GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,733
COMMITMENTS
1,799 910 0 31,780 32,803 33,579 33,713 154 20
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,359)
66 0 0 1,407 1,497 1,473 1,497 -114 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.7 0.0 94.2 97.2 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 0 34 36 35 39
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,880
COMMITMENTS
0 0 0 19,779 19,755 19,779 19,755 101 125
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 309)
0 0 0 309 309 309 309 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 32 24 32 24
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,641
COMMITMENTS
400 216 114 6,250 6,308 6,764 6,638 877 1,003
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 31)
-28 0 0 33 -11 5 -11 26 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.8 1.5 81.8 82.6 88.5 86.9 11.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 25 23 26 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,309
COMMITMENTS
45 160 60 8,929 9,293 9,034 9,513 1,275 796
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 520)
45 20 60 704 515 809 595 -289 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.6 0.6 86.6 90.1 87.6 92.3 12.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 2 1 48 47 49 50
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,041
COMMITMENTS
59 57 202 7,115 7,131 7,376 7,390 665 651
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 674)
-41 -20 40 677 628 676 648 -2 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 2.5 88.5 88.7 91.7 91.9 8.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 2 4 46 52 50 57
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,280
COMMITMENTS
680 0 0 2,791 3,381 3,471 3,381 809 899
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 513)
0 0 0 455 405 455 405 58 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.0 0.0 65.2 79.0 81.1 79.0 18.9 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 19 17 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,723
COMMITMENTS
0 0 0 10,723 10,683 10,723 10,683 0 40
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 840)
0 0 0 840 840 840 840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 19 19 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 368,144
COMMITMENTS
41,870 26,853 69,478 216,797 240,533 328,145 336,865 39,998 31,279
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 8,100)
-7,185 -362 5,976 9,317 1,030 8,109 6,645 -9 1,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 7.3 18.9 58.9 65.3 89.1 91.5 10.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
33 26 44 74 83 132 136
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 68,713
COMMITMENTS
2,481 5,909 16,386 46,191 43,502 65,058 65,797 3,655 2,916
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 7)
342 -126 -641 261 809 -38 42 45 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 8.6 23.8 67.2 63.3 94.7 95.8 5.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 8 13 13 21 22
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,370
COMMITMENTS
851 325 402 15,631 16,157 16,884 16,884 486 486
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 995)
0 0 50 1,159 947 1,209 997 -214 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.9 2.3 90.0 93.0 97.2 97.2 2.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 2 4 44 46 53 52
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,198
COMMITMENTS
0 2,300 600 15,495 13,528 16,095 16,428 1,103 770
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 450)
0 150 0 300 300 300 450 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.4 3.5 90.1 78.7 93.6 95.5 6.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 2 25 18 27 22
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,837
COMMITMENTS
618 151 285 2,430 2,669 3,333 3,105 1,504 1,732
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -309)
-42 41 -5 -153 -289 -200 -253 -109 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 3.1 5.9 50.2 55.2 68.9 64.2 31.1 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 5 12 15 18 20
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,550
COMMITMENTS
0 0 0 1,450 1,350 1,450 1,350 100 200
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -850)
-50 -475 0 -750 -175 -800 -650 -50 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.5 87.1 93.5 87.1 6.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 14 11 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 940,245
COMMITMENTS
143,952 211,623 373,087 342,967 310,028 860,005 894,737 80,240 45,508
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -6,485)
2,281 -11,058 6,968 -15,625 -4,260 -6,377 -8,350 -108 1,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 22.5 39.7 36.5 33.0 91.5 95.2 8.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
69 91 128 82 75 239 223
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,181
COMMITMENTS
1,700 0 2,283 57,330 54,622 61,313 56,905 3,868 8,276
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,440)
-1,207 0 981 2,951 1,263 2,725 2,244 -1,285 -804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 3.5 88.0 83.8 94.1 87.3 5.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 22 21 24 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,007
COMMITMENTS
434 2,869 0 60,895 57,256 61,329 60,125 9,678 10,882
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 4,800)
0 0 0 4,800 4,800 4,800 4,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.0 0.0 85.8 80.6 86.4 84.7 13.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 23 24 24 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,301
COMMITMENTS
0 0 0 67,433 76,107 67,433 76,107 11,868 3,194
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 424)
0 0 0 -29 424 -29 424 453 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.0 96.0 85.0 96.0 15.0 4.0
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,708
COMMITMENTS
5,574 0 2,867 78,085 89,410 86,526 92,277 8,182 2,431
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 165)
-463 0 287 310 -122 134 165 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 3.0 82.4 94.4 91.4 97.4 8.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 3 25 31 28 34
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,795
