GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,432
COMMITMENTS
819 2,180 64 41,490 40,010 42,373 42,254 59 178
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,745)
0 101 0 1,750 1,649 1,750 1,750 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.1 0.2 97.8 94.3 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 4 1 41 46 43 50
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,624
COMMITMENTS
200 0 0 28,347 28,424 28,547 28,424 77 200
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -155)
0 0 0 -155 -155 -155 -155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 99.0 99.3 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 28 32 29 32
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,492
COMMITMENTS
170 216 31 3,754 3,985 3,955 4,232 1,537 1,260
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 125)
0 0 0 -61 53 -61 53 186 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.9 0.6 68.4 72.6 72.0 77.1 28.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 18 17 19 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,768
COMMITMENTS
498 293 146 6,849 7,332 7,493 7,771 1,275 997
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 159)
13 110 0 286 584 299 694 -140 -535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.3 1.7 78.1 83.6 85.5 88.6 14.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 2 3 41 40 45 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,106
COMMITMENTS
394 418 290 5,943 5,954 6,627 6,662 479 444
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 336)
16 -2 47 369 431 432 476 -96 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.9 4.1 83.6 83.8 93.3 93.8 6.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
2 7 3 50 51 54 59
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,604
COMMITMENTS
709 0 5 1,013 2,159 1,727 2,164 877 440
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 90)
70 0 -10 25 55 85 45 5 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 0.0 0.2 38.9 82.9 66.3 83.1 33.7 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 1 12 15 16 16
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,458
COMMITMENTS
30 40 0 1,103 1,061 1,133 1,101 325 357
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 48)
0 0 0 41 194 41 194 7 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.7 0.0 75.7 72.8 77.7 75.5 22.3 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 18 17 19 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 15,297
COMMITMENTS
0 200 0 15,117 15,087 15,117 15,287 180 10
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 2,596)
0 0 0 2,596 2,596 2,596 2,596 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 98.8 98.6 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 26 17 26 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 383,530
COMMITMENTS
61,324 29,529 68,541 203,669 257,258 333,534 355,329 49,996 28,202
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -14,218)
-6,652 -1,943 -4,036 -1,178 -6,068 -11,866 -12,046 -2,352 -2,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 7.7 17.9 53.1 67.1 87.0 92.6 13.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
50 24 46 72 85 144 140
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 112,600
COMMITMENTS
105 9,052 28,446 79,159 70,802 107,709 108,300 4,891 4,300
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -84)
-6 133 -118 -30 -419 -154 -404 70 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.0 25.3 70.3 62.9 95.7 96.2 4.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 8 9 11 11 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,334
COMMITMENTS
475 1,540 600 15,176 14,129 16,251 16,269 83 65
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 925)
0 150 -50 925 825 875 925 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 9.4 3.7 92.9 86.5 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
3 7 4 41 46 47 55
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,932
COMMITMENTS
2,460 0 25 4,410 6,907 6,895 6,932 37 0
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 50 525 50 525 -50 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 0.0 0.4 63.6 99.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 0 1 24 23 30 24
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,447
COMMITMENTS
2,588 80 627 6,190 8,720 9,405 9,427 42 20
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -24)
-150 0 126 0 -150 -24 -24 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 0.8 6.6 65.5 92.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 9 12 11 14
GASOIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022A46
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,561
COMMITMENTS
152 0 455 2,651 2,813 3,258 3,268 303 293
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 12.8 74.5 79.0 91.5 91.8 8.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 18 18 20 20
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 863,845
COMMITMENTS
167,322 314,781 252,968 352,064 254,386 772,354 822,135 91,491 41,710
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 20,500)
6,984 20,159 7,272 436 -4,734 14,692 22,698 5,808 -2,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 36.4 29.3 40.8 29.4 89.4 95.2 10.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
91 100 134 84 79 262 237
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,053
COMMITMENTS
86 0 280 51,170 49,173 51,536 49,453 4,517 6,600
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,330)
