GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,401
COMMITMENTS
1,803 675 0 33,468 34,701 35,271 35,376 130 25
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -9,344)
0 0 0 -9,139 -9,142 -9,139 -9,142 -205 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 1.9 0.0 94.5 98.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 2 0 35 37 36 39
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,798
COMMITMENTS
0 0 0 18,701 18,648 18,701 18,648 97 150
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -2,407)
-50 0 0 -2,412 -2,512 -2,462 -2,512 55 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.5 99.2 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 26 25 26 25
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,015
COMMITMENTS
505 216 114 5,126 5,443 5,745 5,773 1,270 1,242
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -412)
128 0 -128 -856 -455 -856 -583 444 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 3.1 1.6 73.1 77.6 81.9 82.3 18.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 20 19 21 21
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,909
COMMITMENTS
207 221 0 8,234 8,624 8,441 8,845 1,468 1,064
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -2,223)
-451 -75 -55 -2,076 -2,298 -2,582 -2,428 359 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 2.2 0.0 83.1 87.0 85.2 89.3 14.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 2 0 38 43 39 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,611
COMMITMENTS
30 141 28 6,940 6,931 6,998 7,100 613 511
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -2,275)
-50 21 -46 -2,113 -2,267 -2,209 -2,292 -66 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 1.9 0.4 91.2 91.1 91.9 93.3 8.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 3 1 46 52 48 55
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,702
COMMITMENTS
0 0 0 8,697 8,662 8,697 8,662 5 40
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -1,485)
0 0 0 -1,480 -1,525 -1,480 -1,525 -5 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.9 99.5 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 17 17 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 317,155
COMMITMENTS
67,465 17,088 29,911 170,665 239,844 268,041 286,843 49,114 30,312
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 2,259)
7,773 1,957 1,772 -13,465 -3,418 -3,920 311 6,179 1,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 5.4 9.4 53.8 75.6 84.5 90.4 15.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
52 19 35 69 82 140 123
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,474
COMMITMENTS
996 250 425 14,096 14,971 15,517 15,646 957 828
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -6,361)
0 -60 -200 -4,738 -6,353 -4,938 -6,613 -1,423 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 1.5 2.6 85.6 90.9 94.2 95.0 5.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 3 5 34 46 42 53
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,100
COMMITMENTS
225 300 75 15,636 14,760 15,936 15,135 1,164 1,965
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -2,367)
-150 0 -300 -1,855 -2,027 -2,305 -2,327 -62 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.8 0.4 91.4 86.3 93.2 88.5 6.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 22 16 23 18
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,675
COMMITMENTS
0 200 0 1,625 900 1,625 1,100 50 575
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.9 0.0 97.0 53.7 97.0 65.7 3.0 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 11 9 11 11
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 724,087
COMMITMENTS
82,285 238,874 257,881 308,551 188,724 648,717 685,479 75,370 38,608
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 22,185)
-436 9,624 12,484 5,555 -3,962 17,603 18,146 4,582 4,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 33.0 35.6 42.6 26.1 89.6 94.7 10.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
67 81 104 83 67 222 194
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,418
COMMITMENTS
2,647 0 1,285 53,649 55,562 57,581 56,847 7,837 8,571
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -4,084)
-356 0 47 -5,449 -3,693 -5,758 -3,646 1,674 -438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.0 2.0 82.0 84.9 88.0 86.9 12.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 19 20 21 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,250
COMMITMENTS
826 2,469 400 58,523 56,136 59,749 59,005 11,501 12,245
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -6,206)
-1,077 -400 0 -5,402 -6,109 -6,479 -6,509 273 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 3.5 0.6 82.1 78.8 83.9 82.8 16.1 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 24 25 26 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,468
COMMITMENTS
0 0 0 67,950 74,351 67,950 74,351 11,518 5,117
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -3,720)
0 0 0 -2,484 -2,493 -2,484 -2,493 -1,236 -1,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 85.5 93.6 85.5 93.6 14.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 20 19 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,043
COMMITMENTS
7,070 0 2,536 72,305 83,968 81,911 86,504 10,132 5,539
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -5,401)
-952 0 57 -3,426 -4,182 -4,321 -4,125 -1,080 -1,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 0.0 2.8 78.6 91.2 89.0 94.0 11.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 3 23 26 26 29
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,870
COMMITMENTS
957 3,422 4,457 81,993 74,311 87,407 82,190 6,463 11,680
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -5,162)
