GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,538
COMMITMENTS
1,980 880 0 36,525 37,618 38,505 38,498 33 40
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 1,143)
30 70 0 1,113 1,073 1,143 1,143 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.3 0.0 94.8 97.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 3 0 36 38 38 41
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,120
COMMITMENTS
0 0 0 21,003 20,985 21,003 20,985 117 135
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 467)
0 0 0 387 467 387 467 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 31 27 31 27
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,857
COMMITMENTS
505 216 114 6,371 6,612 6,990 6,942 867 915
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 160)
0 0 0 153 229 153 229 7 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.7 1.5 81.1 84.2 89.0 88.4 11.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 26 24 27 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,217
COMMITMENTS
262 251 60 9,439 9,877 9,761 10,188 1,456 1,029
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 281)
51 25 60 309 448 420 533 -139 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.2 0.5 84.1 88.1 87.0 90.8 13.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 2 1 45 48 47 51
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,241
COMMITMENTS
25 196 198 8,165 8,232 8,388 8,626 853 615
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 460)
-5 -35 10 257 390 262 365 198 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.1 2.1 88.4 89.1 90.8 93.3 9.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
1 4 4 45 57 49 63
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,251
COMMITMENTS
825 40 0 2,666 3,379 3,491 3,419 760 832
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 0.9 0.0 62.7 79.5 82.1 80.4 17.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 15 20 16 21
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,083
COMMITMENTS
0 0 0 11,078 11,043 11,078 11,043 5 40
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 1,229)
0 0 0 1,229 1,254 1,229 1,254 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 22 19 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 360,648
COMMITMENTS
51,051 25,113 60,088 204,443 245,497 315,582 330,699 45,066 29,949
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -3,132)
-4,179 5,564 -4,878 4,514 -5,995 -4,543 -5,309 1,411 2,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 7.0 16.7 56.7 68.1 87.5 91.7 12.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
46 24 45 66 81 141 131
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 70,885
COMMITMENTS
2,320 5,662 18,073 45,099 43,038 65,492 66,773 5,393 4,112
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -1,206)
-82 636 -1,066 -240 -1,201 -1,388 -1,631 183 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 8.0 25.5 63.6 60.7 92.4 94.2 7.6 5.8
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 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 22,069
COMMITMENTS
1,371 50 675 17,083 19,958 19,129 20,683 2,940 1,386
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 2,775)
-250 -400 50 1,425 2,475 1,225 2,125 1,550 650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.2 3.1 77.4 90.4 86.7 93.7 13.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
7 1 6 44 53 54 60
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,388
COMMITMENTS
225 1,650 450 16,547 15,448 17,222 17,548 1,166 840
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 127)
0 0 0 50 127 50 127 77 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 9.0 2.4 90.0 84.0 93.7 95.4 6.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 2 23 18 25 22
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 5,146
COMMITMENTS
660 110 290 2,583 2,958 3,533 3,358 1,613 1,788
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 2.1 5.6 50.2 57.5 68.7 65.3 31.3 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 4 12 16 17 20
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| 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 01/19/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 924,807
COMMITMENTS
151,934 237,026 345,111 351,021 305,433 848,066 887,569 76,742 37,238
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -27,742)
82 -4,876 -6,411 -19,581 -12,685 -25,910 -23,972 -1,832 -3,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 25.6 37.3 38.0 33.0 91.7 96.0 8.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
72 94 120 85 76 241 216
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,760
COMMITMENTS
2,127 0 1,824 55,664 56,693 59,615 58,517 5,145 6,243
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -1,137)
-928 0 59 2,449 698 1,580 757 -2,717 -1,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 2.8 86.0 87.5 92.1 90.4 7.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 22 23 24 25
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,024
COMMITMENTS
826 2,917 0 60,633 57,915 61,459 60,832 10,565 11,192
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 537)
0 48 0 413 489 413 537 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.1 0.0 84.2 80.4 85.3 84.5 14.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 26 28 27 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,928
COMMITMENTS
0 0 0 71,478 77,088 71,478 77,088 9,450 3,840
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 428)
0 0 0 428 428 428 428 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.3 95.3 88.3 95.3 11.7 4.7
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 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,769
COMMITMENTS
4,408 0 3,523 81,901 91,271 89,832 94,794 8,937 3,975
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 1,275)
22 0 523 645 724 1,190 1,247 85 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 3.6 82.9 92.4 91.0 96.0 9.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 3 25 29 28 32
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,127
COMMITMENTS
0 10,680 2,977 90,095 75,784 93,072 89,441 6,055 9,686
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 2,888)
-1,069 6,904 -1,307 5,244 -2,551 2,868 3,046 20 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.8 3.0 90.9 76.5 93.9 90.2 6.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 3 16 22 19 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,380
