GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,055
COMMITMENTS
1,392 4,403 83 41,482 38,227 42,957 42,713 98 342
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,091)
285 224 65 791 502 1,141 791 -50 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 10.2 0.2 96.3 88.8 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 4 2 42 48 45 53
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,006
COMMITMENTS
783 0 0 31,136 31,786 31,919 31,786 87 220
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,679)
2 0 0 1,677 1,679 1,679 1,679 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 97.3 99.3 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 30 39 32 39
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,052
COMMITMENTS
122 216 79 4,198 4,622 4,399 4,917 1,653 1,135
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 33)
0 0 0 46 88 46 88 -13 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.6 1.3 69.4 76.4 72.7 81.2 27.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 19 20 21
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,057
COMMITMENTS
928 215 120 6,568 7,304 7,616 7,639 1,441 1,418
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 251)
36 0 6 290 50 332 56 -81 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 2.4 1.3 72.5 80.6 84.1 84.3 15.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 2 36 40 40 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,230
COMMITMENTS
566 345 371 6,829 7,009 7,766 7,725 464 505
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 795)
15 -30 128 702 706 845 804 -50 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 4.2 4.5 83.0 85.2 94.4 93.9 5.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
5 3 8 53 58 61 67
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,340
COMMITMENTS
139 0 45 1,393 1,712 1,577 1,757 763 583
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -2)
-30 0 0 -35 30 -65 30 63 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 1.9 59.5 73.2 67.4 75.1 32.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 12 13 14 14
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,824
COMMITMENTS
0 55 0 1,461 1,263 1,461 1,318 363 506
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 120)
0 5 0 60 140 60 145 60 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 80.1 69.2 80.1 72.3 19.9 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 17 19 18
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,075
COMMITMENTS
40 35 85 1,299 1,370 1,424 1,490 651 585
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 275)
-5 0 0 117 134 112 134 163 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.7 4.1 62.6 66.0 68.6 71.8 31.4 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 19 18 22 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,981
COMMITMENTS
0 225 300 16,186 16,406 16,486 16,931 495 50
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,070)
0 125 0 945 1,040 945 1,165 125 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 1.8 95.3 96.6 97.1 99.7 2.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 26 19 27 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 435,049
COMMITMENTS
56,391 23,972 89,051 243,841 292,830 389,283 405,853 45,766 29,196
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -324)
-872 -386 -1,692 2,273 685 -291 -1,394 -33 1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 5.5 20.5 56.0 67.3 89.5 93.3 10.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
43 27 47 78 87 144 142
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 20,510
COMMITMENTS
200 1,306 800 19,510 18,389 20,510 20,495 0 15
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 2,635)
37 312 63 2,535 2,260 2,635 2,635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.4 3.9 95.1 89.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
3 8 6 45 50 51 61
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,601
COMMITMENTS
1,820 0 75 7,385 9,091 9,280 9,166 321 435
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 0.0 0.8 76.9 94.7 96.7 95.5 3.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 0 1 23 20 28 21
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,126
COMMITMENTS
160 247 208 2,739 1,978 3,107 2,433 1,019 1,693
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 16)
2 13 -6 45 -16 41 -9 -25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 6.0 5.0 66.4 47.9 75.3 59.0 24.7 41.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 17 17 20 20
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 882,561
COMMITMENTS
154,319 277,145 254,867 393,720 300,355 802,906 832,367 79,655 50,194
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -6,966)
-1,310 -10,327 728 -3,869 -1,492 -4,451 -11,092 -2,515 4,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 31.4 28.9 44.6 34.0 91.0 94.3 9.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
85 103 124 88 79 248 238
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 48,708
COMMITMENTS
0 2,477 88 36,282 40,526 36,370 43,091 12,338 5,617
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -582)
0 852 -444 -329 -990 -773 -582 191 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.2 74.5 83.2 74.7 88.5 25.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 17 15 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 58,057
COMMITMENTS
0 0 0 50,768 47,191 50,768 47,191 7,289 10,866
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,162)
0 0 0 1,162 1,162 1,162 1,162 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.4 81.3 87.4 81.3 12.6 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 18 18 18