292 -746 -437 -4,838 -5,678 -4,983 -6,861 -179 1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 3.6 4.7 87.3 79.2 93.1 87.6 6.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 14 21 17 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,601
COMMITMENTS
10,401 2,543 3,804 66,688 78,832 80,893 85,179 11,708 7,422
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -7,284)
-554 -55 -1,345 -5,601 -5,335 -7,500 -6,735 216 -549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 2.7 4.1 72.0 85.1 87.4 92.0 12.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 3 21 23 25 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,678
COMMITMENTS
0 1,180 0 88,974 86,643 88,974 87,823 3,704 4,855
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -7,688)
0 -620 0 -8,468 -6,665 -8,468 -7,285 780 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.3 0.0 96.0 93.5 96.0 94.8 4.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 17 16 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 198,628
COMMITMENTS
5,507 8,455 4,754 178,354 178,456 188,615 191,665 10,013 6,963
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -15,975)
-886 -781 -592 -13,170 -15,215 -14,648 -16,588 -1,327 613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 4.3 2.4 89.8 89.8 95.0 96.5 5.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 2 5 39 36 46 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 141,623
COMMITMENTS
2,570 295 2,716 124,292 133,740 129,578 136,751 12,045 4,872
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -8,062)
796 -527 -889 -7,560 -6,304 -7,653 -7,720 -409 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.2 1.9 87.8 94.4 91.5 96.6 8.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 24 25 27 28
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 234,938
COMMITMENTS
6,791 662 11,547 203,692 215,081 222,030 227,290 12,908 7,648
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -2,874)
-2,221 662 666 4,294 -1,288 2,739 40 -5,613 -2,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.3 4.9 86.7 91.5 94.5 96.7 5.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 4 35 37 39 41
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,862,272
COMMITMENTS
707,716 75,822 860,965 1262551 1908468 2831232 2845255 31,040 17,017
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -194,978)
43,529 -4,259 -88,391 -143,565 -99,181 -188,427 -191,831 -6,551 -3,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 2.6 30.1 44.1 66.7 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
45 20 58 103 95 169 157
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 891,391
COMMITMENTS
128,974 196,509 144,378 612,716 548,031 886,068 888,918 5,323 2,473
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 1,975)
6,544 -21 4,062 -8,745 -1,265 1,861 2,776 114 -801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 22.0 16.2 68.7 61.5 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
27 25 40 40 37 87 82
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,487
COMMITMENTS
0 810 0 2,378 1,524 2,378 2,334 109 153
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -1,455)
-86 -150 -42 -1,308 -1,275 -1,436 -1,467 -19 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 32.6 0.0 95.6 61.3 95.6 93.8 4.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 12 15 12 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,933
COMMITMENTS
3,750 80 282 36,438 41,171 40,470 41,533 1,463 400
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -1,583)
-1,000 -220 -70 -1,094 -1,261 -2,164 -1,551 581 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 0.2 0.7 86.9 98.2 96.5 99.0 3.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 2 32 29 37 33
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,130
COMMITMENTS
2 1,140 472 17,678 16,117 18,152 17,729 978 1,401
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -667)
2 54 -26 -749 -770 -773 -742 106 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.0 2.5 92.4 84.2 94.9 92.7 5.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 21 17 23 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,271
COMMITMENTS
0 1,270 480 28,802 28,833 29,282 30,583 1,989 688
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -410)
0 -10 -10 -598 -688 -608 -708 198 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.1 1.5 92.1 92.2 93.6 97.8 6.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 19 28 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,038
COMMITMENTS
720 0 0 10,118 11,470 10,838 11,470 2,200 1,568
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -332)
0 0 0 -1,380 -556 -1,380 -556 1,048 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 0.0 0.0 77.6 88.0 83.1 88.0 16.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 15 16 15
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,508
COMMITMENTS
672 0 0 14,525 15,110 15,197 15,110 311 398
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 62)
-20 0 0 110 -36 90 -36 -28 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 0.0 93.7 97.4 98.0 97.4 2.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 18 22 18
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 11,208
COMMITMENTS
0 0 0 10,078 10,364 10,078 10,364 1,130 844
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -554)
0 0 0 -726 -520 -726 -520 172 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 89.9 92.5 89.9 92.5 10.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 16 18 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 55,508
COMMITMENTS
0 0 0 55,508 55,166 55,508 55,166 0 342
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -3,080)
0 0 0 -3,080 -3,080 -3,080 -3,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 8 14 8
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 49,744
COMMITMENTS
0 400 0 49,119 49,244 49,119 49,644 625 100