COMMITMENTS
8,963 2,419 4,026 67,914 79,631 80,903 86,076 11,477 6,304
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 80)
-744 0 191 569 -3 16 188 64 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.6 4.4 73.5 86.2 87.6 93.2 12.4 6.8
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 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,530,017
COMMITMENTS
56,426 98,603 489,362 977,700 935,312 1523488 1523277 6,529 6,739
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -79,576)
-5,869 -6,639 -32,226 -42,666 -41,777 -80,761 -80,642 1,185 1,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 6.4 32.0 63.9 61.1 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
42 28 57 56 58 120 121
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,574
COMMITMENTS
0 1,180 0 90,224 87,539 90,224 88,719 3,350 4,855
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 1,008)
0 0 0 1,362 1,008 1,362 1,008 -354 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 96.4 93.6 96.4 94.8 3.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 18 17 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 202,139
COMMITMENTS
4,624 7,783 5,426 181,798 181,881 191,848 195,090 10,291 7,049
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 1,554)
-778 -377 1,101 1,445 812 1,768 1,536 -214 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.9 2.7 89.9 90.0 94.9 96.5 5.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 3 5 39 36 47 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 147,735
COMMITMENTS
3,049 2,929 2,057 130,881 138,019 135,987 143,005 11,748 4,730
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 761)
0 798 -387 1,751 583 1,364 995 -603 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.0 1.4 88.6 93.4 92.0 96.8 8.0 3.2
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 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 241,553
COMMITMENTS
10,786 0 10,927 204,463 223,139 226,176 234,066 15,377 7,487
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 1,986)
2,027 0 -639 -294 2,613 1,094 1,974 892 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 4.5 84.6 92.4 93.6 96.9 6.4 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 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,972,720
COMMITMENTS
695,241 58,041 941,834 1313406 1956791 2950481 2956666 22,239 16,054
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 15,911)
-27,385 -901 18,555 32,616 4,722 23,786 22,376 -7,875 -6,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 2.0 31.7 44.2 65.8 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
44 21 57 113 101 178 161
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,031,193
COMMITMENTS
153,645 211,477 191,121 677,552 622,323 1022318 1024921 8,875 6,272
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 64,567)
15,042 3,533 23,283 22,667 33,532 60,992 60,348 3,575 4,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 20.5 18.5 65.7 60.3 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
28 26 41 43 39 93 84
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,920
COMMITMENTS
0 825 0 2,846 1,896 2,846 2,721 74 199
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 196)
0 15 0 268 160 268 175 -72 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 28.3 0.0 97.5 64.9 97.5 93.2 2.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 13 16 13 18
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,842
COMMITMENTS
113 0 0 823 1,319 936 1,319 906 523
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 385)
27 -35 0 120 446 147 411 238 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 44.7 71.6 50.8 71.6 49.2 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 17 15 19 15
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 134,766
COMMITMENTS
937 412 7,363 125,011 126,683 133,311 134,458 1,455 308
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 2,392)
66 121 86 2,192 2,185 2,344 2,392 49 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 5.5 92.8 94.0 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 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 22,572
COMMITMENTS
0 1,136 514 21,140 19,463 21,654 21,113 918 1,459
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -14)
0 -21 8 -22 -1 -14 -14 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 2.3 93.7 86.2 95.9 93.5 4.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 3 23 20 26 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,639
COMMITMENTS
0 1,514 490 29,103 28,947 29,593 30,951 2,046 688
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 348)
0 100 10 324 238 334 348 14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 1.5 92.0 91.5 93.5 97.8 6.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 22 28 24
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,238
COMMITMENTS
720 88 0 10,374 11,550 11,094 11,638 2,144 1,600
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 16)
0 88 0 -384 -36 -384 52 400 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.7 0.0 78.4 87.2 83.8 87.9 16.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 17 15 18 16
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,468
COMMITMENTS
76 0 712 43,905 43,988 44,693 44,700 775 768
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 345)
10 -0 -7 352 343 354 335 -9 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 1.6 96.6 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 01/26/10 |
--------------------------------------------------------------| 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: 11,300
COMMITMENTS
0 0 0 10,238 10,766 10,238 10,766 1,062 534
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 18)
0 0 0 6 44 6 44 12 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.6 95.3 90.6 95.3 9.4 4.7
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 01/26/10 |
--------------------------------------------------------------| 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 01/19/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 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 01/26/10 |
--------------------------------------------------------------| 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 01/19/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 50,594
COMMITMENTS
0 600 0 49,969 49,894 49,969 50,494 625 100
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 650)
