GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,734
COMMITMENTS
1,190 6,631 18 42,444 37,061 43,652 43,710 82 24
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 4,516)
0 737 -225 4,748 3,990 4,523 4,502 -7 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 15.2 0.0 97.1 84.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 4 1 43 50 45 54
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,820
COMMITMENTS
700 0 0 26,019 26,593 26,719 26,593 101 227
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 986)
0 0 0 986 996 986 996 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 97.0 99.2 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 29 34 30 34
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,057
COMMITMENTS
132 216 79 4,139 4,692 4,350 4,987 1,707 1,070
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -63)
0 0 0 -38 -90 -38 -90 -25 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.6 1.3 68.3 77.5 71.8 82.3 28.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 22 20 23 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,848
COMMITMENTS
1,132 249 171 6,980 7,874 8,283 8,294 1,565 1,554
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 199)
131 30 0 -83 128 48 158 151 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 2.5 1.7 70.9 80.0 84.1 84.2 15.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 5 35 42 40 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,531
COMMITMENTS
318 332 621 7,043 7,147 7,982 8,100 549 431
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 451)
63 -17 42 366 452 471 477 -20 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.9 7.3 82.6 83.8 93.6 94.9 6.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
4 5 8 53 57 61 66
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,741
COMMITMENTS
200 0 25 1,931 2,285 2,156 2,310 585 431
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 90)
60 0 -10 40 95 90 85 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.9 70.4 83.4 78.7 84.3 21.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 19 20 21 21
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,135
COMMITMENTS
30 25 0 1,824 1,634 1,854 1,659 281 476
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 117)
0 0 0 35 75 35 75 82 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.2 0.0 85.4 76.5 86.8 77.7 13.2 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 20 20 21 21
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,267
COMMITMENTS
60 40 95 1,518 1,545 1,673 1,680 594 587
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 193)
0 5 50 183 192 233 247 -40 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.8 4.2 67.0 68.2 73.8 74.1 26.2 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 20 20 24 22
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,515
COMMITMENTS
500 0 0 15,875 16,420 16,375 16,420 140 95
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 5)
200 0 0 -245 5 -45 5 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 96.1 99.4 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 24 23 25 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 429,026
COMMITMENTS
48,418 24,902 76,474 264,062 298,515 388,954 399,890 40,072 29,136
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -11,626)
3,729 2,737 -5,502 -7,806 -7,411 -9,579 -10,176 -2,046 -1,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 5.8 17.8 61.5 69.6 90.7 93.2 9.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
42 31 44 72 83 137 142
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 109,803
COMMITMENTS
520 9,797 24,085 80,195 72,174 104,799 106,056 5,004 3,747
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -619)
66 -104 -116 -496 -398 -547 -619 -72 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 8.9 21.9 73.0 65.7 95.4 96.6 4.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 6 8 12 12 20 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,851
COMMITMENTS
450 1,085 1,250 18,151 17,501 19,851 19,836 0 15
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,402)
100 -13 150 1,152 1,250 1,402 1,387 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.5 6.3 91.4 88.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
3 5 6 50 53 56 63
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,757
COMMITMENTS
970 0 300 8,984 9,806 10,254 10,106 503 651
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 150)
-50 0 0 75 -75 25 -75 125 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 2.8 83.5 91.2 95.3 93.9 4.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 0 2 26 24 30 26
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,386
COMMITMENTS
227 128 324 2,989 2,398 3,540 2,850 846 1,536
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 57)
-20 -8 23 86 71 89 86 -32 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.9 7.4 68.1 54.7 80.7 65.0 19.3 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 3 20 20 24 24
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 867,006
COMMITMENTS
162,343 284,876 239,607 389,278 299,222 791,228 823,705 75,778 43,301
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -56,539)
-1,694 -2,351 -44,235 -6,678 -10,229 -52,608 -56,815 -3,932 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 32.9 27.6 44.9 34.5 91.3 95.0 8.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
83 95 126 91 75 248 234
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,414
COMMITMENTS
224 0 1,425 40,987 44,499 42,636 45,924 10,778 7,490
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -54)
-116 0 68 -330 -28 -378 40 324 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 2.7 76.7 83.3 79.8 86.0 20.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 18 17 20 19
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 32,412
COMMITMENTS
655 170 2,672 26,215 21,598 29,542 24,440 2,870 7,972
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 14)
