GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,651
COMMITMENTS
1,799 910 0 33,747 34,696 35,546 35,606 105 45
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 1,918)
0 0 0 1,967 1,893 1,967 1,893 -49 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 2.6 0.0 94.7 97.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 3 0 36 38 37 41
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,207
COMMITMENTS
0 0 0 21,106 21,082 21,106 21,082 101 125
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 1,327)
0 0 0 1,327 1,327 1,327 1,327 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 32 25 32 25
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,685
COMMITMENTS
400 216 114 6,283 6,302 6,797 6,632 888 1,053
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 44)
0 0 0 33 -6 33 -6 11 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.8 1.5 81.8 82.0 88.4 86.3 11.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 25 23 26 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,628
COMMITMENTS
166 160 0 8,945 9,348 9,111 9,508 1,517 1,120
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 319)
121 0 -60 16 55 77 -5 242 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.5 0.0 84.2 88.0 85.7 89.5 14.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 2 0 47 43 48 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,709
COMMITMENTS
59 57 227 7,708 7,621 7,994 7,905 715 804
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 668)
0 0 25 593 490 618 515 50 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 2.6 88.5 87.5 91.8 90.8 8.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 2 4 45 52 49 57
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,300
COMMITMENTS
680 0 0 2,811 3,564 3,491 3,564 809 736
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 183 20 183 0 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 0.0 0.0 65.4 82.9 81.2 82.9 18.8 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 17 21 18 21
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,523
COMMITMENTS
0 0 0 11,523 11,483 11,523 11,483 0 40
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 800)
0 0 0 800 800 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.7 100.0 99.7 0.0 0.3
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 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 358,849
COMMITMENTS
42,096 25,580 67,281 209,042 235,341 318,418 328,201 40,431 30,648
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -9,295)
225 -1,274 -2,198 -7,755 -5,192 -9,727 -8,664 432 -631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 7.1 18.7 58.3 65.6 88.7 91.5 11.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
38 20 41 72 82 129 130
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 70,182
COMMITMENTS
2,099 6,141 16,733 47,537 44,295 66,369 67,169 3,814 3,013
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 1,469)
-382 232 347 1,346 793 1,311 1,372 158 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 8.8 23.8 67.7 63.1 94.6 95.7 5.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 8 13 13 21 22
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,919
COMMITMENTS
851 525 502 15,880 16,225 17,233 17,252 686 667
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 549)
0 200 100 249 68 349 368 200 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.9 2.8 88.6 90.5 96.2 96.3 3.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 4 4 45 45 54 52
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,348
COMMITMENTS
0 2,300 600 15,645 13,678 16,245 16,578 1,103 770
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.3 3.5 90.2 78.8 93.6 95.6 6.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 2 25 18 27 22
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,928
COMMITMENTS
621 145 286 2,502 2,960 3,409 3,391 1,519 1,537
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 91)
3 -6 1 72 291 76 286 15 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 2.9 5.8 50.8 60.1 69.2 68.8 30.8 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 5 14 17 20 22
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,162
COMMITMENTS
0 0 0 2,012 2,000 2,012 2,000 150 162
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 612)
0 0 0 562 650 562 650 50 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.1 92.5 93.1 92.5 6.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 16 12 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 944,828
COMMITMENTS
142,765 211,529 376,894 344,630 310,444 864,289 898,867 80,539 45,961
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 4,583)
-1,187 -94 3,807 1,663 416 4,284 4,130 299 453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 22.4 39.9 36.5 32.9 91.5 95.1 8.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
75 93 139 82 73 249 231
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,838
COMMITMENTS
1,442 646 2,207 59,461 57,831 63,110 60,684 4,728 7,154
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 2,657)
-258 646 -76 2,131 3,209 1,797 3,779 860 -1,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.0 3.3 87.7 85.2 93.0 89.5 7.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 23 22 25 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,795
COMMITMENTS
434 0 0 60,744 58,917 61,178 58,917 9,617 11,878
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -212)
0 -2,869 0 -151 1,661 -151 -1,208 -61 996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 85.8 83.2 86.4 83.2 13.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 24 24 24
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,006
COMMITMENTS
0 0 0 67,246 77,384 67,246 77,384 13,760 3,622
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 1,705)
0 0 0 -187 1,277 -187 1,277 1,892 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.0 95.5 83.0 95.5 17.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 21 20 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,644
COMMITMENTS
6,399 0 2,654 78,405 90,528 87,458 93,182 8,186 2,462
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 936)
825 0 -213 320 1,118 932 905 4 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 2.8 82.0 94.7 91.4 97.4 8.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 3 25 31 28 34
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,047
COMMITMENTS
0 11,917 2,749 88,521 72,751 91,270 87,417 4,777 8,630
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 1,252)