COMMITMENTS
0 10,483 2,749 87,269 72,933 90,018 86,165 4,777 8,630
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -818)
0 -1,177 246 -1,064 113 -818 -818 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.1 2.9 92.1 76.9 95.0 90.9 5.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 3 16 22 19 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,858
COMMITMENTS
7,396 2,759 3,401 63,457 73,960 74,254 80,120 12,604 6,738
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -764)
-1,415 0 248 375 -1,012 -792 -764 28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 3.2 3.9 73.1 85.2 85.5 92.2 14.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 21 23 25 26
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,585,865
COMMITMENTS
62,755 107,599 514,029 1003880 957,145 1580664 1578773 5,202 7,093
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 26,333)
3,246 6,594 8,910 14,429 9,334 26,585 24,839 -252 1,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 6.8 32.4 63.3 60.4 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
41 32 60 60 61 126 128
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| 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 87,514 85,473 87,514 86,093 3,070 4,491
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,070)
0 0 0 1,070 1,070 1,070 1,070 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 96.6 94.4 96.6 95.0 3.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 17 17 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 188,466
COMMITMENTS
3,597 5,954 5,382 170,861 171,019 179,840 182,355 8,626 6,111
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -549)
0 36 89 -638 -452 -549 -327 -0 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.2 2.9 90.7 90.7 95.4 96.8 4.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 4 5 38 36 46 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 141,598
COMMITMENTS
3,441 2,546 1,589 125,733 132,548 130,763 136,683 10,834 4,915
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 652)
0 26 -20 1,027 35 1,007 41 -354 611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.8 1.1 88.8 93.6 92.3 96.5 7.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 27 25 31 27
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 229,185
COMMITMENTS
6,963 225 10,885 195,940 211,525 213,788 222,635 15,397 6,550
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -1,977)
1,658 92 -392 -4,160 -1,891 -2,894 -2,191 917 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.1 4.7 85.5 92.3 93.3 97.1 6.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 2 35 38 37 40
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,555
COMMITMENTS
4,036 1,389 679 52,026 56,364 56,741 58,432 6,814 5,123
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.2 1.1 81.9 88.7 89.3 91.9 10.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 2 12 12 16 15
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,943,901
COMMITMENTS
753,298 71,175 894,501 1270331 1959203 2918130 2924879 25,771 19,022
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 33,841)
34,153 -2,402 -13,224 12,614 49,909 33,543 34,283 298 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 2.4 30.4 43.2 66.6 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
43 22 60 105 98 171 161
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 969,724
COMMITMENTS
116,193 209,876 185,060 663,795 570,811 965,048 965,747 4,676 3,977
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 25,234)
2,327 2,772 14,295 8,549 8,746 25,171 25,813 63 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 21.6 19.1 68.5 58.9 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
29 23 40 42 39 90 83
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 136,429
COMMITMENTS
487 365 7,342 126,650 128,317 134,480 136,024 1,949 404
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 5,625)
238 17 -52 5,058 5,679 5,243 5,644 381 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 5.4 92.8 94.1 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 5 33 31 39 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,517
COMMITMENTS
0 994 446 20,210 18,932 20,656 20,372 861 1,145
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -14)
0 0 0 -60 -18 -60 -18 46 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 2.1 93.9 88.0 96.0 94.7 4.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 3 21 20 24 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,545
COMMITMENTS
0 1,780 370 28,854 28,515 29,224 30,665 2,321 880
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 442)
0 360 -120 120 -58 0 182 442 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 1.2 91.5 90.4 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,797
COMMITMENTS
660 108 0 10,691 11,213 11,351 11,321 1,446 1,476
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 157)
0 0 0 -23 167 -23 167 180 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.8 0.0 83.5 87.6 88.7 88.5 11.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 18 16 19 17
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 43,618
COMMITMENTS
574 0 706 41,144 42,152 42,423 42,858 1,195 760
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -205)
-45 0 -3 -147 -218 -195 -221 -10 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 1.6 94.3 96.6 97.3 98.3 2.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 21 20 22 21
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| 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: 10,977
COMMITMENTS
0 0 0 9,973 10,515 9,973 10,515 1,004 462
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 57)
0 0 0 57 37 57 37 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.9 95.8 90.9 95.8 9.1 4.2
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| 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 02/02/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| 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 02/02/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 9 13 9
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 47,369
COMMITMENTS
0 400 0 46,844 46,869 46,844 47,269 525 100
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 98.9 98.9 98.9 99.8 1.1 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 775,528
COMMITMENTS