124 0 -110 0 124 14 14 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.5 8.2 80.9 66.6 91.1 75.4 8.9 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 13 15 15 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,274
COMMITMENTS
0 0 0 55,374 51,787 55,374 51,787 6,900 10,487
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.9 83.2 88.9 83.2 11.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 24 19 24
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 64,410
COMMITMENTS
0 0 0 53,874 60,689 53,874 60,689 10,536 3,721
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.6 94.2 83.6 94.2 16.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 18 17 18
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 73,058
COMMITMENTS
4,062 2,643 6,060 55,377 58,178 65,499 66,881 7,559 6,177
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 356)
0 124 232 124 0 356 356 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.6 8.3 75.8 79.6 89.7 91.5 10.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 4 21 25 25 29
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,654
COMMITMENTS
248 5,779 1,939 56,053 43,151 58,240 50,869 5,414 12,785
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 468)
0 -256 306 366 3,169 672 3,219 -204 -2,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 9.1 3.0 88.1 67.8 91.5 79.9 8.5 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 15 20 18 22
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 39,416
COMMITMENTS
3,113 2,329 2,126 28,667 26,594 33,906 31,049 5,510 8,367
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 475)
0 -120 31 382 350 413 261 62 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.9 5.4 72.7 67.5 86.0 78.8 14.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 12 12 16 15
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 73,764
COMMITMENTS
5,062 2,149 4,579 53,714 63,757 63,355 70,485 10,409 3,279
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,029)
-307 829 513 1,785 1,161 1,991 2,503 38 -474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.9 6.2 72.8 86.4 85.9 95.6 14.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 23 23 27 27
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,612,792
COMMITMENTS
64,229 98,745 520,745 1021063 986,918 1606037 1606407 6,755 6,384
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -193,338)
-29,988 -9,042 -77,377 -86,242 -106,783 -193,607 -193,201 269 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 6.1 32.3 63.3 61.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
47 28 57 59 60 128 123
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 29,471
COMMITMENTS
811 8,577 12,378 15,940 8,431 29,128 29,385 343 86
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -25,967)
-8,575 -2,436 -8,850 -8,387 -14,185 -25,812 -25,471 -154 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 29.1 42.0 54.1 28.6 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 7 9 12 11 21 23
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,212
COMMITMENTS
840 0 0 53,904 53,686 54,744 53,686 468 1,526
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 589)
0 0 0 773 589 773 589 -184 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 97.6 97.2 99.2 97.2 0.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 20 19 21 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 144,924
COMMITMENTS
2,118 7,140 4,955 133,618 128,100 140,691 140,195 4,233 4,729
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 550)
-1,154 249 239 1,558 62 643 550 -93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.9 3.4 92.2 88.4 97.1 96.7 2.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 4 34 36 39 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,699
COMMITMENTS
609 2,154 1,218 100,596 101,507 102,423 104,880 8,276 5,819
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 143)
0 -706 185 -42 60 144 -461 -1 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.9 1.1 90.9 91.7 92.5 94.7 7.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 25 23 28 25
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 183,735
COMMITMENTS
8,057 1,860 8,122 155,239 166,993 171,418 176,975 12,317 6,760
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -819)
-1,772 0 827 2,188 -1,556 1,243 -729 -2,062 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.0 4.4 84.5 90.9 93.3 96.3 6.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 2 35 36 38 39
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,712,600
COMMITMENTS
542,990 136,760 830,533 1318190 1729030 2691713 2696323 20,887 16,277
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 13,373)
-13,713 -22,583 37,193 -11,451 -1,983 12,029 12,627 1,344 746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 5.0 30.6 48.6 63.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
39 28 59 116 96 181 160
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 869,163
COMMITMENTS
65,780 105,743 144,222 657,015 615,700 867,017 865,665 2,146 3,498
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -192,995)
-30,906 -77,756 -41,266 -120,439 -73,631 -192,611 -192,653 -384 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 12.2 16.6 75.6 70.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
20 26 37 44 39 85 81
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,521
COMMITMENTS
1,005 405 0 6,265 6,741 7,270 7,146 251 375
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 5.4 0.0 83.3 89.6 96.7 95.0 3.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 16 16 17 19
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,215
COMMITMENTS
250 1,435 0 6,849 5,589 7,099 7,024 116 191
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 394)
172 70 0 233 269 405 339 -11 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 19.9 0.0 94.9 77.5 98.4 97.4 1.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 0 24 31 27 34
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,639
COMMITMENTS
0 0 0 3,639 3,606 3,639 3,606 0 33
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 260)