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,702
COMMITMENTS
0 0 0 52,518 59,137 52,518 59,137 10,184 3,565
CHANGES FROM 10/19/10 (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 83.8 94.3 83.8 94.3 16.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 16 14 16
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,236
COMMITMENTS
2,831 2,281 5,171 47,844 49,795 55,846 57,247 9,390 7,989
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -220)
684 -60 -412 -352 -216 -80 -688 -140 468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.5 7.9 73.3 76.3 85.6 87.8 14.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 18 18 21 21
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 58,245
COMMITMENTS
0 5,418 1,628 49,343 38,020 50,971 45,066 7,274 13,179
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -48)
0 915 -498 418 1,459 -80 1,876 32 -1,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.3 2.8 84.7 65.3 87.5 77.4 12.5 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 12 17 14 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,299
COMMITMENTS
4,661 0 3,736 49,163 59,761 57,560 63,497 11,739 5,802
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 409)
304 0 5 -4 68 305 73 104 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 5.4 70.9 86.2 83.1 91.6 16.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 20 18 23 20
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,687,362
COMMITMENTS
70,107 95,440 562,006 1047693 1024174 1679806 1681620 7,556 5,742
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -82,336)
-8,723 -6,573 -36,686 -37,693 -38,803 -83,102 -82,062 766 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.7 33.3 62.1 60.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
48 23 57 62 62 129 123
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 31,306
COMMITMENTS
1,612 8,811 11,989 17,309 10,291 30,910 31,090 395 215
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -4,271)
303 -1,494 -4,121 -496 1,401 -4,313 -4,214 43 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 28.1 38.3 55.3 32.9 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 8 9 13 11 23 23
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 132,023
COMMITMENTS
0 11,367 3,653 121,650 111,383 125,303 126,403 6,720 5,621
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 2,437)
-436 2,757 542 2,325 -448 2,431 2,851 6 -414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.6 2.8 92.1 84.4 94.9 95.7 5.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 3 30 32 33 35
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,395
COMMITMENTS
0 1,243 1,323 94,369 95,243 95,692 97,809 7,703 5,586
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 129)
0 -405 221 0 0 221 -184 -92 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 1.3 91.3 92.1 92.5 94.6 7.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 22 21 23 22
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 171,565
COMMITMENTS
4,680 0 7,376 146,300 157,677 158,356 165,053 13,209 6,512
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 384)
-1,252 0 250 530 -26 -472 224 856 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 4.3 85.3 91.9 92.3 96.2 7.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 2 32 35 34 37
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,693,544
COMMITMENTS
481,497 138,975 830,683 1362975 1704490 2675155 2674148 18,389 19,396
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 58,264)
-5,853 -16,184 39,477 28,319 33,627 61,943 56,920 -3,679 1,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 5.2 30.8 50.6 63.3 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
35 31 61 114 96 181 163
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,022,315
COMMITMENTS
90,874 136,755 198,821 730,439 683,274 1020134 1018850 2,181 3,465
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 44,760)
3,202 14,382 9,078 32,307 22,621 44,587 46,081 173 -1,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 13.4 19.4 71.4 66.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
20 32 38 44 42 88 88
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,648
COMMITMENTS
915 270 15 6,465 7,063 7,395 7,348 253 300
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -575)
-90 -45 -30 -301 -208 -421 -283 -153 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 3.5 0.2 84.5 92.4 96.7 96.1 3.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 17 16 19 18
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,880
COMMITMENTS
0 1,244 0 7,709 6,503 7,709 7,747 171 133
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,591)
0 0 0 1,592 1,649 1,592 1,649 -1 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.8 0.0 97.8 82.5 97.8 98.3 2.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 0 25 25 25 28
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,025
COMMITMENTS
0 0 0 2,965 3,010 2,965 3,010 60 15
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 94)
0 0 0 94 84 94 84 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 99.5 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 18 15 18
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,494
COMMITMENTS
47 0 15 1,835 1,994 1,897 2,009 597 485
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 47)
5 0 0 84 82 89 82 -42 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.6 73.6 80.0 76.1 80.6 23.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 24 25 25 26
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 201,243
COMMITMENTS