0 1,434 0 1,252 -182 1,252 1,252 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.4 2.9 92.2 75.7 95.0 91.0 5.0 9.0
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 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,278
COMMITMENTS
6,782 1,903 3,724 64,168 74,965 74,674 80,592 12,604 6,686
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 420)
-614 -856 323 711 1,005 420 472 0 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 2.2 4.3 73.5 85.9 85.6 92.3 14.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 21 23 25 26
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,586,949
COMMITMENTS
64,389 108,654 515,604 1001990 956,418 1581983 1580676 4,966 6,273
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 1,083)
1,634 1,055 1,575 -1,890 -727 1,319 1,903 -236 -820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 6.8 32.5 63.1 60.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
45 30 62 60 61 129 129
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,584
COMMITMENTS
0 620 0 87,514 85,473 87,514 86,093 3,070 4,491
CHANGES FROM 02/09/10 (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 0.7 0.0 96.6 94.4 96.6 95.0 3.4 5.0
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 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 191,386
COMMITMENTS
4,850 5,675 6,300 171,368 173,448 182,518 185,423 8,868 5,963
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 2,920)
1,253 -279 918 507 2,429 2,678 3,068 242 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.0 3.3 89.5 90.6 95.4 96.9 4.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 5 39 37 47 42
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 142,235
COMMITMENTS
3,441 2,575 1,589 127,337 133,156 132,367 137,320 9,868 4,915
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 638)
0 29 0 1,604 609 1,604 638 -966 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.8 1.1 89.5 93.6 93.1 96.5 6.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 2 28 25 32 27
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 231,858
COMMITMENTS
7,030 0 10,900 198,785 214,606 216,715 225,506 15,143 6,352
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 2,673)
67 -225 15 2,845 3,081 2,927 2,871 -254 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 4.7 85.7 92.6 93.5 97.3 6.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 0 2 37 39 39 41
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,469
COMMITMENTS
2,950 1,503 679 52,026 55,164 55,655 57,346 6,814 5,123
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -1,086)
-1,086 114 0 0 -1,200 -1,086 -1,086 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.4 1.1 83.3 88.3 89.1 91.8 10.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 2 12 12 16 15
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,943,395
COMMITMENTS
759,219 75,958 889,398 1270789 1960550 2919406 2925906 23,989 17,489
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -506)
5,921 4,783 -5,103 458 1,347 1,276 1,027 -1,782 -1,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 2.6 30.2 43.2 66.6 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
42 20 60 105 98 171 160
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 999,902
COMMITMENTS
138,012 231,539 178,639 678,126 585,455 994,777 995,633 5,125 4,269
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 30,178)
21,819 21,663 -6,421 14,331 14,644 29,729 29,886 449 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 23.2 17.9 67.8 58.6 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
29 24 40 42 39 90 84
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 138,577
COMMITMENTS
479 576 7,847 128,073 129,516 136,400 137,939 2,177 638
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 2,148)
-8 211 505 1,423 1,198 1,920 1,915 228 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.4 5.7 92.4 93.5 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 5 33 31 39 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,502
COMMITMENTS
0 974 456 20,185 18,927 20,641 20,357 861 1,145
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -15)
0 -20 10 -25 -5 -15 -15 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 2.1 93.9 88.0 96.0 94.7 4.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 3 21 21 24 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,659
COMMITMENTS
0 2,260 250 29,076 28,269 29,326 30,779 2,333 880
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 114)
0 480 -120 222 -246 102 114 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.8 91.8 89.3 92.6 97.2 7.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 24 21 26 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,841
COMMITMENTS
660 108 0 10,711 11,257 11,371 11,365 1,470 1,476
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 44)
0 0 0 20 44 20 44 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.8 0.0 83.4 87.7 88.6 88.5 11.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 18 16 19 17
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 44,751
COMMITMENTS
604 0 1,183 41,754 42,806 43,540 43,989 1,210 762
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 1,132)
30 0 477 610 654 1,117 1,130 16 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 2.6 93.3 95.7 97.3 98.3 2.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 21 20 22 21
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| 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: 11,141
COMMITMENTS
0 0 0 10,137 10,671 10,137 10,671 1,004 470
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 164)
0 0 0 164 156 164 156 0 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.0 95.8 91.0 95.8 9.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 22 17 22 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 54,866
COMMITMENTS
0 0 0 54,866 54,544 54,866 54,544 0 322
CHANGES FROM 02/09/10 (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: 20)
0 0 0 13 9 13 9
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 847,444
COMMITMENTS
0 0 0 847,444 847,444 847,444 847,444 0 0
CHANGES FROM 02/09/10 (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 JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 32,040
COMMITMENTS
0 510 0 31,764 30,421 31,764 30,931 276 1,109
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 99.1 94.9 99.1 96.5 0.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 10 13 11
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 47,369