0 0 0 265 467 265 467 -5 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.1 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 21 17 21
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,230
COMMITMENTS
0 83 61 1,607 1,321 1,668 1,465 562 765
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 2.7 72.1 59.2 74.8 65.7 25.2 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 17 18 18 20
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,767
COMMITMENTS
48 0 15 2,152 2,231 2,215 2,246 552 521
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 234)
0 0 -40 221 206 181 166 53 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.5 77.8 80.6 80.1 81.2 19.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 27 27 28 28
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 202,451
COMMITMENTS
2,506 1,069 16,525 179,594 184,069 198,625 201,663 3,826 788
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 3,310)
389 519 -454 2,835 3,331 2,770 3,396 541 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.5 8.2 88.7 90.9 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 2 6 35 29 42 35
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,364
COMMITMENTS
344 126 0 6,891 7,407 7,235 7,533 1,129 831
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 43)
0 84 0 43 -84 43 0 0 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.5 0.0 82.4 88.6 86.5 90.1 13.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 13 13 14 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,695
COMMITMENTS
0 692 100 16,050 15,603 16,150 16,395 1,545 1,300
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 242)
0 20 0 151 169 151 189 91 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.6 90.7 88.2 91.3 92.7 8.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 19 20 20 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,030
COMMITMENTS
583 0 0 10,181 11,260 10,764 11,260 2,266 1,770
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2)
14 0 0 -0 2 14 2 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 78.1 86.4 82.6 86.4 17.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 15 16 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,549
COMMITMENTS
0 2,130 200 28,029 28,775 28,229 31,105 3,320 444
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 229)
0 0 0 141 517 141 517 88 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 0.6 88.8 91.2 89.5 98.6 10.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 24 28 26
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,774
COMMITMENTS
446 0 180 10,617 11,289 11,243 11,469 1,531 1,305
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 40)
-46 0 42 20 -2 16 40 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 1.4 83.1 88.4 88.0 89.8 12.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 19 16 21 18
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,204
COMMITMENTS
0 2,150 0 31,204 29,054 31,204 31,204 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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: 21)
0 1 0 15 9 15 10
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 47,797
COMMITMENTS
50 464 497 46,887 46,155 47,433 47,117 364 680
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 125)
10 10 -22 137 135 125 123 -0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.0 1.0 98.1 96.6 99.2 98.6 0.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 29 25 32 27
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,003
COMMITMENTS
0 0 0 8,961 9,161 8,961 9,161 1,042 842
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 180)
0 0 0 258 501 258 501 -78 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.6 91.6 89.6 91.6 10.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 22 18 22 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,815
COMMITMENTS
0 0 0 53,815 53,815 53,815 53,815 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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: 22)
0 0 0 13 11 13 11
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 814,490
COMMITMENTS
0 0 0 814,490 814,490 814,490 814,490 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 768)
0 0 0 768 768 768 768 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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: 23)
0 0 0 15 10 15 10
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,573
COMMITMENTS
0 1,720 0 40,573 38,853 40,573 40,573 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 100.0 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 10 16 11
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,774
COMMITMENTS
0 0 0 35,988 36,519 35,988 36,519 786 255
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 99.3 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 11 15 11
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 527,347
COMMITMENTS
0 0 0 527,347 527,347 527,347 527,347 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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: 23)
0 0 0 13 13 13 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 77,465
COMMITMENTS
0 0 0 77,379 77,465 77,379 77,465 86 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 17 18 17 18
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,318,272
COMMITMENTS
0 0 0 1318272 1318272 1318272 1318272 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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: 26)
0 0 0 17 14 17 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 213,606
COMMITMENTS
1,720 105 0 211,886 213,308 213,606 213,413 0 193
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -384)
0 105 0 -384 -489 -384 -384 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 99.2 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 0 28 30 29 31
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,750,128
COMMITMENTS
0 2,040 0 3750128 3748088 3750128 3750128 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,040)
