GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,734
COMMITMENTS
1,190 6,631 18 42,444 37,061 43,652 43,710 82 24
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 4,516)
0 737 -225 4,748 3,990 4,523 4,502 -7 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 15.2 0.0 97.1 84.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 4 1 43 50 45 54
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,820
COMMITMENTS
700 0 0 26,019 26,593 26,719 26,593 101 227
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 986)
0 0 0 986 996 986 996 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.0 0.0 97.0 99.2 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 29 34 30 34
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,057
COMMITMENTS
132 216 79 4,139 4,692 4,350 4,987 1,707 1,070
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -63)
0 0 0 -38 -90 -38 -90 -25 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 3.6 1.3 68.3 77.5 71.8 82.3 28.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 22 20 23 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,848
COMMITMENTS
1,132 249 171 6,980 7,874 8,283 8,294 1,565 1,554
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 199)
131 30 0 -83 128 48 158 151 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 2.5 1.7 70.9 80.0 84.1 84.2 15.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 5 35 42 40 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,531
COMMITMENTS
318 332 621 7,043 7,147 7,982 8,100 549 431
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 451)
63 -17 42 366 452 471 477 -20 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 3.9 7.3 82.6 83.8 93.6 94.9 6.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
4 5 8 53 57 61 66
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,741
COMMITMENTS
200 0 25 1,931 2,285 2,156 2,310 585 431
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 90)
60 0 -10 40 95 90 85 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 0.9 70.4 83.4 78.7 84.3 21.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 19 20 21 21
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,135
COMMITMENTS
30 25 0 1,824 1,634 1,854 1,659 281 476
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 117)
0 0 0 35 75 35 75 82 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 1.2 0.0 85.4 76.5 86.8 77.7 13.2 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 20 20 21 21
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,267
COMMITMENTS
60 40 95 1,518 1,545 1,673 1,680 594 587
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 193)
0 5 50 183 192 233 247 -40 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 1.8 4.2 67.0 68.2 73.8 74.1 26.2 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 20 20 24 22
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,515
COMMITMENTS
500 0 0 15,875 16,420 16,375 16,420 140 95
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 5)
200 0 0 -245 5 -45 5 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.0 0.0 96.1 99.4 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 24 23 25 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 328,344
COMMITMENTS
48,447 30,490 30,762 211,839 239,707 291,048 300,959 37,296 27,385
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -4,459)
3,233 3,167 -2,124 -3,608 -4,154 -2,499 -3,111 -1,960 -1,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 9.3 9.4 64.5 73.0 88.6 91.7 11.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
39 32 41 70 82 133 138
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,851
COMMITMENTS
450 1,085 1,250 18,151 17,501 19,851 19,836 0 15
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,402)
100 -13 150 1,152 1,250 1,402 1,387 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 5.5 6.3 91.4 88.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
3 5 6 50 53 56 63
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,757
COMMITMENTS
970 0 300 8,984 9,806 10,254 10,106 503 651
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 150)
-50 0 0 75 -75 25 -75 125 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 0.0 2.8 83.5 91.2 95.3 93.9 4.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 0 2 26 24 30 26
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,386
COMMITMENTS
227 128 324 2,989 2,398 3,540 2,850 846 1,536
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 57)
-20 -8 23 86 71 89 86 -32 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 2.9 7.4 68.1 54.7 80.7 65.0 19.3 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 3 20 20 24 24
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 774,120
COMMITMENTS
110,643 294,446 209,859 381,679 229,266 702,181 733,571 71,939 40,549
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -42,884)
2,717 3,407 -39,605 -3,458 -7,120 -40,346 -43,318 -2,538 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 38.0 27.1 49.3 29.6 90.7 94.8 9.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
75 93 113 90 69 234 221
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,256
COMMITMENTS
224 0 1,425 39,829 43,341 41,478 44,766 10,778 7,490
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -26)
-116 0 68 -302 0 -350 68 324 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 2.7 76.2 82.9 79.4 85.7 20.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 18 17 20 19
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 32,412
COMMITMENTS
655 170 2,672 26,215 21,598 29,542 24,440 2,870 7,972