0 14,080 0 775,528 761,448 775,528 775,528 0 0
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 100.0 98.2 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 93,588
COMMITMENTS
0 3,945 0 93,437 89,643 93,437 93,588 151 0
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 2,895)
0 0 0 2,895 2,895 2,895 2,895 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 99.8 95.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 16 12 16 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,600,267
COMMITMENTS
0 61,670 0 1600267 1538597 1600267 1600267 0 0
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 46,880)
0 0 0 46,880 46,880 46,880 46,880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 100.0 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 16 11 16 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 177,440
COMMITMENTS
4,855 0 0 172,585 176,975 177,440 176,975 0 465
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 5,455)
0 0 0 5,455 5,455 5,455 5,455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 97.3 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 21 27 23 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,910,814
COMMITMENTS
77,269 0 0 2833545 2910814 2910814 2910814 0 0
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 101,260)
0 0 0 101,260 101,260 101,260 101,260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 97.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 0 19 25 22 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 62,833
COMMITMENTS
40 2,990 0 60,128 59,715 60,168 62,705 2,665 128
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 115)
0 0 0 0 115 0 115 115 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.8 0.0 95.7 95.0 95.8 99.8 4.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 19 16 20 17
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,027,486
COMMITMENTS
0 74,080 0 1027486 953,406 1027486 1027486 0 0
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,875)
0 0 0 1,875 1,875 1,875 1,875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 0.0 100.0 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 17 17 17 18
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| 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 02/02/10 (CHANGE IN OPEN INTEREST: 489)
0 0 0 489 489 489 489 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 11,536
COMMITMENTS
472 0 0 9,712 11,281 10,184 11,281 1,352 255
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 84.2 97.8 88.3 97.8 11.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 14 14 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| 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 02/02/10 (CHANGE IN OPEN INTEREST: 8,544)
0 0 0 8,544 8,544 8,544 8,544 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,174
COMMITMENTS
555 45 155 21,292 21,771 22,002 21,971 172 203
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -1,989)
-54 0 8 -1,677 -1,980 -1,723 -1,972 -266 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.2 0.7 96.0 98.2 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 3 34 34 38 37
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,900
COMMITMENTS
45 0 25 15,205 15,860 15,275 15,885 625 15
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -125 -90 -125 -90 50 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 95.6 99.7 96.1 99.9 3.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 15 17 16 18
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,364
COMMITMENTS
0 139 237 10,959 10,898 11,196 11,274 168 90
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 83)
0 -20 18 35 100 53 98 30 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 2.1 96.4 95.9 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 23 20 24
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,549
COMMITMENTS
380 0 0 7,705 8,245 8,085 8,245 464 304
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 112)
0 0 0 191 42 191 42 -79 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 90.1 96.4 94.6 96.4 5.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 29 23 30 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,642,832
COMMITMENTS
235,333 106,133 876,394 1440602 1580092 2552329 2562619 90,503 80,213
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -2,751)
-17,889 13,143 9,343 21,979 -9,702 13,433 12,784 -16,184 -15,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 4.0 33.2 54.5 59.8 96.6 97.0 3.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
135 103 188 91 100 322 309
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,164
COMMITMENTS
439 27,557 21,787 60,602 33,441 82,829 82,786 2,335 2,378
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 4,559)
9 2,615 2,922 1,804 -615 4,736 4,922 -177 -363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 32.4 25.6 71.2 39.3 97.3 97.2 2.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 12 12 18 19 31 33
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,277
COMMITMENTS
29,407 23,876 1,698 154,701 134,216 185,806 159,790 25,471 51,487
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 4,735)
-460 -223 -192 4,413 1,971 3,761 1,556 974 3,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 11.3 0.8 73.2 63.5 87.9 75.6 12.1 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 6 31 27 37 34
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 149,335
COMMITMENTS
26,252 6,367 35,185 84,904 104,809 146,341 146,361 2,994 2,974
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -1,541)
-2,123 911 1,501 -55 -2,933 -677 -521 -864 -1,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 4.3 23.6 56.9 70.2 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
25 12 29 29 30 67 60
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 577,953
COMMITMENTS
30,374 120 74,035 452,813 483,978 557,223 558,134 20,731 19,820
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -5,906)
754 120 -609 -6,739 -5,663 -6,594 -6,152 688 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 12.8 78.3 83.7 96.4 96.6 3.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 1 9 35 36 44 45
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 63,490
COMMITMENTS
1,380 780 325 61,780 62,380 63,485 63,485 5 5
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 766)
