GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,395
COMMITMENTS
1,950 810 0 35,412 36,545 37,362 37,355 33 40
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 661)
0 75 0 746 671 746 746 -85 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.2 0.0 94.7 97.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 2 0 35 36 37 38
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,653
COMMITMENTS
0 0 0 20,616 20,518 20,616 20,518 37 135
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,604)
0 0 0 1,604 1,604 1,604 1,604 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.3 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 29 27 29 27
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,697
COMMITMENTS
505 216 114 6,218 6,383 6,837 6,713 860 984
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 380)
0 0 0 887 705 887 705 -507 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.8 1.5 80.8 82.9 88.8 87.2 11.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 24 24 25 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,936
COMMITMENTS
211 226 0 9,130 9,429 9,341 9,655 1,595 1,281
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 409)
0 -10 0 14 263 14 253 395 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.1 0.0 83.5 86.2 85.4 88.3 14.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 2 0 44 46 45 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,781
COMMITMENTS
30 231 188 7,908 7,842 8,126 8,261 655 520
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 750)
0 10 65 642 704 707 779 43 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.6 2.1 90.1 89.3 92.5 94.1 7.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 4 4 48 56 52 62
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,854
COMMITMENTS
0 0 0 9,849 9,789 9,849 9,789 5 65
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -243)
0 0 0 -243 -290 -243 -290 0 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 99.3 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 19 19 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 363,780
COMMITMENTS
55,230 19,549 64,966 199,929 251,492 320,125 336,008 43,655 27,772
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -20,146)
-11,450 -1,294 1,016 -2,896 -17,608 -13,330 -17,886 -6,816 -2,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 5.4 17.9 55.0 69.1 88.0 92.4 12.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
52 19 43 75 85 151 131
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 72,091
COMMITMENTS
2,402 5,026 19,139 45,339 44,239 66,880 68,404 5,210 3,687
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -5,378)
-152 -772 -1,426 -3,603 -2,939 -5,181 -5,138 -197 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 7.0 26.5 62.9 61.4 92.8 94.9 7.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 4 8 12 12 20 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,294
COMMITMENTS
1,621 450 625 15,658 17,483 17,904 18,558 1,390 736
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,790)
50 -100 100 705 1,805 855 1,805 935 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 2.3 3.2 81.2 90.6 92.8 96.2 7.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
7 4 6 40 50 50 59
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,261
COMMITMENTS
225 1,650 450 16,497 15,321 17,172 17,421 1,089 840
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,161)
0 300 300 861 561 1,161 1,161 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 9.0 2.5 90.3 83.9 94.0 95.4 6.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 2 23 18 25 22
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,400
COMMITMENTS
50 475 0 2,200 1,525 2,250 2,000 150 400
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 150)
50 50 0 325 200 375 250 -225 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 19.8 0.0 91.7 63.5 93.8 83.3 6.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 0 15 13 16 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 952,550
COMMITMENTS
151,852 241,902 351,522 370,602 318,117 873,976 911,541 78,574 41,008
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 10,284)
-673 8,953 5,305 8,692 -1,014 13,324 13,244 -3,040 -2,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 25.4 36.9 38.9 33.4 91.8 95.7 8.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
81 91 130 85 75 253 222
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,897
COMMITMENTS
3,055 0 1,765 53,215 55,995 58,035 57,760 7,862 8,137
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 604)
1,196 0 4 -294 926 906 930 -302 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 2.7 80.8 85.0 88.1 87.7 11.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 20 22 22 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,487
COMMITMENTS
826 2,869 0 60,220 57,426 61,046 60,295 10,441 11,192
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,097)
0 400 -400 2,577 2,150 2,177 2,150 -1,080 -1,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.0 0.0 84.2 80.3 85.4 84.3 14.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 25 28 26 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,500
COMMITMENTS
0 0 0 71,050 76,660 71,050 76,660 9,450 3,840
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.3 95.2 88.3 95.2 11.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 21 20 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,494
COMMITMENTS
4,386 0 3,000 81,256 90,547 88,642 93,547 8,852 3,947
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -74)
-2,620 0 384 2,162 -458 -74 -74 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 3.1 83.3 92.9 90.9 96.0 9.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 3 24 27 27 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,239
COMMITMENTS
1,069 3,776 4,284 84,851 78,335 90,204 86,395 6,035 9,844
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 799)
112 -792 -81 1,196 3,724 1,227 2,851 -428 -2,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.9 4.5 88.2 81.4 93.7 89.8 6.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 15 22 18 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,300
