GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,677
COMMITMENTS
1,799 600 0 33,808 35,057 35,607 35,657 70 20
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 26)
0 -310 0 61 361 61 51 -35 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 1.7 0.0 94.8 98.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 1 0 37 40 38 41
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,205
COMMITMENTS
0 0 0 23,104 23,080 23,104 23,080 101 125
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 1,998)
0 0 0 1,998 1,998 1,998 1,998 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 99.5 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 33 25 33 25
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,004
COMMITMENTS
368 216 114 6,593 6,624 7,075 6,954 929 1,050
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 319)
-32 0 0 310 322 278 322 41 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 2.7 1.4 82.4 82.8 88.4 86.9 11.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 26 23 27 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,894
COMMITMENTS
190 175 0 9,157 9,589 9,347 9,764 1,547 1,130
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 266)
24 15 0 212 241 236 256 30 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.6 0.0 84.1 88.0 85.8 89.6 14.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 2 0 47 46 48 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,524
COMMITMENTS
69 62 217 8,476 8,409 8,762 8,688 762 836
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 815)
10 5 -10 768 788 768 783 47 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.7 2.3 89.0 88.3 92.0 91.2 8.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 2 4 45 53 49 58
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,550
COMMITMENTS
680 0 0 2,983 3,861 3,663 3,861 887 689
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 250)
0 0 0 172 297 172 297 78 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 0.0 0.0 65.6 84.9 80.5 84.9 19.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 20 23 21 23
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,568
COMMITMENTS
0 0 0 12,568 12,528 12,568 12,528 0 40
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 1,045)
0 0 0 1,045 1,045 1,045 1,045 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 21 18 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 304,732
COMMITMENTS
49,653 21,430 37,933 174,884 219,051 262,470 278,414 42,262 26,318
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 3,955)
7,512 -4,527 -1,190 -7,001 12,472 -679 6,755 4,634 -2,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 7.0 12.4 57.4 71.9 86.1 91.4 13.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
42 22 42 62 76 129 122
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 20,358
COMMITMENTS
1,126 1,625 577 17,855 17,475 19,558 19,677 800 681
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 2,439)
275 1,100 75 1,975 1,250 2,325 2,425 114 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 8.0 2.8 87.7 85.8 96.1 96.7 3.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
7 5 4 45 47 54 55
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,073
COMMITMENTS
0 2,600 600 16,396 14,103 16,996 17,303 1,077 770
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 725)
0 300 0 751 425 751 725 -26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.4 3.3 90.7 78.0 94.0 95.7 6.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 2 28 20 30 24
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,028
COMMITMENTS
4,836 0 624 8,508 12,864 13,968 13,488 60 540
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 0.0 4.4 60.7 91.7 99.6 96.2 0.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 2 11 16 14 18
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 5,100
COMMITMENTS
680 113 290 2,770 3,216 3,740 3,619 1,360 1,481
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 172)
59 -32 4 268 256 331 228 -159 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 2.2 5.7 54.3 63.1 73.3 71.0 26.7 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 4 15 18 20 22
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,162
COMMITMENTS
0 0 0 2,012 2,000 2,012 2,000 150 162
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 93.1 92.5 93.1 92.5 6.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 16 12 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 794,836
COMMITMENTS
76,544 242,835 319,187 322,650 191,096 718,381 753,118 76,455 41,718
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 14,359)
-1,544 10,455 6,639 9,603 -1,598 14,698 15,496 -339 -1,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 30.6 40.2 40.6 24.0 90.4 94.8 9.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
71 87 113 81 67 224 210
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,169
COMMITMENTS
1,434 832 2,021 59,803 57,862 63,258 60,715 4,911 7,454
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 331)
-8 186 -186 342 31 148 31 183 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 1.2 3.0 87.7 84.9 92.8 89.1 7.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 23 22 25 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,415
COMMITMENTS
4,094 0 3,064 30,671 29,719 37,829 32,783 3,586 8,632
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 0.0 7.4 74.1 71.8 91.3 79.2 8.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 2 12 14 15 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,235
COMMITMENTS
434 0 0 63,472 61,357 63,906 61,357 9,329 11,878
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 2,440)
0 0 0 2,728 2,440 2,728 2,440 -288 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.0 0.0 86.7 83.8 87.3 83.8 12.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 24 24 24
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,740
COMMITMENTS
0 0 0 68,282 78,118 68,282 78,118 13,458 3,622
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 734)
0 0 0 1,036 734 1,036 734 -302 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.5 95.6 83.5 95.6 16.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 21 20 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,564
COMMITMENTS
