GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,602
COMMITMENTS
985 2,834 64 41,494 39,491 42,543 42,389 59 213
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 2,300)
0 761 -50 2,340 1,579 2,290 2,290 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.7 0.2 97.4 92.7 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 4 1 42 49 44 53
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,703
COMMITMENTS
400 0 0 32,221 32,493 32,621 32,493 82 210
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 1,652)
0 0 0 1,672 1,652 1,672 1,652 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.5 99.4 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 0 0 32 37 33 37
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,871
COMMITMENTS
146 216 55 4,355 4,418 4,556 4,689 1,315 1,182
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 3)
0 0 0 -29 -9 -29 -9 32 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.7 0.9 74.2 75.3 77.6 79.9 22.4 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 21 21 22 23
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,499
COMMITMENTS
692 271 154 7,453 7,784 8,299 8,209 1,200 1,290
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 275)
184 70 20 66 197 270 287 5 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.9 1.6 78.5 81.9 87.4 86.4 12.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 3 43 41 47 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,969
COMMITMENTS
580 454 268 6,539 6,695 7,387 7,417 582 552
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 320)
-44 44 -17 393 273 332 300 -12 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 5.7 3.4 82.1 84.0 92.7 93.1 7.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
6 6 8 52 52 60 64
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,395
COMMITMENTS
312 0 15 1,038 1,878 1,365 1,893 1,030 502
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.0 0.6 43.3 78.4 57.0 79.0 43.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 1 11 14 14 15
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,581
COMMITMENTS
0 55 0 1,097 902 1,097 957 484 624
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 25)
0 0 0 89 5 89 5 -64 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 69.4 57.1 69.4 60.5 30.6 39.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 18 14 18 15
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,904
COMMITMENTS
60 95 0 1,441 1,250 1,501 1,345 403 559
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 5.0 0.0 75.7 65.7 78.8 70.6 21.2 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 18 18 20 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 15,398
COMMITMENTS
0 400 0 15,203 14,958 15,203 15,358 195 40
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 1,071)
0 0 0 1,071 1,071 1,071 1,071 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 98.7 97.1 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 26 18 26 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 425,071
COMMITMENTS
49,626 30,315 90,153 236,820 276,333 376,599 396,802 48,472 28,270
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -12,211)
-16,912 9,439 -9,869 12,038 -13,407 -14,742 -13,837 2,531 1,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 7.1 21.2 55.7 65.0 88.6 93.3 11.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
51 24 48 71 86 143 143
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,347
COMMITMENTS
475 1,497 450 16,402 15,385 17,327 17,332 20 15
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -1,870)
0 100 -275 -1,595 -1,695 -1,870 -1,870 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 8.6 2.6 94.6 88.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
4 7 5 39 45 46 55
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,959
COMMITMENTS
2,685 0 50 5,180 7,759 7,915 7,809 44 150
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 150)
-55 0 0 175 0 120 0 30 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 0.0 0.6 65.1 97.5 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 0 1 23 22 29 23
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,112
COMMITMENTS
146 185 301 2,587 1,831 3,034 2,317 1,078 1,795
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 198)
-15 80 20 167 -2 172 98 26 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 4.5 7.3 62.9 44.5 73.8 56.3 26.2 43.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 16 19 19
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,977
COMMITMENTS
130 0 0 2,747 2,927 2,877 2,927 100 50
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 92.3 98.3 96.6 98.3 3.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 16 17 17 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 828,690
COMMITMENTS
158,652 283,375 228,436 361,167 276,280 748,255 788,091 80,436 40,599
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -33,578)
2,306 988 -18,928 -13,612 -9,863 -30,235 -27,804 -3,343 -5,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 34.2 27.6 43.6 33.3 90.3 95.1 9.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
81 106 135 85 78 259 239
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 46,808
COMMITMENTS
0 1,415 92 36,431 39,411 36,523 40,918 10,285 5,890
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 477)
0 -80 4 5 513 9 437 468 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.2 77.8 84.2 78.0 87.4 22.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 16 17 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,507
COMMITMENTS
0 0 0 45,328 41,597 45,328 41,597 8,179 11,910
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -32)
0 0 0 -32 -32 -32 -32 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.7 77.7 84.7 77.7 15.3 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 17 18 17