49 -350 300 417 1,016 766 966 0 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.2 0.5 97.3 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 3 2 51 47 56 52
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,933
COMMITMENTS
18,778 32,270 8,733 99,791 86,497 127,302 127,500 5,631 5,433
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -2,012)
-706 -2,990 -15 -1,591 502 -2,312 -2,503 300 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 24.3 6.6 75.1 65.1 95.8 95.9 4.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 14 16 24 23 45 40
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,870
COMMITMENTS
1,217 2,441 8,013 27,408 26,857 36,638 37,311 2,232 1,559
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -625)
-1,603 0 703 393 -1,555 -507 -852 -118 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 6.3 20.6 70.5 69.1 94.3 96.0 5.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 4 16 16 21 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,850
COMMITMENTS
295 0 1,814 57,704 65,499 59,813 67,313 35,037 27,537
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 638)
60 0 -55 7,623 504 7,628 449 -6,990 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 1.9 60.8 69.1 63.1 71.0 36.9 29.0
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,880
COMMITMENTS
950 1,607 150 31,780 30,990 32,880 32,747 0 133
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -30)
0 0 0 -30 -30 -30 -30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.9 0.5 96.7 94.3 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 1 25 33 28 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,095
COMMITMENTS
16,383 4,077 481 2,902 17,149 19,766 21,707 2,329 388
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -929)
161 183 -72 -578 -915 -489 -804 -440 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.1 18.5 2.2 13.1 77.6 89.5 98.2 10.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
74 31 8 19 32 100 68
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,328
COMMITMENTS
23,263 3,929 770 5,771 28,303 29,804 33,002 4,524 1,326
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -744)
-46 -357 147 -407 -507 -306 -717 -438 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 11.4 2.2 16.8 82.4 86.8 96.1 13.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
85 20 9 19 32 112 55
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 297,738
COMMITMENTS
63,345 11,228 51,791 162,092 217,871 277,227 280,890 20,510 16,848
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 3,573)
-7,854 -1,001 4,262 8,682 1,067 5,090 4,328 -1,518 -755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 3.8 17.4 54.4 73.2 93.1 94.3 6.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
57 31 55 74 85 158 149
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,512
COMMITMENTS
1,720 0 316 12,662 13,758 14,698 14,074 5,814 6,438
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 258)
1,329 0 -396 -129 1 804 -395 -546 653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 1.5 61.7 67.1 71.7 68.6 28.3 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 14 16 16 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,087
COMMITMENTS
1,346 100 225 6,385 7,510 7,956 7,835 131 252
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 65)
0 0 -50 115 115 65 65 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 1.2 2.8 79.0 92.9 98.4 96.9 1.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 3 29 30 33 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,355
COMMITMENTS
1,855 86 630 42,287 45,444 44,772 46,160 1,583 195
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 2,775)
120 0 0 2,538 2,775 2,658 2,775 117 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.2 1.4 91.2 98.0 96.6 99.6 3.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 1 32 32 36 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,366
COMMITMENTS
2,200 0 0 19,070 20,741 21,270 20,741 96 625
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,355)
0 0 0 1,355 1,280 1,355 1,280 0 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.0 89.3 97.1 99.6 97.1 0.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 22 13 23 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,746
COMMITMENTS
906 400 500 13,340 13,846 14,746 14,746 0 0
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 325)
0 0 0 325 325 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.7 3.4 90.5 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 2 29 25 33 27
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,300
COMMITMENTS
0 100 35 2,357 2,237 2,392 2,372 908 928
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 57)
0 -15 5 -10 39 -5 29 62 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 1.1 71.4 67.8 72.5 71.9 27.5 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 14 16 15 18
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,335
COMMITMENTS
180 0 0 12,970 13,285 13,150 13,285 185 50
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 582)
-60 0 0 642 582 582 582 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 97.3 99.6 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 19 17 20 17
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,484
COMMITMENTS
480 3,482 636 18,884 16,289 20,000 20,407 484 77
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,307)
0 -45 0 1,139 1,484 1,139 1,439 168 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 17.0 3.1 92.2 79.5 97.6 99.6 2.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 1 29 35 31 39
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,497
COMMITMENTS
901 1,122 0 12,596 12,357 13,497 13,479 0 18
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 359)
-134 180 0 493 179 359 359 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 8.3 0.0 93.3 91.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 0 22 23 25 24
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,733
COMMITMENTS
3,686 2,770 1,188 38,009 40,963 42,883 44,921 2,850 812
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -1,539)
-174 0 -141 -1,113 -1,299 -1,428 -1,440 -111 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 6.1 2.6 83.1 89.6 93.8 98.2 6.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 6 4 34 37 41 44
Updated February 7, 2010