0 2,040 0 2,040 0 2,040 2,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 100.0 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 26 24 26 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,262
COMMITMENTS
1,380 2,240 0 59,627 58,767 61,007 61,007 255 255
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 231)
105 0 0 126 231 231 231 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.7 0.0 97.3 95.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 0 25 20 27 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,113,531
COMMITMENTS
25,440 68,160 0 1088091 1045371 1113531 1113531 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 17,820)
2,040 0 0 15,780 17,820 17,820 17,820 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.1 0.0 97.7 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 0 26 24 28 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,985
COMMITMENTS
2,150 0 0 59,835 61,985 61,985 61,985 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 210 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 96.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 25 27 26 27
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,606
COMMITMENTS
130 608 42 11,306 10,659 11,478 11,309 128 297
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.2 0.4 97.4 91.8 98.9 97.4 1.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 14 17 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,661
COMMITMENTS
510 0 0 34,832 34,832 35,342 34,832 319 829
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 97.7 97.7 99.1 97.7 0.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 17 11 18 11
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 552,462
COMMITMENTS
0 38,825 0 552,462 513,637 552,462 552,462 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.0 100.0 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 9 13 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,153,561
COMMITMENTS
38,825 24,337 11,690 1103046 1117534 1153561 1153561 0 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 11,475)
-10,538 937 10,538 11,475 0 11,475 11,475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.1 1.0 95.6 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 1 24 25 26 27
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,853
COMMITMENTS
120 275 1,144 24,741 25,232 26,005 26,651 848 202
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 648)
-110 225 -2 735 422 623 645 25 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.0 4.3 92.1 94.0 96.8 99.2 3.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 7 34 32 41 39
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,844
COMMITMENTS
45 0 0 14,109 13,972 14,154 13,972 690 872
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -371)
0 0 0 -381 -336 -381 -336 10 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 95.0 94.1 95.4 94.1 4.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 14 16 14
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,491
COMMITMENTS
127 105 242 8,917 8,920 9,286 9,267 205 224
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 525)
-31 0 71 535 464 575 535 -50 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.1 2.5 94.0 94.0 97.8 97.6 2.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 27 19 30 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,867
COMMITMENTS
0 0 0 9,624 9,113 9,624 9,113 243 754
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 572)
0 0 0 792 492 792 492 -220 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 92.4 97.5 92.4 2.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 20 20 20
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,799
COMMITMENTS
130 0 50 4,477 4,596 4,657 4,646 142 153
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 161)
0 0 0 161 161 161 161 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 1.0 93.3 95.8 97.0 96.8 3.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 15 19 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,649,955
COMMITMENTS
302,091 147,107 878,690 1377345 1542788 2558126 2568586 91,830 81,370
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 24,789)
4,200 -10,734 1,591 17,116 26,927 22,907 17,784 1,882 7,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 5.6 33.2 52.0 58.2 96.5 96.9 3.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
167 107 185 92 99 348 313
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 188,653
COMMITMENTS
70,495 22,828 43,489 73,666 120,035 187,650 186,353 1,002 2,300
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -2,888)
-808 -3,075 1,928 -3,814 -1,477 -2,695 -2,625 -193 -263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 12.1 23.1 39.0 63.6 99.5 98.8 0.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 17 13 23 23 38 44
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 238,830
COMMITMENTS
26,789 17,294 15,757 169,016 153,739 211,562 186,790 27,268 52,040
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 5,147)
690 448 349 3,342 3,253 4,381 4,050 766 1,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 7.2 6.6 70.8 64.4 88.6 78.2 11.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 4 5 26 24 33 31
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 136,995
COMMITMENTS
18,270 6,951 32,631 83,256 94,260 134,158 133,842 2,837 3,153
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 7,506)
3,002 -1,797 2,817 1,601 6,236 7,420 7,257 86 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 5.1 23.8 60.8 68.8 97.9 97.7 2.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
25 12 28 25 26 62 55
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 617,409
COMMITMENTS
34,689 1,977 101,306 458,826 490,446 594,821 593,729 22,588 23,680
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 468)
-963 675 -557 1,775 -213 254 -95 214 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.3 16.4 74.3 79.4 96.3 96.2 3.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 2 11 37 38 48 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,848
COMMITMENTS
200 7,487 758 48,865 41,530 49,823 49,775 25 73