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 14)
124 0 -110 0 124 14 14 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.5 8.2 80.9 66.6 91.1 75.4 8.9 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 13 15 15 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,274
COMMITMENTS
0 0 0 55,374 51,787 55,374 51,787 6,900 10,487
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.9 83.2 88.9 83.2 11.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 24 19 24
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 64,410
COMMITMENTS
0 0 0 53,874 60,689 53,874 60,689 10,536 3,721
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.6 94.2 83.6 94.2 16.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 18 17 18
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 73,058
COMMITMENTS
4,062 2,643 6,060 55,377 58,178 65,499 66,881 7,559 6,177
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 356)
0 124 232 124 0 356 356 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 3.6 8.3 75.8 79.6 89.7 91.5 10.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 4 21 25 25 29
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,654
COMMITMENTS
248 5,779 1,939 56,053 43,151 58,240 50,869 5,414 12,785
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 468)
0 -256 306 366 3,169 672 3,219 -204 -2,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 9.1 3.0 88.1 67.8 91.5 79.9 8.5 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 15 20 18 22
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 39,416
COMMITMENTS
3,113 2,329 2,126 28,667 26,594 33,906 31,049 5,510 8,367
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 475)
0 -120 31 382 350 413 261 62 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 5.9 5.4 72.7 67.5 86.0 78.8 14.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 12 12 16 15
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 73,764
COMMITMENTS
5,062 2,149 4,579 53,714 63,757 63,355 70,485 10,409 3,279
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,029)
-307 829 513 1,785 1,161 1,991 2,503 38 -474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 2.9 6.2 72.8 86.4 85.9 95.6 14.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 23 23 27 27
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,212
COMMITMENTS
840 0 0 53,904 53,686 54,744 53,686 468 1,526
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 589)
0 0 0 773 589 773 589 -184 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 0.0 97.6 97.2 99.2 97.2 0.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 20 19 21 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 141,313
COMMITMENTS
2,118 7,141 4,954 130,008 124,489 137,080 136,584 4,233 4,729
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 705)
-1,154 248 240 1,712 217 798 705 -93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 5.1 3.5 92.0 88.1 97.0 96.7 3.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 4 34 35 39 39
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,632
COMMITMENTS
610 2,131 1,217 100,546 101,465 102,373 104,813 8,259 5,819
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 186)
0 -666 186 0 62 186 -418 0 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 1.9 1.1 90.9 91.7 92.5 94.7 7.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 25 22 28 23
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,303
COMMITMENTS
7,237 248 8,122 153,627 166,173 168,986 174,543 12,317 6,760
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -836)
-1,789 0 827 2,188 -1,573 1,226 -746 -2,062 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.1 4.5 84.7 91.7 93.2 96.3 6.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 2 35 36 38 39
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,712,600
COMMITMENTS
542,990 136,760 830,533 1318190 1729030 2691713 2696323 20,887 16,277
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 13,373)
-13,713 -22,583 37,193 -11,451 -1,983 12,029 12,627 1,344 746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 5.0 30.6 48.6 63.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
39 28 59 116 96 181 160
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 869,163
COMMITMENTS
65,780 105,743 144,222 657,015 615,700 867,017 865,665 2,146 3,498
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -192,995)
-30,906 -77,756 -41,266 -120,439 -73,631 -192,611 -192,653 -384 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 12.2 16.6 75.6 70.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
20 26 37 44 39 85 81
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,400
COMMITMENTS
1,005 405 0 6,210 6,675 7,215 7,080 185 320
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 5.5 0.0 83.9 90.2 97.5 95.7 2.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 16 16 17 19
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,215
COMMITMENTS
250 1,435 0 6,849 5,589 7,099 7,024 116 191
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 394)
172 70 0 233 269 405 339 -11 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 19.9 0.0 94.9 77.5 98.4 97.4 1.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 0 24 31 27 34
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,639
COMMITMENTS
0 0 0 3,639 3,606 3,639 3,606 0 33
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 260)
0 0 0 265 467 265 467 -5 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 99.1 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 21 17 21
