 0.0 84.5 52.1 94.7 100.0 5.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 19 14 21 15
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,261
COMMITMENTS
285 0 140 15,801 15,921 16,226 16,061 35 200
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,560)
-1,576 0 0 -1,009 -2,640 -2,585 -2,640 25 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.9 97.2 97.9 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 27 21 30 23
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,752
COMMITMENTS
1,206 570 730 11,642 12,059 13,578 13,359 174 393
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,212)
595 -681 116 -2,773 -1,840 -2,062 -2,405 -150 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 4.1 5.3 84.7 87.7 98.7 97.1 1.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 3 27 32 32 36
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,148
COMMITMENTS
315 2,291 189 11,527 9,632 12,031 12,112 117 36
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,650)
0 -187 0 -2,677 -2,355 -2,677 -2,542 27 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 18.9 1.6 94.9 79.3 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 4 3 20 22 24 27
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,715
COMMITMENTS
6,739 1,028 2,503 21,993 27,944 31,235 31,475 480 240
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,999)
-140 -214 -183 -1,653 -1,556 -1,976 -1,953 -23 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 3.2 7.9 69.3 88.1 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 2 5 28 28 37 33
Updated January 7, 2011