0 0 0 650 650 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 98.8 98.6 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 18 8 18 10
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 833,736
COMMITMENTS
0 31,040 0 833,736 802,696 833,736 833,736 0 0
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 11,670)
0 0 0 11,670 11,670 11,670 11,670 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 100.0 96.3 100.0 100.0 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 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 95,883
COMMITMENTS
0 4,345 0 95,883 91,538 95,883 95,883 0 0
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 4,330)
0 0 0 5,130 5,130 5,130 5,130 -800 -800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 100.0 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 16 12 16 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,635,290
COMMITMENTS
0 65,910 0 1635290 1569380 1635290 1635290 0 0
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 93,360)
0 0 0 93,360 93,360 93,360 93,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 100.0 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 16 11 16 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 183,944
COMMITMENTS
5,575 0 0 178,369 183,339 183,944 183,339 0 605
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 8,032)
0 0 0 8,032 8,032 8,032 8,032 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 97.0 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 23 26 25 26
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,952,636
COMMITMENTS
98,893 0 0 2853743 2952636 2952636 2952636 0 0
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 146,324)
0 0 0 146,324 146,324 146,324 146,324 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 96.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 0 21 23 24 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 62,371
COMMITMENTS
80 3,090 0 59,741 59,025 59,821 62,115 2,550 256
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 -1,275 1,275 -1,275 1,275 2,550 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.0 0.0 95.8 94.6 95.9 99.6 4.1 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 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,040,251
COMMITMENTS
0 76,200 0 1040251 964,051 1040251 1040251 0 0
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 31,795)
0 -3,715 0 31,795 35,510 31,795 31,795 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 0.0 100.0 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 16 16 16 17
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| 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 01/19/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 01/26/10 |
--------------------------------------------------------------| 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 01/19/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,432
COMMITMENTS
504 45 119 22,319 23,019 22,942 23,183 490 249
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 877)
115 0 29 659 760 803 789 74 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.2 0.5 95.3 98.2 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 2 37 31 40 33
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,765
COMMITMENTS
25 0 0 15,880 16,765 15,905 16,765 860 0
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 259)
25 0 0 114 259 139 259 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 94.7 100.0 94.9 100.0 5.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 18 18 19 18
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,009
COMMITMENTS
0 127 161 12,669 12,646 12,830 12,934 179 75
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 128)
0 115 -13 191 96 178 198 -50 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 1.2 97.4 97.2 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 21 24 22 25
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,799
COMMITMENTS
415 0 0 8,642 9,424 9,057 9,424 742 375
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 243)
0 0 0 668 1,385 668 1,385 -425 -1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 88.2 96.2 92.4 96.2 7.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 26 23 27 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,585,721
COMMITMENTS
259,101 91,971 832,554 1395433 1589579 2487088 2514103 98,634 71,618
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 45,605)
-36,117 3,505 32,186 39,038 6,605 35,107 42,295 10,498 3,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 3.6 32.2 54.0 61.5 96.2 97.2 3.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
136 80 167 91 101 307 282
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 79,611
COMMITMENTS
2,575 22,601 16,474 57,237 37,588 76,287 76,664 3,325 2,947
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 855)
167 1,186 1,266 56 -647 1,489 1,805 -634 -950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 28.4 20.7 71.9 47.2 95.8 96.3 4.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 10 12 16 18 29 31
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 221,689
COMMITMENTS
33,793 27,102 2,152 161,164 141,575 197,109 170,829 24,580 50,860
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 856)
-801 1,602 -526 7,893 2,925 6,566 4,001 -5,710 -3,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 12.2 1.0 72.7 63.9 88.9 77.1 11.1 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 5 32 30 38 36
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 150,114
COMMITMENTS
28,340 6,150 33,561 84,612 106,567 146,513 146,278 3,601 3,836
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -4,272)
-3,333 809 300 -1,138 -5,468 -4,171 -4,359 -101 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 4.1 22.4 56.4 71.0 97.6 97.4 2.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
23 11 25 26 26 59 52
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 600,338
COMMITMENTS
31,673 496 74,405 471,962 502,395 578,040 577,296 22,298 23,042
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -2,624)
321 21 5,207 -7,083 -7,566 -1,555 -2,338 -1,069 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.1 12.4 78.6 83.7 96.3 96.2 3.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 1 9 33 34 42 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 73,019
COMMITMENTS
845 1,130 145 71,994 71,629 72,984 72,904 35 115