86 0 280 884 1,050 1,250 1,330 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.5 91.3 87.7 91.9 88.2 8.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 16 20 17
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,608
COMMITMENTS
0 0 0 45,972 53,104 45,972 53,104 10,636 3,504
CHANGES FROM 12/07/10 (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 81.2 93.8 81.2 93.8 18.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 54,788
COMMITMENTS
2,332 2,367 5,839 38,998 35,690 47,169 43,896 7,619 10,892
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -62)
0 0 0 0 -62 0 -62 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.3 10.7 71.2 65.1 86.1 80.1 13.9 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 14 10 17 13
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,307
COMMITMENTS
2,315 1,280 3,750 45,809 51,039 51,874 56,069 11,433 7,238
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 635)
-1,284 0 517 1,414 118 647 635 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.0 5.9 72.4 80.6 81.9 88.6 18.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 16 14 19 17
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,750,328
COMMITMENTS
95,636 132,384 594,202 1052659 1016777 1742497 1743362 7,831 6,966
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 33,585)
5,778 4,132 15,298 12,163 14,402 33,240 33,832 345 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 7.6 33.9 60.1 58.1 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
42 38 66 62 62 133 137
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 37,226
COMMITMENTS
3,648 12,801 13,155 18,783 10,698 35,585 36,654 1,641 572
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,208)
-161 509 447 276 271 562 1,227 646 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 34.4 35.3 50.5 28.7 95.6 98.5 4.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 10 11 15 16 29 31
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 113,053
COMMITMENTS
0 12,308 1,275 101,305 93,998 102,580 107,581 10,473 5,472
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -465)
0 -1,284 182 -367 -366 -185 -1,468 -280 1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.9 1.1 89.6 83.1 90.7 95.2 9.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 3 19 27 22 30
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,493
COMMITMENTS
0 952 1,594 80,385 77,676 81,979 80,222 10,514 12,271
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -119)
0 60 0 -119 -179 -119 -119 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 1.7 86.9 84.0 88.6 86.7 11.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 16 17 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,463
COMMITMENTS
6,829 190 6,886 124,503 137,862 138,218 144,938 15,245 8,525
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 307)
-1,030 190 1,079 -201 -962 -152 307 459 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.1 4.5 81.1 89.8 90.1 94.4 9.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 26 27 29 29
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,626,825
COMMITMENTS
524,952 101,523 834,865 1245359 1670157 2605176 2606545 21,649 20,280
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 32,412)
30,961 346 18,211 -17,280 12,867 31,892 31,424 520 988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 3.9 31.8 47.4 63.6 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
40 26 62 105 91 173 155
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 989,618
COMMITMENTS
169,996 115,416 177,390 638,240 692,865 985,626 985,671 3,992 3,947
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 10,397)
2,950 2,375 -4,853 12,040 12,378 10,137 9,900 260 497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 11.7 17.9 64.5 70.0 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
27 27 44 41 38 92 85
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,568
COMMITMENTS
0 849 0 7,500 6,582 7,500 7,431 68 137
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 754)
0 0 0 769 719 769 719 -15 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 0.0 99.1 87.0 99.1 98.2 0.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 26 26 26 27
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,737
COMMITMENTS
163 324 11 2,020 1,652 2,194 1,987 543 750
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 89)
6 89 1 171 290 178 380 -89 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 11.8 0.4 73.8 60.4 80.2 72.6 19.8 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 16 19 17 23
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,962
COMMITMENTS
135 30 20 1,339 1,543 1,494 1,593 468 369
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 144)
40 0 -5 58 87 93 82 51 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.5 1.0 68.2 78.6 76.1 81.2 23.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 17 22 19 25
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 178,413
COMMITMENTS
2,491 1,012 15,288 157,648 161,599 175,427 177,899 2,986 515
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -472)
-786 207 511 -154 -1,244 -429 -527 -43 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.6 8.6 88.4 90.6 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 4 6 37 34 46 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,098
COMMITMENTS
92 46 0 6,624 7,053 6,716 7,099 1,382 999
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 108)