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,721)
0 1,600 100 2,621 1,021 2,721 2,721 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 15.0 1.5 98.0 83.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
1 9 4 46 41 50 53
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,552
COMMITMENTS
5,870 33,962 5,218 91,287 62,520 102,375 101,700 4,177 4,852
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,432)
0 947 0 1,477 490 1,477 1,437 -45 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 31.9 4.9 85.7 58.7 96.1 95.4 3.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 13 11 26 25 38 40
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,155
COMMITMENTS
6,135 2,569 5,756 27,629 30,997 39,520 39,322 2,635 2,833
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,588)
2,100 0 100 225 2,356 2,425 2,456 163 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 6.1 13.7 65.5 73.5 93.7 93.3 6.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 4 5 14 15 22 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,785
COMMITMENTS
8,274 625 100 14,060 21,985 22,434 22,710 351 75
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 2.7 0.4 61.7 96.5 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 1 23 25 27 27
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,803
COMMITMENTS
17,631 1,761 809 4,619 22,675 23,060 25,246 2,743 557
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,640)
1,144 -502 359 131 1,754 1,634 1,611 6 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 6.8 3.1 17.9 87.9 89.4 97.8 10.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
78 18 10 24 37 109 60
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,651
COMMITMENTS
24,946 1,716 167 8,047 35,454 33,160 37,337 5,491 1,314
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 701)
-121 -360 -188 758 1,260 449 712 252 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.5 4.4 0.4 20.8 91.7 85.8 96.6 14.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
80 10 3 19 34 101 46
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 275,522
COMMITMENTS
55,605 17,647 36,031 169,022 204,990 260,658 258,668 14,864 16,854
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -4,836)
-2,470 -4,258 -1,973 -2,255 1,565 -6,697 -4,665 1,861 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 6.4 13.1 61.3 74.4 94.6 93.9 5.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
49 30 41 78 88 150 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,294
COMMITMENTS
2,449 1,052 1,988 14,873 17,395 19,310 20,435 4,984 3,859
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -343)
52 467 -339 -77 -456 -364 -328 21 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 4.3 8.2 61.2 71.6 79.5 84.1 20.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 3 6 19 20 25 26
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,798
COMMITMENTS
150 115 392 17,261 17,975 17,803 18,482 995 316
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 395)
0 0 0 385 600 385 600 10 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.6 2.1 91.8 95.6 94.7 98.3 5.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 16 14 18 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,288
COMMITMENTS
250 382 286 7,644 7,620 8,180 8,288 108 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 528)
0 50 0 528 478 528 528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.6 3.5 92.2 91.9 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 2 34 36 39 40
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 64,142
COMMITMENTS
570 1,201 849 61,706 61,415 63,125 63,465 1,017 677
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 3,058)
0 95 -88 3,496 3,401 3,408 3,408 -350 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.9 1.3 96.2 95.7 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 1 2 39 36 42 38
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,212
COMMITMENTS
800 290 0 21,145 21,312 21,945 21,602 267 610
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 210)
0 0 0 133 50 133 50 77 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.3 0.0 95.2 95.9 98.8 97.3 1.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 24 16 25 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,938
COMMITMENTS
500 150 0 7,168 7,788 7,668 7,938 270 0
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 265)
0 0 0 265 265 265 265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.9 0.0 90.3 98.1 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 0 26 27 29 28
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,934
COMMITMENTS
5,805 0 75 15,394 20,964 21,274 21,039 660 895
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,525)
825 0 -150 880 1,630 1,555 1,480 -30 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 0.0 0.3 70.2 95.6 97.0 95.9 3.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 30 25 32 26
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,358
COMMITMENTS
956 946 43 15,777 15,672 16,776 16,661 582 697
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 22)
153 -80 -78 11 180 86 22 -64 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.4 0.2 90.9 90.3 96.6 96.0 3.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 2 2 32 34 38 38
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,065
COMMITMENTS
1,022 296 143 14,664 15,425 15,829 15,864 236 201
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 228)
0 0 0 228 210 228 210 0 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.8 0.9 91.3 96.0 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 1 30 28 33 31
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,448
COMMITMENTS
1,977 1,293 1,811 25,814 28,041 29,602 31,145 1,846 303
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 277)
0 0 0 416 1,466 416 1,466 -139 -1,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.1 5.8 82.1 89.2 94.1 99.0 5.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 3 5 34 35 41 41
Updated October 1, 2010