COMMITMENTS
9,707 2,419 3,835 67,345 79,634 80,887 85,888 11,413 6,412
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -177)
-770 0 31 913 862 174 893 -351 -1,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 2.6 4.2 73.0 86.3 87.6 93.1 12.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 3 22 25 26 28
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,609,592
COMMITMENTS
62,295 105,242 521,588 1020366 977,090 1604249 1603919 5,343 5,673
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -12,425)
5,667 -1,432 -5,473 -13,019 -5,780 -12,826 -12,684 401 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 6.5 32.4 63.4 60.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
42 30 56 56 58 121 121
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,566
COMMITMENTS
0 1,180 0 88,862 86,531 88,862 87,711 3,704 4,855
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 200,585
COMMITMENTS
5,402 8,160 4,325 180,353 181,069 190,080 193,554 10,505 7,031
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,354)
-687 561 -49 1,586 782 850 1,294 504 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.1 2.2 89.9 90.3 94.8 96.5 5.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 5 39 36 46 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 146,975
COMMITMENTS
3,049 2,131 2,444 129,131 137,436 134,624 142,011 12,351 4,964
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 2,018)
1,060 250 -456 2,304 2,132 2,908 1,926 -890 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.4 1.7 87.9 93.5 91.6 96.6 8.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 26 25 30 27
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 239,567
COMMITMENTS
8,759 0 11,566 204,757 220,526 225,082 232,092 14,485 7,475
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 2,691)
3,485 -547 -755 -397 4,131 2,333 2,829 358 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 4.8 85.5 92.1 94.0 96.9 6.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 0 3 35 39 38 42
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,956,809
COMMITMENTS
722,626 58,942 923,279 1280790 1952069 2926695 2934290 30,114 22,519
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 7,029)
-9,669 -12,476 34,120 -16,832 -13,067 7,619 8,577 -590 -1,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 2.0 31.2 43.3 66.0 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
45 20 57 108 100 173 160
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 966,626
COMMITMENTS
138,603 207,944 167,838 654,885 588,791 961,326 964,573 5,300 2,053
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 29,169)
9,680 14,151 2,540 16,977 12,526 29,197 29,217 -28 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 21.5 17.4 67.7 60.9 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 26 42 40 37 87 85
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,724
COMMITMENTS
0 810 0 2,578 1,736 2,578 2,546 146 178
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 83)
0 0 0 116 78 116 78 -33 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 29.7 0.0 94.6 63.7 94.6 93.5 5.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 13 16 13 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 132,374
COMMITMENTS
871 291 7,276 122,820 124,499 130,967 132,066 1,406 308
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 3,505)
-13 -208 1,147 2,548 2,752 3,682 3,691 -177 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 5.5 92.8 94.1 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 4 7 35 34 43 41
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 22,586
COMMITMENTS
0 1,157 506 21,162 19,464 21,668 21,127 918 1,459
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -11)
-5 22 -3 -3 -30 -11 -11 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 2.2 93.7 86.2 95.9 93.5 4.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 3 24 20 27 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,291
COMMITMENTS
0 1,414 480 28,779 28,709 29,259 30,603 2,032 688
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 65)
0 144 0 42 -79 42 65 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 1.5 92.0 91.7 93.5 97.8 6.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 20 28 22
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,222
COMMITMENTS
720 0 0 10,758 11,586 11,478 11,586 1,744 1,636
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 166)
0 0 0 166 156 166 156 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 81.4 87.6 86.8 87.6 13.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 17 15 18 15
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,123
COMMITMENTS
66 0 719 43,553 43,645 44,339 44,365 784 758
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -198)
2 -0 -4 -210 -228 -212 -232 15 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 1.6 96.5 96.7 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 22 21 23 23
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| 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: 11,282
COMMITMENTS
0 0 0 10,232 10,722 10,232 10,722 1,050 560
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 34)
0 0 0 104 34 104 34 -70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.7 95.0 90.7 95.0 9.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 16 19 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 57,466
COMMITMENTS
0 0 0 57,466 57,124 57,466 57,124 0 342
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,700)
0 0 0 1,700 1,700 1,700 1,700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 21)
0 0 0 14 9 14 9
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 906,804
COMMITMENTS
0 0 0 906,804 906,804 906,804 906,804 0 0
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 9 13 9
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 49,944
COMMITMENTS
0 600 0 49,319 49,244 49,319 49,844 625 100
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 200)
0 200 0 200 0 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 98.7 98.6 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 19 8 19 10