0 0 0 108 108 108 108 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.6 0.0 81.8 87.1 82.9 87.7 17.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 14 14 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,709
COMMITMENTS
0 929 24 16,579 15,858 16,603 16,812 1,106 897
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 185)
0 -3 0 92 70 92 68 93 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.1 93.6 89.6 93.8 94.9 6.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 25 22 27 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,671
COMMITMENTS
699 0 0 8,579 9,163 9,278 9,163 1,393 1,508
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 24)
24 0 0 0 24 24 24 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 80.4 85.9 86.9 85.9 13.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 17 14 18 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,930
COMMITMENTS
164 2,404 350 27,968 28,232 28,482 30,986 3,448 944
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 159)
0 114 0 159 35 159 149 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.5 1.1 87.6 88.4 89.2 97.0 10.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 25 24 28 27
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,032
COMMITMENTS
190 352 40 10,053 10,684 10,283 11,076 1,749 956
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -88)
0 0 0 -88 -16 -88 -16 0 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.9 0.3 83.6 88.8 85.5 92.1 14.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 20 16 21 18
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,226
COMMITMENTS
0 575 0 23,971 23,396 23,971 23,971 255 255
CHANGES FROM 12/07/10 (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 2.4 0.0 98.9 96.6 98.9 98.9 1.1 1.1
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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,522
COMMITMENTS
123 562 517 38,864 38,801 39,505 39,880 1,017 642
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 470)
123 -30 102 227 379 452 452 18 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.4 1.3 95.9 95.8 97.5 98.4 2.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 29 23 31 26
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| 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: 8,721
COMMITMENTS
0 0 0 7,659 7,939 7,659 7,939 1,062 782
CHANGES FROM 12/07/10 (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 87.8 91.0 87.8 91.0 12.2 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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,516
COMMITMENTS
0 510 0 48,006 47,920 48,006 48,430 510 86
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 98.9 98.8 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 13 14 14
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 694,279
COMMITMENTS
0 9,360 0 694,279 684,919 694,279 694,279 0 0
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 792)
0 0 0 792 792 792 792 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 17 12 17 13
PJM BGE PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A42
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,669
COMMITMENTS
0 410 0 32,135 32,259 32,135 32,669 534 0
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 98.4 98.7 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 4 15 5
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,882
COMMITMENTS
0 460 0 32,882 32,422 32,882 32,882 0 0
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 100.0 98.6 100.0 100.0 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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,005
COMMITMENTS
230 0 0 33,010 34,005 33,240 34,005 765 0
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 97.1 100.0 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 503,787
COMMITMENTS
0 0 0 503,787 503,787 503,787 503,787 0 0
CHANGES FROM 12/07/10 (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: 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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,101
COMMITMENTS
0 0 0 63,078 63,101 63,078 63,101 23 0
CHANGES FROM 12/07/10 (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: 28)
0 0 0 18 15 18 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,077,087
COMMITMENTS
0 0 0 1077087 1077087 1077087 1077087 0 0
CHANGES FROM 12/07/10 (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 18 13 18 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 208,760
COMMITMENTS
916 0 0 207,844 208,630 208,760 208,630 0 130
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 279)
0 0 0 279 417 279 417 0 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 0 25 29 27 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,666,429
COMMITMENTS
0 0 0 3666429 3666429 3666429 3666429 0 0
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 16,803)
0 0 0 16,803 16,803 16,803 16,803 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: 39)
0 0 0 24 28 24 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,066
COMMITMENTS
3,558 1,715 1,407 58,101 59,689 63,066 62,811 0 255
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 2,673)
0 0 1,275 1,398 1,883 2,673 3,158 0 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.7 2.2 92.1 94.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 2 24 24 30 27
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,181,715
COMMITMENTS
33,205 67,900 0 1148510 1113056 1181715 1180956 0 759
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 34,934)