8,025 0 2,597 78,032 90,953 88,654 93,550 7,910 3,014
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 920)
1,626 0 -57 -373 425 1,196 368 -276 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 0.0 2.7 80.8 94.2 91.8 96.9 8.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 0 3 25 31 29 34
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,454
COMMITMENTS
0 11,758 3,009 86,598 69,873 89,607 84,640 5,847 10,814
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -593)
0 -159 260 -1,923 -2,878 -1,663 -2,777 1,070 2,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.3 3.2 90.7 73.2 93.9 88.7 6.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 3 15 21 18 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,005
COMMITMENTS
6,488 1,903 4,258 64,506 75,113 75,252 81,274 12,753 6,731
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 727)
-294 0 534 338 148 578 682 149 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 2.2 4.8 73.3 85.4 85.5 92.4 14.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 21 23 25 26
HOUSTON SHIP CH INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 16,219
COMMITMENTS
248 0 0 15,847 14,867 16,095 14,867 124 1,352
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 0.0 97.7 91.7 99.2 91.7 0.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 9 12 10 12
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,584
COMMITMENTS
0 620 0 87,700 85,659 87,700 86,279 2,884 4,305
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 186 186 186 186 -186 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 0.0 96.8 94.6 96.8 95.2 3.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 17 19 17 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 190,599
COMMITMENTS
5,379 4,483 6,727 168,422 172,830 180,528 184,040 10,071 6,559
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -787)
529 -1,192 427 -2,946 -618 -1,990 -1,383 1,203 596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 2.4 3.5 88.4 90.7 94.7 96.6 5.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 3 5 38 37 46 42
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 139,978
COMMITMENTS
3,441 206 2,313 124,750 131,210 130,504 133,729 9,474 6,249
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 1,093)
0 -544 724 369 -421 1,093 -241 0 1,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.1 1.7 89.1 93.7 93.2 95.5 6.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 26 25 30 27
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 231,117
COMMITMENTS
7,545 0 9,528 198,215 215,772 215,288 225,300 15,829 5,817
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -741)
515 0 -1,372 -570 1,166 -1,427 -206 686 -535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.0 4.1 85.8 93.4 93.2 97.5 6.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 0 2 38 39 40 41
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,995,819
COMMITMENTS
738,884 86,990 935,623 1303396 1958375 2977903 2980988 17,916 14,831
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 52,424)
-20,335 11,032 46,225 32,607 -2,175 58,497 55,082 -6,073 -2,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 2.9 31.2 43.5 65.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
43 20 59 114 101 181 162
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,052,246
COMMITMENTS
135,753 221,662 195,868 716,784 629,663 1048405 1047193 3,841 5,053
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 52,344)
-2,259 -9,877 17,229 38,658 44,208 53,628 51,560 -1,284 784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 21.1 18.6 68.1 59.8 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
29 23 39 49 43 97 86
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,944
COMMITMENTS
0 710 0 2,877 1,936 2,877 2,646 67 298
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 24.1 0.0 97.7 65.8 97.7 89.9 2.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 11 15 11 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,686
COMMITMENTS
3,476 580 688 34,344 38,850 38,508 40,118 2,178 568
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 1,006)
20 160 -10 914 794 924 944 82 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 1.4 1.7 84.4 95.5 94.6 98.6 5.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 31 27 34 31
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,429
COMMITMENTS
0 974 456 16,946 15,810 17,402 17,240 1,027 1,189
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 120)
0 0 0 -46 76 -46 76 166 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.3 2.5 92.0 85.8 94.4 93.5 5.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 3 21 19 24 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,563
COMMITMENTS
0 2,220 250 28,974 28,211 29,224 30,681 2,339 882
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -96)
0 -40 0 -102 -58 -102 -98 6 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.0 0.8 91.8 89.4 92.6 97.2 7.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 24 21 26 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,851
COMMITMENTS
660 108 0 11,127 11,267 11,787 11,375 1,064 1,476
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 10)
0 0 0 416 10 416 10 -406 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.8 0.0 86.6 87.7 91.7 88.5 8.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 19 16 20 17
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,647
COMMITMENTS
192 0 480 15,774 16,357 16,446 16,837 1,201 810
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 796)
0 0 0 748 748 748 748 48 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 2.7 89.4 92.7 93.2 95.4 6.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 21 19 22 20
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 11,494
COMMITMENTS
0 0 0 10,342 10,716 10,342 10,716 1,152 778
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 353)
0 0 0 205 45 205 45 148 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.0 93.2 90.0 93.2 10.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 17 21 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 54,866
COMMITMENTS
0 0 0 54,866 54,544 54,866 54,544 0 322
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 9 13 9
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 847,444