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,420
COMMITMENTS
0 0 0 51,470 58,389 51,470 58,389 10,950 4,031
CHANGES FROM 11/16/10 (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 82.5 93.5 82.5 93.5 17.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 17 15 17
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 61,363
COMMITMENTS
2,177 3,074 6,651 42,303 43,547 51,131 53,272 10,232 8,091
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 331)
-305 367 339 328 -375 362 331 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 5.0 10.8 68.9 71.0 83.3 86.8 16.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 16 16 20 19
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,378
COMMITMENTS
0 4,042 1,080 44,748 33,642 45,828 38,764 7,550 14,614
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 2.0 83.8 63.0 85.9 72.6 14.1 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 10 15 12 17
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,252
COMMITMENTS
3,525 1,859 4,205 47,728 55,353 55,458 61,417 11,794 5,835
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 15)
-388 0 389 0 -428 1 -39 14 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.8 6.3 71.0 82.3 82.5 91.3 17.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 18 17 22 20
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,656,875
COMMITMENTS
76,823 107,513 553,254 1019643 989,138 1649720 1649905 7,155 6,970
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -122,217)
-6,098 -16,749 -47,160 -69,650 -58,901 -122,907 -122,810 691 593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.5 33.4 61.5 59.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
42 31 61 63 61 130 128
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 33,733
COMMITMENTS
3,532 12,238 11,162 18,031 9,876 32,726 33,276 1,008 457
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -802)
1,084 564 -780 -1,000 -553 -697 -769 -106 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 36.3 33.1 53.5 29.3 97.0 98.6 3.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 9 10 15 14 29 28
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 46,552
COMMITMENTS
620 0 0 44,404 45,510 45,024 45,510 1,528 1,042
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 682)
620 0 0 0 620 620 620 62 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 95.4 97.8 96.7 97.8 3.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 14 17 15 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 121,256
COMMITMENTS
0 12,157 2,346 112,525 102,052 114,871 116,555 6,385 4,700
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 261)
0 1,216 -484 689 -673 205 59 56 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.0 1.9 92.8 84.2 94.7 96.1 5.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 3 28 31 31 34
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 100,732
COMMITMENTS
0 575 1,911 91,720 92,914 93,631 95,400 7,101 5,332
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -21)
0 -124 124 -83 -83 41 -83 -62 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 1.9 91.1 92.2 93.0 94.7 7.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 23 21 24 22
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,932
COMMITMENTS
7,752 0 6,904 136,285 150,903 150,941 157,807 12,991 6,125
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 1,317)
2,860 0 -829 446 2,115 2,477 1,286 -1,160 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 4.2 83.1 92.1 92.1 96.3 7.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 2 29 33 32 35
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,667,401
COMMITMENTS
471,162 101,396 834,103 1341435 1712343 2646700 2647842 20,701 19,559
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 23,087)
-27,243 -21,553 29,677 21,170 14,976 23,604 23,100 -517 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 3.8 31.3 50.3 64.2 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
39 29 61 116 98 184 162
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,048,886
COMMITMENTS
189,585 118,714 196,813 658,285 729,519 1044683 1045046 4,203 3,840
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 62,027)
58,078 16,769 4,222 -388 40,799 61,912 61,790 115 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 11.3 18.8 62.8 69.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
30 24 42 41 42 89 90
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,858
COMMITMENTS
915 390 0 6,694 7,274 7,609 7,664 249 194
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 140)
0 0 0 82 123 82 123 58 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 5.0 0.0 85.2 92.6 96.8 97.5 3.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 15 17 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,530
COMMITMENTS
0 924 0 7,335 6,464 7,335 7,388 195 142
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 494)
-150 0 0 617 464 467 464 27 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.3 0.0 97.4 85.8 97.4 98.1 2.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 0 27 25 27 26
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,418
COMMITMENTS
0 0 0 2,389 2,393 2,389 2,393 29 25
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 30)
0 0 0 55 20 55 20 -25 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.0 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 17 13 17
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,708
COMMITMENTS
75 208 45 1,933 1,415 2,053 1,668 655 1,040
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 228)
20 27 0 146 66 166 93 62 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 7.7 1.7 71.4 52.3 75.8 61.6 24.2 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 17 19 18 22
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,303
COMMITMENTS
89 0 31 1,665 1,881 1,785 1,912 518 391