3,340 662 18,839 175,901 180,878 198,080 200,379 3,164 864
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 765)
-906 -22 1,078 629 -355 800 701 -35 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.3 9.4 87.4 89.9 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 1 6 38 30 46 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,177
COMMITMENTS
260 126 0 6,809 7,218 7,069 7,344 1,108 833
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.5 0.0 83.3 88.3 86.4 89.8 13.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 13 12 14 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,747
COMMITMENTS
0 774 40 15,960 15,863 16,000 16,677 1,747 1,070
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 443)
0 -22 0 345 453 345 431 98 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.2 89.9 89.4 90.2 94.0 9.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 21 20 22 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,130
COMMITMENTS
0 2,146 200 27,746 28,456 27,946 30,802 3,184 328
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 284)
0 30 0 284 234 284 264 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 0.6 89.1 91.4 89.8 98.9 10.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 27 23 29 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,455
COMMITMENTS
280 86 138 10,269 10,916 10,687 11,140 1,768 1,315
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 231)
0 52 -32 160 106 128 126 103 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.7 1.1 82.4 87.6 85.8 89.4 14.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 19 15 21 17
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 29,014
COMMITMENTS
0 1,625 0 29,014 27,134 29,014 28,759 0 255
CHANGES FROM 10/19/10 (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 5.6 0.0 100.0 93.5 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 9 15 10
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,356
COMMITMENTS
0 495 505 44,758 44,230 45,264 45,230 1,092 1,126
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 391)
-4 6 8 339 356 343 371 48 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 1.1 96.6 95.4 97.6 97.6 2.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 26 22 28 24
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 9,483
COMMITMENTS
0 0 0 8,481 8,641 8,481 8,641 1,002 842
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 2)
0 0 0 2 2 2 2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.4 91.1 89.4 91.1 10.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 18 21 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,284
COMMITMENTS
0 0 0 50,964 51,241 50,964 51,241 320 43
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 277)
0 0 0 0 255 0 255 277 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 11 13 11
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 764,177
COMMITMENTS
0 0 0 764,177 764,177 764,177 764,177 0 0
CHANGES FROM 10/19/10 (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: 23)
0 0 0 15 10 15 10
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,859
COMMITMENTS
0 1,300 0 37,859 36,559 37,859 37,859 0 0
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 205)
0 0 0 205 205 205 205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 100.0 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 11 15 12
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,894
COMMITMENTS
0 0 0 33,129 33,639 33,129 33,639 765 255
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -843)
0 0 0 -843 -843 -843 -843 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 99.2 97.7 99.2 2.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 9 15 9
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 486,188
COMMITMENTS
0 0 0 486,188 486,188 486,188 486,188 0 0
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -19,271)
0 0 0 -19,271 -19,271 -19,271 -19,271 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 13 13 13 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 71,396
COMMITMENTS
0 0 0 71,331 71,396 71,331 71,396 65 0
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 17 16 17 16
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,221,867
COMMITMENTS
0 0 0 1221867 1221867 1221867 1221867 0 0
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -1,925)
0 0 0 -1,925 -1,925 -1,925 -1,925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 14 17 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 214,018
COMMITMENTS
1,998 0 168 211,852 213,783 214,018 213,951 0 67
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 4,995)
673 0 105 4,217 4,995 4,995 5,100 0 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.1 99.0 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 1 27 29 29 30
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,794,585
COMMITMENTS
0 3,580 0 3794585 3791005 3794585 3794585 0 0
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 79,729)
0 1,540 0 79,729 78,189 79,729 79,729 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 100.0 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 0 24 25 24 26
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,278
COMMITMENTS
1,527 2,135 0 60,751 59,888 62,278 62,023 0 255
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -148)
147 -2,550 0 -295 2,402 -148 -148 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.4 0.0 97.5 96.2 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 0 26 21 28 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,191,974
COMMITMENTS
30,014 66,240 0 1161960 1125734 1191974 1191974 0 0
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 72,890)