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,230
COMMITMENTS
0 83 61 1,607 1,321 1,668 1,465 562 765
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.7 2.7 72.1 59.2 74.8 65.7 25.2 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 17 18 18 20
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,767
COMMITMENTS
48 0 15 2,152 2,231 2,215 2,246 552 521
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 234)
0 0 -40 221 206 181 166 53 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 0.5 77.8 80.6 80.1 81.2 19.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 27 27 28 28
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 43,162
COMMITMENTS
5,288 200 1,158 33,458 41,556 39,904 42,914 3,258 248
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,368)
206 -314 234 1,384 2,520 1,824 2,440 544 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 0.5 2.7 77.5 96.3 92.5 99.4 7.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 3 33 25 37 29
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,364
COMMITMENTS
344 126 0 6,891 7,407 7,235 7,533 1,129 831
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 43)
0 84 0 43 -84 43 0 0 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 1.5 0.0 82.4 88.6 86.5 90.1 13.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 13 13 14 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,772
COMMITMENTS
0 692 100 14,214 13,753 14,314 14,545 1,458 1,227
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 90)
0 20 0 86 90 86 110 4 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 0.6 90.1 87.2 90.8 92.2 9.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 19 20 20 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,400
COMMITMENTS
583 0 0 9,551 10,630 10,134 10,630 2,266 1,770
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2)
14 0 0 0 2 14 2 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 0.0 0.0 77.0 85.7 81.7 85.7 18.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 14 16 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,549
COMMITMENTS
0 2,130 200 28,029 28,775 28,229 31,105 3,320 444
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 229)
0 0 0 141 517 141 517 88 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.8 0.6 88.8 91.2 89.5 98.6 10.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 24 28 26
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,774
COMMITMENTS
446 0 180 10,617 11,289 11,243 11,469 1,531 1,305
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 40)
-46 0 42 20 -2 16 40 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.0 1.4 83.1 88.4 88.0 89.8 12.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 19 16 21 18
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,204
COMMITMENTS
0 2,150 0 31,204 29,054 31,204 31,204 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.9 0.0 100.0 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 9 15 10
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,361
COMMITMENTS
172 0 12 14,824 14,679 15,008 14,691 353 670
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 44)
0 0 0 44 42 44 42 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.1 96.5 95.6 97.7 95.6 2.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 29 24 31 25
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| 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: 10,003
COMMITMENTS
0 0 0 8,961 9,161 8,961 9,161 1,042 842
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 180)
0 0 0 258 501 258 501 -78 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 89.6 91.6 89.6 91.6 10.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 22 18 22 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,815
COMMITMENTS
0 0 0 53,815 53,815 53,815 53,815 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 22)
0 0 0 13 11 13 11
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 814,490
COMMITMENTS
0 0 0 814,490 814,490 814,490 814,490 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 768)
0 0 0 768 768 768 768 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 10 15 10
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,573
COMMITMENTS
0 1,720 0 40,573 38,853 40,573 40,573 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.2 0.0 100.0 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 10 16 11
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,774
COMMITMENTS
0 0 0 35,988 36,519 35,988 36,519 786 255
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.9 99.3 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 11 15 11
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 527,347
COMMITMENTS
0 0 0 527,347 527,347 527,347 527,347 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 13 13 13 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 77,465
COMMITMENTS
0 0 0 77,379 77,465 77,379 77,465 86 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 17 18 17 18
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,318,272
COMMITMENTS
0 0 0 1318272 1318272 1318272 1318272 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 14 17 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 213,606
COMMITMENTS
1,720 105 0 211,886 213,308 213,606 213,413 0 193
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -384)
0 105 0 -384 -489 -384 -384 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.0 0.0 99.2 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 0 28 30 29 31
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,750,128
COMMITMENTS