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| 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 01/12/10 (CHANGE IN OPEN INTEREST: 0)
0 -3,520 0 0 3,520 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 22)
0 3 0 15 8 15 11
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 91,553
COMMITMENTS
0 4,345 0 90,753 86,408 90,753 90,753 800 800
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,541,930
COMMITMENTS
0 65,910 0 1541930 1476020 1541930 1541930 0 0
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 4,680)
0 0 0 4,680 4,680 4,680 4,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 175,912
COMMITMENTS
5,575 0 0 170,337 175,307 175,912 175,307 0 605
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,276)
200 0 0 1,076 1,276 1,276 1,276 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 96.8 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 22 26 24 26
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,806,312
COMMITMENTS
98,893 0 0 2707419 2806312 2806312 2806312 0 0
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,927)
-3,520 0 0 5,447 1,927 1,927 1,927 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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)
3 0 0 21 22 24 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| 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 01/12/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| 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 01/12/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 0.0 100.0 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 15 14 15 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 60,710
COMMITMENTS
5,130 515 45 55,280 60,110 60,455 60,670 255 40
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 3,104)
0 0 0 3,104 3,104 3,104 3,104 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.8 0.1 91.1 99.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 22 30 24 32
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,094,528
COMMITMENTS
105,180 35,400 0 989,348 1059128 1094528 1094528 0 0
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 56,464)
0 0 0 56,464 56,464 56,464 56,464 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 3.2 0.0 90.4 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 0 23 24 25 26
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,555
COMMITMENTS
389 45 90 21,660 22,259 22,139 22,394 416 161
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,020)
-10 0 -24 1,294 1,019 1,260 995 -240 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.2 0.4 96.0 98.7 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 2 31 29 34 31
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,506
COMMITMENTS
0 0 0 15,766 16,506 15,766 16,506 740 0
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,178)
0 0 0 928 1,178 928 1,178 250 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 100.0 95.5 100.0 4.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 19 17 19
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,881
COMMITMENTS
0 12 174 12,478 12,550 12,652 12,736 229 145
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -62)
0 -190 29 -81 149 -52 -12 -10 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 1.4 96.9 97.4 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 19 23 20 24
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,556
COMMITMENTS
415 0 0 7,974 8,039 8,389 8,039 1,167 1,517
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,436 1,183 1,436 1,183 -161 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 83.4 84.1 87.8 84.1 12.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 24 21 25 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,540,116
COMMITMENTS
295,218 88,466 800,368 1356395 1582974 2451981 2471808 88,135 68,308
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -47,038)
-9,053 -7,072 -36,834 3,705 8,229 -42,182 -35,677 -4,856 -11,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 3.5 31.5 53.4 62.3 96.5 97.3 3.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
148 78 167 88 98 318 276
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 78,756
COMMITMENTS
2,409 21,416 15,209 57,180 38,235 74,798 74,859 3,959 3,897
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -10,789)
-584 669 -1,529 -8,415 -9,663 -10,527 -10,522 -262 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 27.2 19.3 72.6 48.5 95.0 95.1 5.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 9 9 15 14 24 25
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 220,833
COMMITMENTS
34,594 25,500 2,678 153,271 138,650 190,543 166,828 30,290 54,005
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 3,300)
-1,830 60 560 2,947 -1,613 1,677 -993 1,623 4,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 11.5 1.2 69.4 62.8 86.3 75.5 13.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 5 30 28 37 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 154,386
COMMITMENTS
31,673 5,340 33,262 85,750 112,035 150,685 150,637 3,702 3,749
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -5,575)
1,515 -111 -2,388 -4,339 -2,649 -5,212 -5,149 -363 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 3.5 21.5 55.5 72.6 97.6 97.6 2.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
23 9 25 25 25 57 51
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 602,962
COMMITMENTS
31,352 475 69,198 479,045 509,961 579,595 579,634 23,367 23,328
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -10,909)
-3,021 412 1,299 -9,201 -12,788 -10,922 -11,078 14 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.1 11.5 79.4 84.6 96.1 96.1 3.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 1 8 33 34 41 42
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,929
COMMITMENTS
476 1,130 170 70,048 69,314 70,694 70,614 235 315
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 2,470)
286 -175 -130 2,319 2,780 2,475 2,475 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.6 0.2 98.8 97.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 3 2 49 51 54 56