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -2,750)
-220 0 0 -2,420 -2,750 -2,640 -2,750 -110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 0.0 98.7 99.0 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 18 8 18 9
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 822,066
COMMITMENTS
0 31,040 0 822,066 791,026 822,066 822,066 0 0
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -33,712)
0 0 0 -33,712 -33,712 -33,712 -33,712 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.8 0.0 100.0 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 7 15 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 91,298
COMMITMENTS
0 4,345 0 90,498 86,153 90,498 90,498 800 800
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -6,514)
0 -930 0 -6,514 -5,544 -6,514 -6,474 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.8 0.0 99.1 94.4 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 16 13 16 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,537,250
COMMITMENTS
0 65,910 0 1537250 1471340 1537250 1537250 0 0
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -78,792)
0 -3,920 0 -78,792 -74,872 -78,792 -78,792 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 16 12 16 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 168,419
COMMITMENTS
5,375 0 0 163,044 167,814 168,419 167,814 0 605
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -9,246)
-842 0 0 -8,364 -9,136 -9,206 -9,136 -40 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.0 0.0 96.8 99.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 22 25 24 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,708,942
COMMITMENTS
98,893 0 0 2610049 2708942 2708942 2708942 0 0
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -115,248)
-4,312 0 0 -110,936 -115,248 -115,248 -115,248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.0 96.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 0 20 22 23 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 61,096
COMMITMENTS
80 3,090 0 61,016 57,750 61,096 60,840 0 256
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -2,222)
0 0 0 -2,200 -2,222 -2,200 -2,222 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 5.1 0.0 99.9 94.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 18 16 19 17
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,008,456
COMMITMENTS
0 79,915 0 1008456 928,541 1008456 1008456 0 0
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -26,264)
0 -1,960 0 -26,264 -24,304 -26,264 -26,264 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.9 0.0 100.0 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 14 14 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 57,176
COMMITMENTS
5,130 515 45 51,746 56,576 56,921 57,136 255 40
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -924)
0 -44 0 -924 -880 -924 -924 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 0.9 0.1 90.5 99.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 22 28 24 30
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,038,064
COMMITMENTS
105,180 35,400 0 932,884 1002664 1038064 1038064 0 0
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -19,992)
0 0 0 -19,992 -19,992 -19,992 -19,992 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 3.4 0.0 89.9 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 0 23 23 25 25
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,986
COMMITMENTS
457 0 21 21,556 22,670 22,034 22,691 952 295
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 770)
165 0 0 584 770 749 770 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.0 0.1 93.8 98.6 95.9 98.7 4.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 1 31 33 33 34
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,876
COMMITMENTS
0 317 180 12,457 12,244 12,637 12,741 239 135
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -1,783)
0 135 -65 -1,375 -1,702 -1,440 -1,632 -343 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.5 1.4 96.7 95.1 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 19 22 20 23
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,875
COMMITMENTS
0 0 0 6,190 6,613 6,190 6,613 1,685 1,262
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -1,628)
0 0 0 -1,016 -1,047 -1,016 -1,047 -612 -581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 78.6 84.0 78.6 84.0 21.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 22 17 22 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,231,436
COMMITMENTS
265,034 156,199 269,160 611,986 738,471 1146180 1163830 85,256 67,606
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 46,228)
17,535 2,778 18,670 -405 19,785 35,800 41,233 10,428 4,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 12.7 21.9 49.7 60.0 93.1 94.5 6.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
114 91 140 81 92 282 248
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 208,580
COMMITMENTS
36,759 25,864 1,677 142,397 131,789 180,833 159,330 27,747 49,250
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -12,236)
-2,563 -5,628 -139 -15,294 -14,372 -17,996 -20,139 5,760 7,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 12.4 0.8 68.3 63.2 86.7 76.4 13.3 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 4 27 27 33 32
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,492
COMMITMENTS
25 1,155 200 66,787 65,692 67,012 67,047 480 445
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -19,263)
-75 -150 0 -18,605 -18,893 -18,680 -19,043 -583 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.7 0.3 99.0 97.3 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 4 2 48 49 51 54
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 133,006
COMMITMENTS
19,209 29,265 8,319 99,975 86,734 127,503 124,318 5,503 8,688
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 2,662)