COMMITMENTS
0 0 0 847,444 847,444 847,444 847,444 0 0
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 20)
0 0 0 13 9 13 9
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 32,040
COMMITMENTS
0 510 0 31,764 30,421 31,764 30,931 276 1,109
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.6 0.0 99.1 94.9 99.1 96.5 0.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 10 13 11
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 50,717
COMMITMENTS
0 400 0 50,192 50,217 50,192 50,617 525 100
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 3,348)
0 0 0 3,348 3,348 3,348 3,348 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 0.0 99.0 99.0 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 17 6 17 8
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 876,248
COMMITMENTS
0 14,080 0 876,248 862,168 876,248 876,248 0 0
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 100,720)
0 0 0 100,720 100,720 100,720 100,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.6 0.0 100.0 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 7 15 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 96,523
COMMITMENTS
0 3,945 0 96,372 92,578 96,372 96,523 151 0
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 131)
0 0 0 131 131 131 131 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.1 0.0 99.8 95.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 15 12 15 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,554,513
COMMITMENTS
0 61,670 0 1554513 1492843 1554513 1554513 0 0
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -48,523)
0 0 0 -48,523 -48,523 -48,523 -48,523 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.0 0.0 100.0 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 15 12 15 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 182,435
COMMITMENTS
4,855 0 0 177,580 181,202 182,435 181,202 0 1,233
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 0.0 97.3 99.3 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 20 27 22 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,968,063
COMMITMENTS
77,269 0 0 2890794 2968063 2968063 2968063 0 0
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 10,110)
0 0 0 10,110 10,110 10,110 10,110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.0 0.0 97.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 0 20 25 23 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 65,745
COMMITMENTS
40 2,990 0 63,040 62,627 63,080 65,617 2,665 128
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 4.5 0.0 95.9 95.3 95.9 99.8 4.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 21 17 22 18
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,067,176
COMMITMENTS
0 74,080 0 1067176 993,096 1067176 1067176 0 0
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.9 0.0 100.0 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 17 18 17 19
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 58,144
COMMITMENTS
4,830 495 45 53,269 57,584 58,144 58,124 0 20
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 0.9 0.1 91.6 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 22 29 24 31
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 30,964
COMMITMENTS
0 0 0 30,849 30,858 30,849 30,858 115 106
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 99.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 13 11 13
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,056,064
COMMITMENTS
98,820 30,312 0 957,244 1025752 1056064 1056064 0 0
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 2.9 0.0 90.6 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 0 22 24 24 26
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,492
COMMITMENTS
382 45 155 21,707 22,190 22,244 22,390 248 102
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -289)
-129 0 0 -201 -93 -330 -93 41 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.2 0.7 96.5 98.7 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 3 34 36 38 39
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,851
COMMITMENTS
135 270 25 16,538 17,556 16,698 17,851 1,153 0
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 1,167)
0 0 0 982 1,167 982 1,167 185 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 1.5 0.1 92.6 98.3 93.5 100.0 6.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 16 18 17 20
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,541
COMMITMENTS
0 64 219 11,184 11,103 11,403 11,386 138 155
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 12)
0 -120 27 35 145 62 52 -50 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 1.9 96.9 96.2 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 18 23 19 25
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,372
COMMITMENTS
380 0 0 8,478 9,048 8,858 9,048 514 324
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 558)
0 0 0 518 523 518 523 40 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.0 0.0 90.5 96.5 94.5 96.5 5.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 28 26 29 26
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,280,235
COMMITMENTS
247,723 162,371 300,021 648,842 741,710 1196586 1204102 83,649 76,133
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -21,389)
11,720 -5,196 -12,957 -36,502 -10,599 -37,739 -28,752 16,350 7,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 12.7 23.4 50.7 57.9 93.5 94.1 6.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
108 89 135 85 91 275 246
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 221,422
COMMITMENTS
31,726 28,681 1,440 164,577 140,133 197,743 170,254 23,679 51,168
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 7,253)
2,210 5,024 -442 7,304 4,280 9,072 8,862 -1,819 -1,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 13.0 0.7 74.3 63.3 89.3 76.9 10.7 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 5 6 31 26 38 34
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 65,192
COMMITMENTS
1,065 995 350 63,772 63,842 65,187 65,187 5 5
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 1,177)
-340 415 0 1,517 762 1,177 1,177 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 1.5 0.5 97.8 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