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 138,075
COMMITMENTS
18,982 35,313 9,464 104,142 88,093 132,588 132,870 5,487 5,205
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 4,805)
-132 4,117 1,493 3,223 81 4,584 5,691 221 -886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 25.6 6.9 75.4 63.8 96.0 96.2 4.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 16 16 25 25 46 45
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,841
COMMITMENTS
1,900 2,441 6,308 25,585 26,067 33,793 34,816 2,048 1,025
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -765)
1,128 -1,485 298 -2,366 1,267 -940 80 175 -845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 6.8 17.6 71.4 72.7 94.3 97.1 5.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 2 5 16 16 23 23
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 98,629
COMMITMENTS
1,840 34 2,188 49,744 68,282 53,772 70,504 44,857 28,125
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 2.2 50.4 69.2 54.5 71.5 45.5 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 18 18 20 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,245
COMMITMENTS
650 2,130 150 37,445 35,815 38,245 38,095 0 150
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,215)
150 0 0 1,065 1,215 1,215 1,215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 5.6 0.4 97.9 93.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 1 26 32 29 36
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,262
COMMITMENTS
15,612 3,313 717 3,919 18,757 20,248 22,787 3,014 475
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -175)
9 530 233 -217 -826 25 -63 -200 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.1 14.2 3.1 16.8 80.6 87.0 98.0 13.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
92 20 8 20 29 117 53
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,352
COMMITMENTS
22,844 3,416 471 5,634 29,221 28,949 33,108 5,403 1,244
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -150)
-169 562 275 -136 -1,147 -30 -310 -120 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.5 9.9 1.4 16.4 85.1 84.3 96.4 15.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
83 16 6 17 32 105 50
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 305,153
COMMITMENTS
88,241 15,474 40,865 154,135 235,063 283,241 291,401 21,912 13,751
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 9,995)
-2,384 48 5,442 10,846 8,197 13,904 13,687 -3,909 -3,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 5.1 13.4 50.5 77.0 92.8 95.5 7.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
78 30 56 80 91 187 152
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,372
COMMITMENTS
1,981 1,245 495 15,767 16,169 18,243 17,909 5,129 5,463
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 918)
577 1,245 0 930 793 1,507 2,038 -589 -1,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 5.3 2.1 67.5 69.2 78.1 76.6 21.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 14 16 17 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,778
COMMITMENTS
1,606 0 566 6,414 8,003 8,586 8,569 192 209
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 969)
0 0 150 710 710 860 860 109 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 0.0 6.4 73.1 91.2 97.8 97.6 2.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 0 4 25 31 31 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,178
COMMITMENTS
270 95 634 40,848 43,254 41,752 43,983 2,426 195
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 3,064)
0 -25 25 2,263 3,064 2,288 3,064 776 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 1.4 92.5 97.9 94.5 99.6 5.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 35 26 37 27
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,616
COMMITMENTS
2,400 0 0 18,105 20,016 20,505 20,016 111 600
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 755)
-25 0 0 780 755 755 755 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 0.0 87.8 97.1 99.5 97.1 0.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 21 14 22 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,008
COMMITMENTS
1,734 750 350 12,924 13,908 15,008 15,008 0 0
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 750)
-750 0 300 1,200 450 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 5.0 2.3 86.1 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 2 24 24 28 26
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,542
COMMITMENTS
239 75 25 2,325 2,559 2,589 2,659 953 883
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 41)
9 0 25 -10 -7 24 18 17 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.1 0.7 65.6 72.2 73.1 75.1 26.9 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 13 15 15 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,637
COMMITMENTS
460 0 0 12,902 13,637 13,362 13,637 275 0
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 139)
0 0 0 139 139 139 139 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 94.6 100.0 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 16 20 16
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,303
COMMITMENTS
708 2,218 636 17,607 16,443 18,951 19,297 352 6
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 2,040)
0 1,053 0 2,040 987 2,040 2,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 11.5 3.3 91.2 85.2 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 1 29 33 32 37
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,545
COMMITMENTS
1,259 1,004 0 12,286 12,541 13,545 13,545 0 0
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,448)
183 187 0 1,265 1,261 1,448 1,448 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 7.4 0.0 90.7 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 0 22 24 25 26
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,885
COMMITMENTS
7,270 2,931 1,484 40,518 46,631 49,272 51,046 2,613 839
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 4)
-222 -5 111 85 -81 -26 25 30 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 5.6 2.9 78.1 89.9 95.0 98.4 5.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 6 3 32 39 39 46
Updated January 22, 2010