3,465 0 0 69,425 72,890 72,890 72,890 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 5.6 0.0 97.5 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 0 26 26 28 28
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,230
COMMITMENTS
1,625 0 0 57,561 58,975 59,186 58,975 44 255
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -600)
0 0 0 -600 -855 -600 -855 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 97.2 99.6 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 25 28 26 28
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,787
COMMITMENTS
130 650 0 10,571 9,882 10,701 10,532 86 255
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.0 0.0 98.0 91.6 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 15 14 16 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,643
COMMITMENTS
510 0 0 35,814 35,814 36,324 35,814 319 829
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 142)
0 0 0 142 142 142 142 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 97.7 97.7 99.1 97.7 0.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 17 12 18 12
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 513,294
COMMITMENTS
0 29,225 0 513,294 484,069 513,294 513,294 0 0
CHANGES FROM 10/19/10 (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 5.7 0.0 100.0 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 9 13 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,108,258
COMMITMENTS
29,986 24,409 10,466 1067806 1073383 1108258 1108258 0 0
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.2 0.9 96.3 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 1 25 26 28 28
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,689
COMMITMENTS
80 0 626 25,998 26,754 26,704 27,380 985 309
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 260)
-194 0 -5 474 241 275 236 -15 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 2.3 93.9 96.6 96.4 98.9 3.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 0 4 36 33 41 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,054
COMMITMENTS
460 0 15 14,375 14,428 14,850 14,443 204 611
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 219)
0 0 0 219 75 219 75 0 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.1 95.5 95.8 98.6 95.9 1.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 13 15 14 16
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,244
COMMITMENTS
0 0 0 9,639 9,407 9,639 9,407 605 837
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 244)
-126 0 -142 229 109 -39 -33 283 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.1 91.8 94.1 91.8 5.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 28 22 28 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,643
COMMITMENTS
0 0 0 10,213 9,891 10,213 9,891 430 752
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 349)
0 0 0 304 256 304 256 45 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 92.9 96.0 92.9 4.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 21 21 21
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,656
COMMITMENTS
0 0 0 4,520 4,523 4,520 4,523 136 133
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 45)
0 0 0 45 35 45 35 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 97.1 97.1 97.1 2.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 15 19 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,720,853
COMMITMENTS
331,486 126,932 904,169 1391603 1606056 2627257 2637157 93,596 83,697
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -41,502)
9,601 -3,139 -15,616 -33,301 -29,155 -39,316 -47,911 -2,185 6,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.7 33.2 51.1 59.0 96.6 96.9 3.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
168 113 199 94 106 361 332
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 160,857
COMMITMENTS
72,826 12,118 33,342 54,107 111,456 160,275 156,916 582 3,941
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 3,748)
8,312 -290 -2,460 -2,224 6,706 3,627 3,955 122 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 7.5 20.7 33.6 69.3 99.6 97.5 0.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 11 9 24 25 35 40
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 248,343
COMMITMENTS
24,808 15,720 16,378 167,358 161,727 208,544 193,825 39,799 54,518
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 6,941)
-2,018 519 860 5,623 2,809 4,465 4,188 2,476 2,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 6.3 6.6 67.4 65.1 84.0 78.0 16.0 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 5 26 26 32 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 146,280
COMMITMENTS
18,169 6,870 39,326 85,033 96,387 142,528 142,583 3,752 3,697
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -3,785)
-3,280 1,232 -1,748 757 -3,629 -4,270 -4,146 486 361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 4.7 26.9 58.1 65.9 97.4 97.5 2.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
28 11 30 26 27 66 57
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 628,351
COMMITMENTS
45,536 3,949 107,569 461,177 504,272 614,282 615,791 14,069 12,560
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 9,040)
875 317 554 6,637 7,920 8,067 8,791 973 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.6 17.1 73.4 80.3 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 3 12 37 38 49 50
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,693
COMMITMENTS
108 3,739 308 44,152 40,473 44,568 44,520 125 173
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 603)