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -2)
31 -25 -6 -57 26 -32 -5 30 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 1.3 72.3 81.7 77.5 83.0 22.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 24 26 26 28
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 189,147
COMMITMENTS
2,708 1,202 16,005 167,396 171,320 186,109 188,528 3,039 620
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -1,233)
54 180 -793 -279 -377 -1,018 -990 -216 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.6 8.5 88.5 90.6 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 4 6 37 31 45 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,352
COMMITMENTS
176 171 0 7,046 7,242 7,222 7,413 1,130 939
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 217)
0 87 0 174 46 174 133 43 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.0 0.0 84.4 86.7 86.5 88.8 13.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 13 13 14 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,915
COMMITMENTS
0 742 72 16,453 16,105 16,525 16,919 1,390 996
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 447)
0 0 32 411 373 443 405 4 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 0.4 91.8 89.9 92.2 94.4 7.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 24 23 26 26
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,519
COMMITMENTS
679 0 0 8,828 9,738 9,507 9,738 2,012 1,781
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 122)
12 0 0 108 98 120 98 2 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 76.6 84.5 82.5 84.5 17.5 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 16 14 17 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,612
COMMITMENTS
44 2,026 290 27,178 27,770 27,512 30,086 3,100 526
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 194)
-126 78 90 210 30 174 198 20 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.6 0.9 88.8 90.7 89.9 98.3 10.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 3 27 24 30 27
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,018
COMMITMENTS
190 256 78 10,832 11,460 11,100 11,794 1,918 1,224
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 166)
0 34 -26 52 158 26 166 140 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.0 0.6 83.2 88.0 85.3 90.6 14.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 22 17 24 19
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 26,410
COMMITMENTS
0 1,100 0 26,155 25,055 26,155 26,155 255 255
CHANGES FROM 11/16/10 (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 4.2 0.0 99.0 94.9 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 8 13 9
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 43,054
COMMITMENTS
43 562 382 41,674 41,083 42,099 42,027 955 1,027
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -1,138)
43 33 -88 -1,093 -1,089 -1,138 -1,144 -0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.3 0.9 96.8 95.4 97.8 97.6 2.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 29 25 31 28
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| 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: 9,225
COMMITMENTS
0 0 0 8,113 8,391 8,113 8,391 1,112 834
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -4)
0 0 0 -20 -24 -20 -24 16 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.9 91.0 87.9 91.0 12.1 9.0
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 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,001
COMMITMENTS
0 510 0 49,491 49,405 49,491 49,915 510 86
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 277)
0 0 0 129 255 129 255 148 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 99.0 98.8 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 11 14 12
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 733,248
COMMITMENTS
0 9,360 0 733,248 723,888 733,248 733,248 0 0
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 775)
0 0 0 775 775 775 775 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 100.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 16 10 16 11
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,297
COMMITMENTS
0 880 0 35,297 34,417 35,297 35,297 0 0
CHANGES FROM 11/16/10 (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 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 10 14 11
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,682
COMMITMENTS
440 0 0 34,477 35,682 34,917 35,682 765 0
CHANGES FROM 11/16/10 (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 0.0 0.0 96.6 100.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 15 10 16 10
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 521,052
COMMITMENTS
0 0 0 521,052 521,052 521,052 521,052 0 0
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 1,880)
0 0 0 1,880 1,880 1,880 1,880 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: 24)
0 0 0 14 14 14 14
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,301
COMMITMENTS
0 0 0 67,257 67,301 67,257 67,301 44 0
CHANGES FROM 11/16/10 (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 15 17 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,146,387
COMMITMENTS
0 0 0 1146387 1146387 1146387 1146387 0 0
CHANGES FROM 11/16/10 (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: 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 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 211,606
COMMITMENTS
1,431 0 315 209,860 211,002 211,606 211,317 0 289
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 138)
0 0 0 138 0 138 0 0 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.1 99.2 99.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 1 25 27 27 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,697,036
COMMITMENTS
0 1,540 0 3697036 3695496 3697036 3697036 0 0
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 3,360)