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 2,090)
369 0 -25 1,946 2,315 2,290 2,290 -200 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.5 0.2 98.6 98.1 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 3 3 50 50 54 56
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 133,658
COMMITMENTS
19,000 34,777 8,589 101,015 85,483 128,604 128,849 5,054 4,809
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -4,417)
18 -536 -875 -3,127 -2,610 -3,984 -4,021 -433 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 26.0 6.4 75.6 64.0 96.2 96.4 3.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 15 15 24 23 44 41
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,847
COMMITMENTS
2,300 2,441 6,145 25,438 26,437 33,883 35,023 1,964 824
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 6)
400 0 -163 -147 370 90 207 -84 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 6.8 17.1 71.0 73.7 94.5 97.7 5.5 2.3
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 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 99,130
COMMITMENTS
1,872 94 2,188 50,305 68,961 54,365 71,243 44,765 27,887
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 501)
32 60 0 561 679 593 739 -92 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.1 2.2 50.7 69.6 54.8 71.9 45.2 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 19 19 21 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,645
COMMITMENTS
650 1,800 150 36,795 35,495 37,595 37,445 50 200
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -600)
0 -330 0 -650 -320 -650 -650 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.8 0.4 97.7 94.3 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 1 27 33 30 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,354
COMMITMENTS
15,964 3,928 631 3,934 18,274 20,529 22,833 2,825 521
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 92)
352 615 -86 15 -483 281 46 -189 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.4 16.8 2.7 16.8 78.2 87.9 97.8 12.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
85 25 8 21 29 111 58
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,697
COMMITMENTS
22,932 4,418 647 5,976 28,528 29,555 33,593 5,142 1,104
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 345)
88 1,002 176 342 -693 606 485 -261 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.1 12.7 1.9 17.2 82.2 85.2 96.8 14.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
81 20 7 17 30 104 52
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 295,500
COMMITMENTS
73,626 11,787 45,031 157,101 224,242 275,757 281,060 19,743 14,440
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -9,653)
-14,615 -3,687 4,166 2,966 -10,821 -7,483 -10,342 -2,170 689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 4.0 15.2 53.2 75.9 93.3 95.1 6.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
73 25 58 79 89 180 151
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,624
COMMITMENTS
1,944 0 495 15,748 16,596 18,187 17,091 5,437 6,533
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 252)
-37 -1,245 0 -19 427 -56 -818 308 1,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 2.1 66.7 70.3 77.0 72.3 23.0 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 14 16 17 17
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,260
COMMITMENTS
1,572 86 450 6,946 8,415 8,968 8,951 292 309
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 482)
-34 86 -116 532 412 382 382 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 0.9 4.9 75.0 90.9 96.8 96.7 3.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 3 27 33 32 36
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,432
COMMITMENTS
1,710 95 634 42,506 45,508 44,850 46,237 1,582 195
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 2,254)
1,440 0 0 1,658 2,254 3,098 2,254 -844 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.2 1.4 91.5 98.0 96.6 99.6 3.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 1 35 29 39 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,541
COMMITMENTS
2,400 0 0 19,030 20,841 21,430 20,841 111 700
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 925)
0 0 0 925 825 925 825 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 0.0 88.3 96.8 99.5 96.8 0.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 21 13 22 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,933
COMMITMENTS
1,734 700 400 13,799 14,833 15,933 15,933 0 0
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 925)
0 -50 50 875 925 925 925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 4.4 2.5 86.6 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 2 27 25 31 27
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,618
COMMITMENTS
234 75 40 2,389 2,713 2,663 2,828 955 790
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 76)
-5 0 15 64 154 74 169 2 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 2.1 1.1 66.0 75.0 73.6 78.2 26.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 14 17 16 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,598
COMMITMENTS
460 0 0 13,813 14,548 14,273 14,548 325 50
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 961)
0 0 0 911 911 911 911 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 94.6 99.7 97.8 99.7 2.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 20 18 21 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,573
COMMITMENTS
708 2,818 636 17,877 15,885 19,221 19,339 352 234
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 270)
0 600 0 270 -558 270 42 0 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 14.4 3.2 91.3 81.2 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 1 29 32 32 36
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,076
COMMITMENTS
1,438 1,094 0 12,638 12,982 14,076 14,076 0 0
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 531)
179 90 0 352 441 531 531 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 7.8 0.0 89.8 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 0 23 25 26 27
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,895
COMMITMENTS
7,099 3,068 1,484 40,588 46,504 49,171 51,056 2,724 839
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 10)
-171 137 0 70 -127 -101 10 111 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 5.9 2.9 78.2 89.6 94.8 98.4 5.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 6 3 33 39 40 46
Updated January 29, 2010