3,800 -759 0 31,134 34,934 34,934 34,175 0 759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 5.7 0.0 97.2 94.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,059
COMMITMENTS
1,595 223 301 53,033 54,535 54,929 55,059 130 0
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 193)
0 0 0 193 193 193 193 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.4 0.5 96.3 99.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 23 26 26 28
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 9,068
COMMITMENTS
46 230 0 7,979 8,177 8,025 8,407 1,043 661
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.5 0.0 88.0 90.2 88.5 92.7 11.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 11 14 12
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,817
COMMITMENTS
510 0 0 34,797 34,988 35,307 34,988 510 829
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -422)
0 0 0 -422 -422 -422 -422 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: 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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 432,408
COMMITMENTS
0 9,400 0 432,408 423,008 432,408 432,408 0 0
CHANGES FROM 12/07/10 (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 2.2 0.0 100.0 97.8 100.0 100.0 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 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,021,408
COMMITMENTS
9,776 41,730 1,880 1009752 977,798 1021408 1021408 0 0
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,430)
0 3,800 0 1,430 -2,370 1,430 1,430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.1 0.2 98.9 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 1 24 28 27 30
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 412,232
COMMITMENTS
0 11,605 3,760 408,472 396,867 412,232 412,232 0 0
CHANGES FROM 12/07/10 (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 2.8 0.9 99.1 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 14 12 15 13
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,112
COMMITMENTS
140 0 375 25,724 26,343 26,239 26,718 873 394
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 436)
0 0 0 354 534 354 534 82 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 1.4 94.9 97.2 96.8 98.5 3.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 2 39 35 42 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,602
COMMITMENTS
420 0 35 16,003 16,076 16,458 16,111 144 491
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 368)
40 0 35 413 408 488 443 -120 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.2 96.4 96.8 99.1 97.0 0.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 20 17 22 18
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,015
COMMITMENTS
60 0 0 8,223 8,331 8,283 8,331 732 684
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 223)
-20 0 0 248 288 228 288 -5 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 91.2 92.4 91.9 92.4 8.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 26 21 27 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,733
COMMITMENTS
0 0 0 10,193 10,216 10,193 10,216 540 517
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 370)
0 0 0 355 370 355 370 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 95.2 95.0 95.2 5.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 22 22 22 22
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,978
COMMITMENTS
0 0 0 3,919 3,827 3,919 3,827 59 151
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 41)
0 0 0 41 41 41 41 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 96.2 98.5 96.2 1.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 12 18 12
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,479,732
COMMITMENTS
330,447 122,188 803,932 1243180 1481530 2377560 2407650 102,172 72,082
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -10,248)
-10,905 3,690 -14,305 18,058 11,123 -7,153 508 -3,095 -10,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 4.9 32.4 50.1 59.7 95.9 97.1 4.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
172 113 196 98 106 367 328
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 153,611
COMMITMENTS
79,718 9,758 29,168 42,690 109,759 151,577 148,686 2,033 4,925
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 3,541)
-1,798 1,954 1,431 4,024 311 3,657 3,696 -116 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 6.4 19.0 27.8 71.5 98.7 96.8 1.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 7 11 17 18 29 32
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 240,694
COMMITMENTS
30,204 17,088 10,895 161,949 158,079 203,048 186,062 37,646 54,632
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 4,229)
2,339 920 699 -105 -1,500 2,933 119 1,296 4,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 7.1 4.5 67.3 65.7 84.4 77.3 15.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 5 29 29 35 35
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,291
COMMITMENTS
25,284 3,182 31,075 60,100 83,047 116,460 117,305 3,831 2,986
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -248)
-1,223 -129 362 505 -610 -356 -377 108 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 2.6 25.8 50.0 69.0 96.8 97.5 3.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
22 9 25 26 24 59 50
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 598,694
COMMITMENTS
44,695 2,603 107,295 432,898 474,779 584,887 584,677 13,807 14,018
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -4,188)