0 0 0 3,360 3,360 3,360 3,360 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: 40)
0 1 0 23 26 23 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,394
COMMITMENTS
1,642 1,725 132 60,620 60,052 62,394 61,909 0 485
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 193)
0 -400 132 61 231 193 -37 0 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.8 0.2 97.2 96.2 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 1 26 21 29 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,192,057
COMMITMENTS
34,795 67,320 0 1157262 1124737 1192057 1192057 0 0
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 26,875)
0 1,520 0 26,875 25,355 26,875 26,875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.6 0.0 97.1 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 0 27 26 29 28
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,174
COMMITMENTS
2,120 223 301 56,602 58,650 59,023 59,174 151 0
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 82)
0 0 0 82 82 82 82 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.4 0.5 95.7 99.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 26 27 29 29
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 9,997
COMMITMENTS
88 440 0 9,100 9,233 9,188 9,673 809 324
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 278)
0 0 0 23 209 23 209 255 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.4 0.0 91.0 92.4 91.9 96.8 8.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 14 15 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,691
COMMITMENTS
510 0 0 35,671 35,862 36,181 35,862 510 829
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -549)
0 0 0 -549 -549 -549 -549 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 97.2 97.7 98.6 97.7 1.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 13 19 13
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 471,678
COMMITMENTS
0 19,025 0 471,678 452,653 471,678 471,678 0 0
CHANGES FROM 11/16/10 (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 4.0 0.0 100.0 96.0 100.0 100.0 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 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,099,963
COMMITMENTS
19,786 28,400 7,610 1072567 1063953 1099963 1099963 0 0
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 3,760)
0 0 0 3,760 3,760 3,760 3,760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.6 0.7 97.5 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 1 26 28 29 30
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 428,474
COMMITMENTS
0 7,755 7,610 420,864 413,109 428,474 428,474 0 0
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 1,518)
-6,005 0 0 7,523 24,918 1,518 24,918 0 -23,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 1.8 98.2 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 13 10 14 11
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,172
COMMITMENTS
120 0 300 24,513 25,411 24,933 25,711 1,239 461
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 85)
75 -126 0 50 103 125 -23 -40 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 1.1 93.7 97.1 95.3 98.2 4.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 1 35 32 38 33
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,667
COMMITMENTS
535 0 0 15,853 16,031 16,388 16,031 279 636
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 39)
-95 0 -25 54 49 -66 24 105 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 95.1 96.2 98.3 96.2 1.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 16 17 16
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,580
COMMITMENTS
0 0 0 8,841 8,727 8,841 8,727 739 853
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 177)
0 0 0 177 57 177 57 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 91.1 92.3 91.1 7.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 27 21 27 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,557
COMMITMENTS
0 0 0 9,911 9,845 9,911 9,845 646 712
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 521)
0 0 0 226 506 226 506 295 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.9 93.3 93.9 93.3 6.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 21 21 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,369,369
COMMITMENTS
313,932 132,567 778,831 1179590 1387414 2272353 2298812 97,016 70,557
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -34,137)
-17,862 12,892 2,513 -6,828 -39,207 -22,177 -23,802 -11,960 -10,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 5.6 32.9 49.8 58.6 95.9 97.0 4.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
181 81 188 92 104 354 309
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 150,371
COMMITMENTS
82,834 11,161 23,293 42,004 109,871 148,131 144,325 2,240 6,046
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -15,981)
1,967 -2,399 -8,459 -10,680 -6,359 -17,172 -17,218 1,190 1,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.1 7.4 15.5 27.9 73.1 98.5 96.0 1.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 9 10 17 16 28 30
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 246,709
COMMITMENTS
28,134 16,409 14,715 167,384 159,510 210,233 190,634 36,476 56,075
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 3,904)
990 443 -198 914 -1,166 1,706 -921 2,198 4,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 6.7 6.0 67.8 64.7 85.2 77.3 14.8 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 3 5 27 27 35 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 112,828
COMMITMENTS
21,545 5,408 28,398 59,704 76,437 109,647 110,243 3,181 2,586
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 1,973)
952 449 -179 854 1,686 1,627 1,957 346 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 4.8 25.2 52.9 67.7 97.2 97.7 2.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 11 22 24 22 55 45