COMMITMENTS
0 400 0 46,844 46,869 46,844 47,269 525 100
CHANGES FROM 02/09/10 (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 0.8 0.0 98.9 98.9 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 17 6 17 8
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 775,528
COMMITMENTS
0 14,080 0 775,528 761,448 775,528 775,528 0 0
CHANGES FROM 02/09/10 (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 1.8 0.0 100.0 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 7 15 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 96,392
COMMITMENTS
0 3,945 0 96,241 92,447 96,241 96,392 151 0
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 2,804)
0 0 0 2,804 2,804 2,804 2,804 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 0.0 99.8 95.9 99.8 100.0 0.2 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 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,603,036
COMMITMENTS
0 61,670 0 1603036 1541366 1603036 1603036 0 0
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 2,769)
0 0 0 2,769 2,769 2,769 2,769 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: 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 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 182,235
COMMITMENTS
4,855 0 0 177,380 181,002 182,235 181,002 0 1,233
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 4,795)
0 0 0 4,795 4,027 4,795 4,027 0 768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 97.3 99.3 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 20 27 22 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,957,953
COMMITMENTS
77,269 0 0 2880684 2957953 2957953 2957953 0 0
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 47,139)
0 0 0 47,139 47,139 47,139 47,139 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 97.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 0 19 25 22 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 64,470
COMMITMENTS
40 2,990 0 61,765 61,352 61,805 64,342 2,665 128
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 1,637)
0 0 0 1,637 1,637 1,637 1,637 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.6 0.0 95.8 95.2 95.9 99.8 4.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 20 17 21 18
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,067,176
COMMITMENTS
0 74,080 0 1067176 993,096 1067176 1067176 0 0
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 39,690)
0 0 0 39,690 39,690 39,690 39,690 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 0.0 100.0 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 17 18 17 19
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 58,144
COMMITMENTS
4,830 495 45 53,269 57,584 58,144 58,124 0 20
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.9 0.1 91.6 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 22 29 24 31
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,056,064
COMMITMENTS
98,820 30,312 0 957,244 1025752 1056064 1056064 0 0
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 2.9 0.0 90.6 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 0 22 24 24 26
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,781
COMMITMENTS
511 45 155 21,908 22,283 22,574 22,483 207 298
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 607)
-44 0 0 616 512 572 512 35 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.2 0.7 96.2 97.8 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 3 34 35 38 38
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,684
COMMITMENTS
135 270 25 15,556 16,389 15,716 16,684 968 0
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 784)
90 270 0 351 529 441 799 343 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.6 0.1 93.2 98.2 94.2 100.0 5.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 16 18 17 20
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,529
COMMITMENTS
0 184 192 11,149 10,958 11,341 11,334 188 195
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 165)
0 45 -45 190 60 145 60 20 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 1.7 96.7 95.0 98.4 98.3 1.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 20 23 21 24
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,814
COMMITMENTS
380 0 0 7,960 8,525 8,340 8,525 474 289
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 265)
0 0 0 255 280 255 280 10 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 90.3 96.7 94.6 96.7 5.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 29 25 30 25
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,616,426
COMMITMENTS
246,681 98,499 854,589 1435814 1582151 2537084 2535239 79,342 81,187
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -26,406)
11,348 -7,634 -21,804 -4,789 2,059 -15,245 -27,380 -11,161 974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 3.8 32.7 54.9 60.5 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
141 99 186 92 100 329 303
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,504
COMMITMENTS
483 31,172 21,738 63,463 32,686 85,684 85,596 2,820 2,908
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 3,340)
44 3,614 -49 2,860 -755 2,856 2,811 485 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 35.2 24.6 71.7 36.9 96.8 96.7 3.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 12 12 18 18 31 32
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 214,169
COMMITMENTS
29,516 23,657 1,882 157,273 135,853 188,671 161,392 25,498 52,777
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 2,892)
109 -219 184 2,572 1,637 2,865 1,602 27 1,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 11.0 0.9 73.4 63.4 88.1 75.4 11.9 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 7 30 26 37 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 149,517
COMMITMENTS
27,719 5,947 34,905 83,747 105,693 146,372 146,545 3,145 2,973
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 182)
1,467 -421 -279 -1,156 884 31 184 151 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 4.0 23.3 56.0 70.7 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
27 12 30 27 28 66 60
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 589,916
COMMITMENTS
30,147 0 74,674 465,751 496,918 570,572 571,593 19,344 18,323
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 11,963)
-227 -120 639 12,938 12,940 13,349 13,459 -1,387 -1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 12.7 79.0 84.2 96.7 96.9 3.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 0 9 36 37 45 46
