GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,217
COMMITMENTS
1,724 1,879 163 33,261 33,138 35,148 35,180 69 37
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -7,838)
332 -2,524 80 -8,221 -5,089 -7,809 -7,533 -29 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.3 0.5 94.4 94.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 4 2 39 44 42 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,724
COMMITMENTS
469 0 295 27,858 28,219 28,622 28,514 102 210
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -3,282)
-314 0 295 -3,278 -3,567 -3,297 -3,272 15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 1.0 97.0 98.2 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 1 29 37 32 38
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,483
COMMITMENTS
146 216 55 3,915 4,203 4,116 4,474 1,367 1,009
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -569)
24 0 -24 -283 -419 -283 -443 -286 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.9 1.0 71.4 76.7 75.1 81.6 24.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 19 18 20 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,718
COMMITMENTS
545 151 130 6,848 7,100 7,523 7,381 1,195 1,337
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -339)
-383 -64 10 280 -204 -93 -258 -246 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.7 1.5 78.6 81.4 86.3 84.7 13.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 1 2 39 39 43 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,962
COMMITMENTS
495 318 297 5,720 5,896 6,512 6,511 450 451
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,268)
-71 -27 -74 -1,109 -1,113 -1,254 -1,214 -14 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 4.6 4.3 82.2 84.7 93.5 93.5 6.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
4 5 6 47 53 54 61
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 13,198
COMMITMENTS
0 525 0 12,653 12,633 12,653 13,158 545 40
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -3,783)
0 300 -300 -3,533 -3,773 -3,833 -3,773 50 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 95.9 95.7 95.9 99.7 4.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 23 14 23 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 430,362
COMMITMENTS
52,174 24,568 94,312 237,695 284,399 384,182 403,279 46,181 27,083
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -4,687)
-4,216 596 5,261 -6,146 -8,431 -5,101 -2,574 415 -2,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 5.7 21.9 55.2 66.1 89.3 93.7 10.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
43 31 48 70 87 138 146
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,673
COMMITMENTS
400 1,125 450 14,803 13,934 15,653 15,509 20 164
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -4,837)
200 -181 -350 -4,707 -4,455 -4,857 -4,986 20 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 7.2 2.9 94.4 88.9 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 5 4 38 46 43 54
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,964
COMMITMENTS
1,895 0 50 4,755 6,624 6,700 6,674 264 290
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,637)
75 0 -25 -2,630 -2,467 -2,580 -2,492 -57 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 0.0 0.7 68.3 95.1 96.2 95.8 3.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 0 1 20 17 25 18
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,471
COMMITMENTS
2,323 155 486 5,620 7,810 8,429 8,451 42 20
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 1.8 5.7 66.3 92.2 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 1 7 12 9 15
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,781
COMMITMENTS
158 225 189 2,396 1,815 2,743 2,229 1,038 1,552
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -345)
-2 -22 -19 -343 -163 -364 -204 19 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 6.0 5.0 63.4 48.0 72.5 59.0 27.5 41.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 16 19 19
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 873,605
COMMITMENTS
144,505 259,741 267,306 384,645 300,370 796,455 827,417 77,150 46,189
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -8,956)
-9,814 -17,404 12,439 -9,075 15 -6,451 -4,951 -2,505 -4,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 29.7 30.6 44.0 34.4 91.2 94.7 8.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
76 103 131 92 81 253 242
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 46,197
COMMITMENTS
0 1,495 88 36,292 38,876 36,380 40,459 9,817 5,738
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,511)
0 -982 0 10 -1,650 10 -2,632 -2,521 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.2 78.6 84.2 78.7 87.6 21.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 15 16 16 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,079
COMMITMENTS
0 0 0 45,360 41,629 45,360 41,629 6,719 10,450
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -5,978)
0 0 0 -5,408 -5,562 -5,408 -5,562 -570 -416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.1 79.9 87.1 79.9 12.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 17 18 17
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 61,304
COMMITMENTS
0 0 0 50,354 57,273 50,354 57,273 10,950 4,031
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,398)
0 0 0 -2,164 -1,864 -2,164 -1,864 766 466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.1 93.4 82.1 93.4 17.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 16 14 16
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,015
COMMITMENTS
3,879 1,097 4,539 40,552 46,185 48,970 51,821 11,045 8,194
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -5,221)
1,048 -1,184 -632 -7,292 -3,610 -6,876 -5,426 1,655 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.8 7.6 67.6 77.0 81.6 86.3 18.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 15 16 18 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,289
COMMITMENTS
3,785 0 3,668 46,056 55,319 53,509 58,987 11,780 6,302
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -4,010)
-876 0 -68 -3,107 -4,442 -4,051 -4,510 41 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 5.6 70.5 84.7 82.0 90.3 18.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 2 18 16 21 18
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,700,307
COMMITMENTS
68,347 101,075 568,727 1057141 1024826 1694216 1694629 6,091 5,678
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 12,944)
-1,760 5,635 6,721 9,448 652 14,409 13,009 -1,465 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 5.9 33.4 62.2 60.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
44 30 59 63 63 132 127
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 32,366
COMMITMENTS
1,930 10,266 11,396 18,480 10,296 31,806 31,959 560 408
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 1,061)
318 1,455 -593 1,170 6 896 868 165 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 31.7 35.2 57.1 31.8 98.3 98.7 1.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 9 9 13 12 23 25
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 119,773
COMMITMENTS
0 10,655 2,861 110,673 101,793 113,534 115,309 6,239 4,464
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -12,250)
0 -712 -792 -10,977 -9,589 -11,769 -11,093 -481 -1,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 2.4 92.4 85.0 94.8 96.3 5.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 3 28 31 31 34
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 98,262
COMMITMENTS
0 1,165 1,305 89,818 90,584 91,123 93,054 7,139 5,208
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -5,133)
0 -78 -18 -4,551 -4,659 -4,569 -4,755 -564 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 1.3 91.4 92.2 92.7 94.7 7.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 22 21 23 22