4,603 -1,900 -1,156 -1,005 3,363 2,442 307 220 2,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 22.0 6.3 75.2 65.2 95.9 93.5 4.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 12 12 24 24 42 39
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,526
COMMITMENTS
916 2,641 5,913 25,795 24,065 32,624 32,619 1,902 1,907
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 982)
255 0 45 707 877 1,007 922 -25 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 7.6 17.1 74.7 69.7 94.5 94.5 5.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 4 16 18 21 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,070
COMMITMENTS
0 2,130 0 36,070 33,851 36,070 35,981 0 89
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -4,741)
0 0 0 -4,726 -4,696 -4,726 -4,696 -15 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.9 0.0 100.0 93.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 0 25 34 25 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,379
COMMITMENTS
16,060 1,942 322 4,063 20,470 20,445 22,734 2,934 645
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 977)
-38 -170 140 499 778 601 748 376 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.7 8.3 1.4 17.4 87.6 87.5 97.2 12.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
89 16 5 19 27 111 45
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 33,582
COMMITMENTS
21,663 1,285 273 6,265 30,858 28,201 32,416 5,381 1,166
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 1,109)
612 -507 -213 489 1,647 888 927 221 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.5 3.8 0.8 18.7 91.9 84.0 96.5 16.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
80 9 3 18 30 101 39
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 246,966
COMMITMENTS
87,887 14,245 18,188 119,868 199,594 225,943 232,027 21,023 14,939
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 11,786)
15,356 398 850 -11,091 6,569 5,115 7,817 6,671 3,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 5.8 7.4 48.5 80.8 91.5 94.0 8.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
70 22 47 74 82 168 134
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,379
COMMITMENTS
1,374 0 495 14,330 14,979 16,199 15,474 5,180 5,905
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -1,884)
-719 0 -168 -1,240 -2,304 -2,127 -2,472 243 588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.0 2.3 67.0 70.1 75.8 72.4 24.2 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 13 14 15 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,791
COMMITMENTS
1,206 0 266 5,746 7,335 7,218 7,601 573 190
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -1,756)
-375 0 -50 -1,256 -1,781 -1,681 -1,831 -75 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 0.0 3.4 73.8 94.1 92.6 97.6 7.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 0 2 25 30 29 32
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,437
COMMITMENTS
750 0 690 35,416 37,552 36,856 38,242 1,581 195
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -4,464)
0 0 0 -4,480 -4,214 -4,480 -4,214 16 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.0 1.8 92.1 97.7 95.9 99.5 4.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 1 35 25 37 26
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,796
COMMITMENTS
2,425 0 0 17,260 19,196 19,685 19,196 111 600
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -3,830)
-230 0 0 -3,651 -3,830 -3,881 -3,830 51 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 0.0 0.0 87.2 97.0 99.4 97.0 0.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 21 14 23 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,703
COMMITMENTS
2,484 0 0 11,219 12,862 13,703 12,862 0 841
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -1,758)
-500 -50 0 -1,258 -1,506 -1,758 -1,556 0 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 0.0 0.0 81.9 93.9 100.0 93.9 0.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 0 21 22 24 22
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,457
COMMITMENTS
230 0 0 2,372 2,602 2,602 2,602 855 855
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -471)
-5 -63 0 -318 -498 -323 -561 -148 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 0.0 0.0 68.6 75.3 75.3 75.3 24.7 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 15 14 15
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,430
COMMITMENTS
0 0 0 11,915 12,430 11,915 12,430 515 0
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -2,785)
0 0 0 -2,700 -2,680 -2,700 -2,680 -85 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 95.9 100.0 95.9 100.0 4.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 15 16 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,101
COMMITMENTS
708 96 150 14,930 15,724 15,788 15,970 313 131
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -2,212)
-393 0 -7 -1,835 -2,283 -2,235 -2,290 23 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.6 0.9 92.7 97.7 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 1 28 32 31 34
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,803
COMMITMENTS
1,121 356 0 9,682 10,382 10,803 10,738 0 65
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -1,115)
-403 -107 0 -612 -881 -1,015 -988 -100 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 3.3 0.0 89.6 96.1 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 0 19 21 22 22
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,374
COMMITMENTS
7,355 1,716 856 39,913 47,043 48,124 49,615 2,250 759
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -2,275)
112 225 -439 -2,487 -2,607 -2,814 -2,821 539 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 3.4 1.7 79.2 93.4 95.5 98.5 4.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 3 3 34 37 41 42
Updated January 8, 2010