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,015
COMMITMENTS
1,405 580 350 62,255 63,080 64,010 64,010 5 5
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 525)
25 -200 25 475 700 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.9 0.5 97.3 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 2 1 52 48 57 51
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 133,777
COMMITMENTS
18,801 30,897 9,822 99,429 87,003 128,052 127,722 5,725 6,055
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 844)
23 -1,373 1,089 -362 506 750 222 94 622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 23.1 7.3 74.3 65.0 95.7 95.5 4.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 13 15 24 23 44 39
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,546
COMMITMENTS
1,071 2,684 7,770 23,809 23,682 32,650 34,136 2,896 1,410
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -3,324)
-146 243 -243 -3,599 -3,175 -3,988 -3,175 664 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 7.6 21.9 67.0 66.6 91.9 96.0 8.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 4 14 15 19 21
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 95,163
COMMITMENTS
295 0 2,003 57,831 65,712 60,129 67,715 35,034 27,448
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 313)
0 0 189 127 213 316 402 -3 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 2.1 60.8 69.1 63.2 71.2 36.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 22 20 23 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,730
COMMITMENTS
950 1,607 150 31,630 30,840 32,730 32,597 0 133
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -150)
0 0 0 -150 -150 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.9 0.5 96.6 94.2 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 1 25 33 28 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,813
COMMITMENTS
17,027 3,953 446 2,781 17,825 20,254 22,224 2,559 589
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 718)
644 -124 -35 -121 676 488 517 230 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.6 17.3 2.0 12.2 78.1 88.8 97.4 11.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
76 26 7 18 34 100 64
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,157
COMMITMENTS
23,881 3,824 774 5,497 29,031 30,152 33,629 5,005 1,528
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 829)
618 -105 4 -274 728 348 627 481 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.9 10.9 2.2 15.6 82.6 85.8 95.7 14.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
85 16 9 20 34 112 54
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 295,809
COMMITMENTS
65,915 9,305 51,219 158,677 219,786 275,811 280,310 19,997 15,498
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -1,929)
2,569 -1,923 -571 -3,415 1,915 -1,416 -580 -513 -1,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 3.1 17.3 53.6 74.3 93.2 94.8 6.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
59 30 58 81 88 172 153
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,528
COMMITMENTS
1,807 0 316 13,775 15,605 15,898 15,921 5,630 5,607
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 1,016)
87 0 0 1,113 1,847 1,200 1,847 -184 -831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 1.5 64.0 72.5 73.8 74.0 26.2 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 16 18 18 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,312
COMMITMENTS
1,446 100 225 6,610 7,835 8,281 8,160 31 152
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 225)
100 0 0 225 325 325 325 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 1.2 2.7 79.5 94.3 99.6 98.2 0.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 3 30 30 35 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,704
COMMITMENTS
2,215 86 630 41,276 44,793 44,121 45,509 1,583 195
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -651)
360 0 0 -1,011 -651 -651 -651 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.2 1.4 90.3 98.0 96.5 99.6 3.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 1 31 33 35 34
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,626
COMMITMENTS
2,200 0 0 20,330 22,076 22,530 22,076 96 550
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 1,260)
0 0 0 1,260 1,335 1,260 1,335 0 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.0 89.9 97.6 99.6 97.6 0.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 13 24 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,521
COMMITMENTS
906 400 500 13,115 13,621 14,521 14,521 0 0
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -225)
0 0 0 -225 -225 -225 -225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.8 3.4 90.3 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 2 28 25 32 27
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,383
COMMITMENTS
0 100 35 2,413 2,286 2,448 2,421 935 962
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 83)
0 0 0 56 49 56 49 27 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 1.0 71.3 67.6 72.4 71.6 27.6 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 15 17 16 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,145
COMMITMENTS
180 150 0 12,780 12,945 12,960 13,095 185 50
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -190)
0 150 0 -190 -340 -190 -190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.1 0.0 97.2 98.5 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 20 17 21 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,423
COMMITMENTS
480 2,956 636 18,895 16,754 20,011 20,346 412 77
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -61)
0 -526 0 11 465 11 -61 -72 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 14.5 3.1 92.5 82.0 98.0 99.6 2.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 1 29 34 31 38
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,728
COMMITMENTS
632 1,410 134 12,962 12,166 13,728 13,710 0 18
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 231)
-269 288 134 366 -191 231 231 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 10.3 1.0 94.4 88.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 22 23 24 26
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,869
COMMITMENTS
3,566 2,800 1,294 38,153 40,963 43,013 45,057 2,856 812
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 136)
-120 30 106 144 0 130 136 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 6.1 2.8 83.2 89.3 93.8 98.2 6.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 6 5 34 37 42 44
Updated February 19, 2010