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 603,299
COMMITMENTS
43,572 2,271 108,171 437,007 480,987 588,750 591,429 14,549 11,870
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -1,160)
-1,387 -325 41 24 -742 -1,321 -1,026 161 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.4 17.9 72.4 79.7 97.6 98.0 2.4 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 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,687
COMMITMENTS
233 3,314 58 41,333 38,204 41,624 41,576 63 111
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 1,087)
-75 0 -200 1,329 1,387 1,054 1,187 33 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 7.9 0.1 99.2 91.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 5 2 42 41 45 48
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,934
COMMITMENTS
5,951 33,672 2,350 74,457 44,119 82,758 80,141 3,176 5,793
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -19,079)
-1,470 -4,774 -1,889 -14,901 -12,757 -18,260 -19,420 -819 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 39.2 2.7 86.6 51.3 96.3 93.3 3.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 11 11 25 23 39 36
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,925
COMMITMENTS
4,525 575 0 12,350 16,300 16,875 16,875 50 50
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 150 150 150 150 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 3.4 0.0 73.0 96.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 0 19 23 21 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,670
COMMITMENTS
16,813 2,511 738 4,816 21,371 22,366 24,620 3,304 1,050
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -1,311)
-848 -265 -506 -471 -948 -1,825 -1,719 514 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.5 9.8 2.9 18.8 83.3 87.1 95.9 12.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
72 20 13 25 38 105 67
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,595
COMMITMENTS
24,024 1,948 433 5,542 31,249 29,999 33,630 4,596 965
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -1,197)
-787 146 38 -1 -1,268 -751 -1,084 -446 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.4 5.6 1.3 16.0 90.3 86.7 97.2 13.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
84 14 6 17 37 106 53
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 314,398
COMMITMENTS
78,410 8,954 42,366 171,725 248,689 292,501 300,009 21,897 14,389
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -8,233)
-4,393 -4,933 1,726 -7,523 -7,016 -10,190 -10,222 1,956 1,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 2.8 13.5 54.6 79.1 93.0 95.4 7.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
66 23 43 82 86 171 134
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,171
COMMITMENTS
2,402 739 1,572 16,147 17,360 20,121 19,671 4,050 4,500
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 29)
-450 70 456 -53 21 -47 547 76 -518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 3.1 6.5 66.8 71.8 83.2 81.4 16.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 3 4 20 23 26 28
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,452
COMMITMENTS
222 260 20 5,076 5,059 5,318 5,339 134 113
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 4.8 0.4 93.1 92.8 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 1 26 26 29 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,802
COMMITMENTS
485 2,386 35 58,320 57,201 58,840 59,622 962 180
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 6,111)
-300 430 -1 6,370 5,682 6,069 6,111 42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.0 0.1 97.5 95.7 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 1 32 33 35 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,916
COMMITMENTS
400 0 0 17,266 17,916 17,666 17,916 250 0
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 1,587)
-200 0 0 1,787 1,587 1,587 1,587 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 96.4 100.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 21 20 22 20
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,774
COMMITMENTS
850 850 50 5,474 5,724 6,374 6,624 400 150
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 425)
0 750 0 425 -325 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 12.5 0.7 80.8 84.5 94.1 97.8 5.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 1 26 24 30 27
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,871
COMMITMENTS
2,339 0 50 15,207 17,471 17,596 17,521 275 350
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 1,142)
907 -300 -125 360 1,537 1,142 1,112 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.0 0.3 85.1 97.8 98.5 98.0 1.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 34 23 36 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,753
COMMITMENTS
886 771 417 14,467 15,089 15,770 16,277 983 476
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 158)
-50 -225 150 58 205 158 130 0 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.6 2.5 86.4 90.1 94.1 97.2 5.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 3 31 29 37 33
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,644
COMMITMENTS
27 1,709 117 14,187 12,469 14,331 14,295 313 349
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 773)
27 -2 -3 570 599 594 594 179 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 11.7 0.8 96.9 85.1 97.9 97.6 2.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 6 2 27 26 30 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,366
COMMITMENTS
6,033 1,418 1,205 24,602 29,411 31,840 32,034 526 332
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 1,086)
284 75 264 652 747 1,200 1,086 -114 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 4.4 3.7 76.0 90.9 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 6 34 32 42 39
Updated November 29, 2010