33 602 -1,000 1,470 911 503 513 100 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 8.4 0.7 98.8 90.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 7 4 43 43 47 53
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,918
COMMITMENTS
8,486 34,038 4,355 90,452 63,687 103,293 102,080 3,625 4,838
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -1,668)
1,000 345 -596 -1,859 -1,662 -1,455 -1,913 -213 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 31.8 4.1 84.6 59.6 96.6 95.5 3.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 11 14 27 26 42 42
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,888
COMMITMENTS
2,235 2,819 3,956 27,221 26,536 33,412 33,311 2,476 2,577
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -665)
1,000 -520 -800 -816 900 -616 -420 -49 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.9 11.0 75.8 73.9 93.1 92.8 6.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 4 4 15 16 20 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,703
COMMITMENTS
5,298 750 0 13,228 17,878 18,526 18,628 177 75
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 50)
-114 0 0 200 50 86 50 -36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 4.0 0.0 70.7 95.6 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 0 18 22 21 25
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,193
COMMITMENTS
18,307 2,119 1,145 4,705 23,139 24,157 26,403 3,036 790
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 702)
835 159 305 -277 345 863 809 -161 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 7.8 4.2 17.3 85.1 88.8 97.1 11.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
82 20 6 23 34 109 58
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,887
COMMITMENTS
28,180 764 185 5,179 36,932 33,544 37,881 5,343 1,006
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -256)
530 -960 -39 -1,158 813 -668 -186 412 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.5 2.0 0.5 13.3 95.0 86.3 97.4 13.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
91 9 3 16 35 109 45
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 312,236
COMMITMENTS
73,447 14,461 45,337 171,635 238,576 290,420 298,374 21,817 13,862
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -7,938)
-6,707 -996 -3,182 1,319 -3,020 -8,570 -7,198 632 -740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 4.6 14.5 55.0 76.4 93.0 95.6 7.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
58 28 45 81 85 167 137
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,711
COMMITMENTS
2,549 711 1,627 15,551 16,905 19,727 19,243 4,984 5,468
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,930)
8 334 -220 2,487 2,294 2,275 2,408 -345 -478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 2.9 6.6 62.9 68.4 79.8 77.9 20.2 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 4 17 21 22 25
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,772
COMMITMENTS
250 132 322 5,999 6,218 6,571 6,672 201 100
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 186)
0 0 -14 200 200 186 186 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.9 4.8 88.6 91.8 97.0 98.5 3.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 2 31 31 35 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,654
COMMITMENTS
740 860 38 54,567 55,226 55,345 56,124 1,309 530
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,511)
0 390 -211 1,436 1,052 1,225 1,231 286 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.5 0.1 96.3 97.5 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 1 37 32 40 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,199
COMMITMENTS
600 0 0 18,344 19,199 18,944 19,199 255 0
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,445)
0 0 0 1,445 1,445 1,445 1,445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 95.5 100.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 25 19 26 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,136
COMMITMENTS
650 200 0 6,216 6,936 6,866 7,136 270 0
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 100)
50 100 0 50 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 2.8 0.0 87.1 97.2 96.2 100.0 3.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 0 24 24 27 27
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,299
COMMITMENTS
3,784 0 0 13,995 17,604 17,779 17,604 520 695
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 555)
150 0 0 405 485 555 485 0 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 0.0 0.0 76.5 96.2 97.2 96.2 2.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 0 31 22 34 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,228
COMMITMENTS
1,025 923 215 15,132 15,517 16,372 16,655 856 573
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 270)
195 54 0 75 216 270 270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 5.4 1.2 87.8 90.1 95.0 96.7 5.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 2 3 28 31 34 35
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,322
COMMITMENTS
0 990 412 15,529 14,467 15,941 15,869 381 453
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 381)
0 387 -135 516 129 381 381 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 2.5 95.1 88.6 97.7 97.2 2.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 5 2 28 22 30 27
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,833
COMMITMENTS
3,878 1,556 1,172 24,563 28,550 29,613 31,278 2,220 555
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 28)
524 0 -225 -271 253 28 28 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.9 3.7 77.2 89.7 93.0 98.3 7.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 3 5 33 31 40 37
Updated October 29, 2010