0 2,040 0 3750128 3748088 3750128 3750128 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,040)
0 2,040 0 2,040 0 2,040 2,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.1 0.0 100.0 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 26 24 26 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,262
COMMITMENTS
1,380 2,240 0 59,627 58,767 61,007 61,007 255 255
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 231)
105 0 0 126 231 231 231 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 3.7 0.0 97.3 95.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 0 25 20 27 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,113,531
COMMITMENTS
25,440 68,160 0 1088091 1045371 1113531 1113531 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 17,820)
2,040 0 0 15,780 17,820 17,820 17,820 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 6.1 0.0 97.7 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 0 26 24 28 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,985
COMMITMENTS
2,150 0 0 59,835 61,985 61,985 61,985 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 210 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.0 0.0 96.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 25 27 26 27
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,606
COMMITMENTS
130 608 42 11,306 10,659 11,478 11,309 128 297
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 5.2 0.4 97.4 91.8 98.9 97.4 1.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 14 17 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,992
COMMITMENTS
510 0 0 16,163 16,163 16,673 16,163 319 829
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.0 0.0 95.1 95.1 98.1 95.1 1.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 11 16 11
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 552,462
COMMITMENTS
0 38,825 0 552,462 513,637 552,462 552,462 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.0 0.0 100.0 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 9 13 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,153,561
COMMITMENTS
38,825 24,337 11,690 1103046 1117534 1153561 1153561 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 11,475)
-10,538 937 10,538 11,475 0 11,475 11,475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 2.1 1.0 95.6 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 1 24 25 26 27
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,853
COMMITMENTS
120 275 1,144 24,741 25,232 26,005 26,651 848 202
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 648)
-110 225 -2 735 422 623 645 25 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 1.0 4.3 92.1 94.0 96.8 99.2 3.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 7 34 32 41 39
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,844
COMMITMENTS
45 0 0 14,109 13,972 14,154 13,972 690 872
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -371)
0 0 0 -381 -336 -381 -336 10 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.0 95.0 94.1 95.4 94.1 4.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 14 16 14
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,491
COMMITMENTS
127 105 242 8,917 8,920 9,286 9,267 205 224
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 525)
-31 0 71 535 464 575 535 -50 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.1 2.5 94.0 94.0 97.8 97.6 2.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 27 19 30 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,867
COMMITMENTS
0 0 0 9,624 9,113 9,624 9,113 243 754
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 572)
0 0 0 792 492 792 492 -220 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.5 92.4 97.5 92.4 2.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 20 20 20
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,799
COMMITMENTS
130 0 50 4,477 4,596 4,657 4,646 142 153
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 161)
0 0 0 161 161 161 161 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 1.0 93.3 95.8 97.0 96.8 3.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 15 19 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,332,755
COMMITMENTS
293,470 231,974 322,084 635,045 707,401 1250599 1261459 82,156 71,296
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 8,641)
6,442 -11,154 -6,868 7,680 20,364 7,254 2,342 1,387 6,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 17.4 24.2 47.6 53.1 93.8 94.7 6.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
126 99 149 83 95 294 271
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 238,830
COMMITMENTS
26,789 17,294 15,757 169,016 153,739 211,562 186,790 27,268 52,040
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 5,147)
690 448 349 3,342 3,253 4,381 4,050 766 1,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 7.2 6.6 70.8 64.4 88.6 78.2 11.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 4 5 26 24 33 31
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,848
COMMITMENTS
200 7,487 758 48,865 41,530 49,823 49,775 25 73
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,721)
0 1,600 100 2,621 1,021 2,721 2,721 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 15.0 1.5 98.0 83.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
1 9 4 46 41 50 53
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,552
COMMITMENTS
5,870 33,962 5,218 91,287 62,520 102,375 101,700 4,177 4,852
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,432)