3 4 1 52 49 55 54
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 129,391
COMMITMENTS
19,232 32,377 8,774 95,799 81,720 123,805 122,871 5,586 6,520
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -4,386)
431 1,480 -1,048 -3,630 -5,283 -4,247 -4,851 -139 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 25.0 6.8 74.0 63.2 95.7 95.0 4.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 13 14 24 23 43 38
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,268
COMMITMENTS
1,871 2,684 6,970 24,537 25,413 33,378 35,067 2,890 1,201
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 722)
800 0 -800 728 1,731 728 931 -6 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 7.4 19.2 67.7 70.1 92.0 96.7 8.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 5 14 15 20 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 96,302
COMMITMENTS
475 0 1,898 58,488 65,904 60,861 67,802 35,441 28,500
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 1,139)
180 0 -105 657 192 732 87 407 1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 2.0 60.7 68.4 63.2 70.4 36.8 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 22 20 23 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,200
COMMITMENTS
950 1,607 150 33,100 32,310 34,200 34,067 0 133
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 1,470)
0 0 0 1,470 1,470 1,470 1,470 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 4.7 0.4 96.8 94.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 1 27 33 30 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,459
COMMITMENTS
16,537 3,404 411 3,078 18,330 20,026 22,145 3,433 1,314
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 646)
-490 -549 -35 297 505 -228 -79 874 725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.5 14.5 1.8 13.1 78.1 85.4 94.4 14.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
71 26 4 19 28 94 55
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,991
COMMITMENTS
23,303 3,026 780 5,576 29,726 29,659 33,532 5,332 1,459
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -162)
-578 -798 6 79 699 -493 -93 331 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.6 8.6 2.2 15.9 85.0 84.8 95.8 15.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
84 17 8 20 33 110 53
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 264,553
COMMITMENTS
80,865 6,362 31,900 132,989 213,858 245,754 252,120 18,799 12,433
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 8,730)
13,953 -2,514 887 -7,319 11,500 7,521 9,873 1,209 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 2.4 12.1 50.3 80.8 92.9 95.3 7.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
76 17 52 78 95 173 152
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,678
COMMITMENTS
2,268 0 304 14,581 16,117 17,153 16,421 5,525 6,257
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 1,150)
461 0 -12 806 512 1,255 500 -105 650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 0.0 1.3 64.3 71.1 75.6 72.4 24.4 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 16 19 18 21
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,194
COMMITMENTS
1,446 175 225 7,492 8,642 9,163 9,042 31 152
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 882)
0 75 0 882 807 882 882 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 1.9 2.4 81.5 94.0 99.7 98.3 0.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 3 30 32 35 38
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,199
COMMITMENTS
2,465 1,055 1,680 45,429 48,247 49,574 50,982 1,625 217
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 5,495)
250 969 1,050 4,153 3,454 5,453 5,473 42 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 2.1 3.3 88.7 94.2 96.8 99.6 3.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 1 32 33 36 34
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,136
COMMITMENTS
2,200 0 0 20,840 22,586 23,040 22,586 96 550
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 510)
0 0 0 510 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 0.0 0.0 90.1 97.6 99.6 97.6 0.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 14 24 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,411
COMMITMENTS
606 400 800 14,005 14,161 15,411 15,361 0 50
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 890)
-300 0 300 890 540 890 840 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 2.6 5.2 90.9 91.9 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 2 30 26 34 28
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,437
COMMITMENTS
0 105 35 2,453 2,323 2,488 2,463 949 974
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 54)
0 5 0 40 37 40 42 14 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.1 1.0 71.4 67.6 72.4 71.7 27.6 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 17 16 18 18
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,715
COMMITMENTS
180 150 0 13,400 13,565 13,580 13,715 135 0
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 570)
0 0 0 620 620 620 620 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.1 0.0 97.7 98.9 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 22 17 23 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,696
COMMITMENTS
480 2,404 531 19,488 17,754 20,499 20,689 197 7
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 273)
0 -552 -105 593 1,000 488 343 -215 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 11.6 2.6 94.2 85.8 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 4 1 31 34 33 39
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,987
COMMITMENTS
632 1,110 284 13,071 12,593 13,987 13,987 0 0
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 259)
0 -300 150 109 427 259 277 0 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 7.9 2.0 93.5 90.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 26 24 29 27
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,158
COMMITMENTS
3,505 2,980 1,368 40,429 42,998 45,302 47,346 2,856 812
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 2,289)
-61 180 74 2,276 2,035 2,289 2,289 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 6.2 2.8 84.0 89.3 94.1 98.3 5.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 6 5 34 38 42 45
Updated February 26, 2010