230 25 -1,096 -119 3,269 -985 2,197 -3,203 -6,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.4 17.9 72.3 79.3 97.7 97.7 2.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 2 11 37 38 48 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,164
COMMITMENTS
428 2,166 50 39,531 37,721 40,009 39,937 155 227
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 3,085)
0 0 0 2,985 2,985 2,985 2,985 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.4 0.1 98.4 93.9 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 4 1 43 39 47 44
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,209
COMMITMENTS
4,451 31,244 2,174 78,374 49,576 84,999 82,994 3,210 5,215
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 227)
-43 -3,509 -1,130 1,246 5,252 73 613 154 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 35.4 2.5 88.9 56.2 96.4 94.1 3.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 11 11 27 25 40 38
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,345
COMMITMENTS
4,325 621 0 10,995 14,645 15,320 15,266 25 79
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 375)
0 246 0 375 75 375 321 0 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 4.0 0.0 71.7 95.4 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 0 19 24 21 28
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,424
COMMITMENTS
17,043 2,015 641 4,979 22,166 22,663 24,822 2,761 602
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 477)
377 -310 190 84 643 650 523 -173 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.0 7.9 2.5 19.6 87.2 89.1 97.6 10.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
88 16 9 24 33 118 54
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,710
COMMITMENTS
24,852 1,377 721 6,670 34,133 32,242 36,231 5,468 1,479
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -36)
-811 -231 -141 1,036 172 84 -200 -120 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.9 3.7 1.9 17.7 90.5 85.5 96.1 14.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
86 7 7 17 35 105 48
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 296,623
COMMITMENTS
82,191 10,734 33,312 157,025 237,874 272,528 281,920 24,095 14,703
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,168)
-2,603 -623 -824 4,698 1,347 1,271 -100 -104 1,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 3.6 11.2 52.9 80.2 91.9 95.0 8.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
76 22 39 75 89 167 136
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,231
COMMITMENTS
3,102 1,235 1,226 12,129 13,097 16,457 15,558 3,774 4,673
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 304)
0 -83 0 1,426 1,113 1,426 1,030 -1,122 -726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 6.1 6.1 60.0 64.7 81.3 76.9 18.7 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 4 15 21 22 26
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,156
COMMITMENTS
186 200 0 4,883 4,893 5,069 5,093 87 63
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 450)
100 50 0 550 350 650 400 -200 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.9 0.0 94.7 94.9 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 0 24 23 27 24
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,933
COMMITMENTS
230 2,497 15 52,760 51,186 53,005 53,698 928 235
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 642)
-100 200 0 742 442 642 642 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.6 0.0 97.8 94.9 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 2 1 33 34 36 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,954
COMMITMENTS
200 0 0 18,584 18,954 18,784 18,954 170 0
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 575)
0 0 0 650 675 650 675 -75 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.0 100.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 20 17 21 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,857
COMMITMENTS
900 2,775 150 6,657 4,932 7,707 7,857 150 0
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 470)
50 300 150 470 270 670 720 -200 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 35.3 1.9 84.7 62.8 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 1 26 23 30 25
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,544
COMMITMENTS
1,796 0 140 14,448 16,274 16,384 16,414 160 130
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 864)
130 0 90 644 894 864 984 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.0 0.8 87.3 98.4 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 0 2 33 22 36 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,848
COMMITMENTS
1,014 1,283 627 13,895 13,738 15,536 15,648 312 200
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 439)
498 150 57 428 245 983 452 -544 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 8.1 4.0 87.7 86.7 98.0 98.7 2.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 4 6 32 31 40 37
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,030
COMMITMENTS
300 2,271 81 13,559 11,552 13,940 13,904 90 126
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 344)
300 -129 27 17 446 344 344 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 16.2 0.6 96.6 82.3 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 6 3 26 23 30 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,618
COMMITMENTS
6,934 1,242 2,241 22,940 28,849 32,115 32,332 503 286
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,285)
440 0 595 400 690 1,435 1,285 -150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 3.8 6.9 70.3 88.4 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 7 34 33 42 41
Updated December 17, 2010