0 947 0 1,477 490 1,477 1,437 -45 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 31.9 4.9 85.7 58.7 96.1 95.4 3.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 13 11 26 25 38 40
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,155
COMMITMENTS
6,135 2,569 5,756 27,629 30,997 39,520 39,322 2,635 2,833
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,588)
2,100 0 100 225 2,356 2,425 2,456 163 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 6.1 13.7 65.5 73.5 93.7 93.3 6.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 4 5 14 15 22 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,785
COMMITMENTS
8,274 625 100 14,060 21,985 22,434 22,710 351 75
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 2.7 0.4 61.7 96.5 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 1 23 25 27 27
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,189
COMMITMENTS
17,351 1,761 259 3,836 21,612 21,446 23,632 2,743 557
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 725)
864 -490 68 -213 1,118 719 696 6 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.7 7.3 1.1 15.9 89.3 88.7 97.7 11.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
78 18 8 22 36 107 57
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,523
COMMITMENTS
24,818 1,716 167 8,047 35,326 33,032 37,209 5,491 1,314
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 586)
-236 -360 -188 758 1,145 334 597 252 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.4 4.5 0.4 20.9 91.7 85.7 96.6 14.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
79 10 3 19 34 100 46
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 242,914
COMMITMENTS
55,542 19,201 23,841 148,863 183,315 228,246 226,357 14,668 16,557
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,336)
-2,886 -3,995 1,428 866 3,989 -592 1,422 1,928 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 7.9 9.8 61.3 75.5 94.0 93.2 6.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
47 30 38 77 88 146 139
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,294
COMMITMENTS
2,449 1,052 1,988 14,873 17,395 19,310 20,435 4,984 3,859
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -343)
52 467 -339 -77 -456 -364 -328 21 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 4.3 8.2 61.2 71.6 79.5 84.1 20.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 3 6 19 20 25 26
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,798
COMMITMENTS
150 115 392 17,261 17,975 17,803 18,482 995 316
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 395)
0 0 0 385 600 385 600 10 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.6 2.1 91.8 95.6 94.7 98.3 5.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 16 14 18 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,288
COMMITMENTS
250 382 286 7,644 7,620 8,180 8,288 108 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 528)
0 50 0 528 478 528 528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 4.6 3.5 92.2 91.9 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 2 34 36 39 40
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 64,142
COMMITMENTS
570 1,201 849 61,706 61,415 63,125 63,465 1,017 677
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 3,058)
0 95 -88 3,496 3,401 3,408 3,408 -350 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 1.9 1.3 96.2 95.7 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 1 2 39 36 42 38
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,212
COMMITMENTS
800 290 0 21,145 21,312 21,945 21,602 267 610
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 210)
0 0 0 133 50 133 50 77 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 1.3 0.0 95.2 95.9 98.8 97.3 1.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 24 16 25 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,938
COMMITMENTS
500 150 0 7,168 7,788 7,668 7,938 270 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 265)
0 0 0 265 265 265 265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 1.9 0.0 90.3 98.1 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 0 26 27 29 28
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,934
COMMITMENTS
5,805 0 75 15,394 20,964 21,274 21,039 660 895
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,525)
825 0 -150 880 1,630 1,555 1,480 -30 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 0.0 0.3 70.2 95.6 97.0 95.9 3.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 30 25 32 26
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,358
COMMITMENTS
956 946 43 15,777 15,672 16,776 16,661 582 697
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 22)
153 -80 -78 11 180 86 22 -64 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 5.4 0.2 90.9 90.3 96.6 96.0 3.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 2 2 32 34 38 38
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,065
COMMITMENTS
1,022 296 143 14,664 15,425 15,829 15,864 236 201
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 228)
0 0 0 228 210 228 210 0 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 1.8 0.9 91.3 96.0 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 1 30 28 33 31
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,448
COMMITMENTS
1,977 1,293 1,811 25,814 28,041 29,602 31,145 1,846 303
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 277)
0 0 0 416 1,466 416 1,466 -139 -1,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 4.1 5.8 82.1 89.2 94.1 99.0 5.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 3 5 34 35 41 41
Updated October 1, 2010