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,681
COMMITMENTS
6,003 0 7,219 135,570 150,380 148,792 157,599 14,889 6,082
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -7,885)
1,322 0 -157 -10,730 -7,298 -9,565 -7,455 1,680 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 4.4 82.8 91.9 90.9 96.3 9.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 2 29 32 31 34
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,613,514
COMMITMENTS
491,623 133,547 802,089 1300422 1657196 2594134 2592832 19,380 20,682
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -80,030)
10,126 -5,428 -28,594 -62,553 -47,294 -81,021 -81,316 991 1,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 5.1 30.7 49.8 63.4 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
36 27 60 104 92 170 154
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 916,954
COMMITMENTS
80,586 103,130 169,720 663,314 640,402 913,620 913,252 3,334 3,702
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -105,361)
-10,288 -33,625 -29,101 -67,125 -42,872 -106,514 -105,598 1,153 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 11.2 18.5 72.3 69.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
20 26 38 41 37 82 80
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,731
COMMITMENTS
915 240 45 6,520 7,166 7,480 7,451 251 280
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 82)
0 -30 30 55 103 85 103 -2 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 3.1 0.6 84.3 92.7 96.8 96.4 3.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 15 15 17 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 6,217
COMMITMENTS
0 924 0 6,058 5,039 6,058 5,963 159 254
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,663)
0 -320 0 -1,651 -1,464 -1,651 -1,784 -12 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.9 0.0 97.4 81.1 97.4 95.9 2.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 0 26 23 26 24
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,203
COMMITMENTS
0 0 0 2,174 2,179 2,174 2,179 29 24
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -822)
0 0 0 -791 -831 -791 -831 -31 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 98.9 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 19 14 19
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,991
COMMITMENTS
40 25 30 1,402 1,577 1,472 1,632 519 359
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -503)
-7 25 15 -433 -417 -425 -377 -78 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.3 1.5 70.4 79.2 73.9 82.0 26.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 20 21 21 23
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 189,995
COMMITMENTS
2,695 765 16,911 167,112 171,427 186,718 189,103 3,277 892
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -11,248)
-645 103 -1,927 -8,789 -9,452 -11,362 -11,276 114 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.4 8.9 88.0 90.2 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 1 6 37 31 44 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,902
COMMITMENTS
0 728 40 15,166 15,156 15,206 15,924 1,696 978
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -844)
0 -46 0 -793 -706 -793 -752 -51 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.2 89.7 89.7 90.0 94.2 10.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 21 20 22 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,345
COMMITMENTS
649 0 0 8,732 9,592 9,381 9,592 1,964 1,753
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.0 77.0 84.5 82.7 84.5 17.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 16 14 17 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,266
COMMITMENTS
0 2,020 200 26,966 27,738 27,166 29,958 3,100 308
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -864)
0 -126 0 -780 -718 -780 -844 -84 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 0.7 89.1 91.6 89.8 99.0 10.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 27 23 29 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,103
COMMITMENTS
180 102 122 10,098 10,822 10,400 11,046 1,703 1,057
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -352)
-100 16 -16 -171 -94 -287 -94 -65 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.8 1.0 83.4 89.4 85.9 91.3 14.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 21 17 23 19
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 26,410
COMMITMENTS
0 1,100 0 26,155 25,055 26,155 26,155 255 255
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,604)
0 -525 0 -2,859 -2,079 -2,859 -2,604 255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 99.0 94.9 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 8 13 9
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 43,565
COMMITMENTS
11 515 460 41,895 41,514 42,366 42,489 1,199 1,076
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,791)
11 20 -45 -2,864 -2,716 -2,898 -2,741 107 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 1.1 96.2 95.3 97.2 97.5 2.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 27 23 29 25
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| 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: 9,105
COMMITMENTS
0 0 0 7,999 8,281 7,999 8,281 1,106 824
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -378)
0 0 0 -482 -360 -482 -360 104 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.9 91.0 87.9 91.0 12.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 18 21 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,724
COMMITMENTS
0 510 0 49,362 49,150 49,362 49,660 362 64
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,560)
0 510 0 -1,602 -2,091 -1,602 -1,581 42 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 99.3 98.8 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 13 11 13 12
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 732,473
COMMITMENTS
0 9,360 0 732,473 723,113 732,473 732,473 0 0
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -31,704)
0 9,360 0 -31,704 -41,064 -31,704 -31,704 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 100.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 16 10 16 11
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,297
COMMITMENTS
0 880 0 35,297 34,417 35,297 35,297 0 0
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,562)
0 -420 0 -2,562 -2,142 -2,562 -2,562 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 10 14 11
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,172
COMMITMENTS
440 0 0 33,967 34,917 34,407 34,917 765 255
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 1,278)
440 0 0 838 1,278 1,278 1,278 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 96.6 99.3 97.8 99.3 2.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 15 9 16 9
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 509,812
COMMITMENTS
0 0 0 509,812 509,812 509,812 509,812 0 0
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 23,624)
0 0 0 23,624 23,624 23,624 23,624 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 14 13 14
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,301
COMMITMENTS
0 0 0 67,257 67,301 67,257 67,301 44 0
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -4,095)
0 0 0 -4,074 -4,095 -4,074 -4,095 -21 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: 27)
0 0 0 17 15 17 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,146,387
COMMITMENTS
0 0 0 1146387 1146387 1146387 1146387 0 0
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -75,480)
0 0 0 -75,480 -75,480 -75,480 -75,480 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 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 210,548
COMMITMENTS
1,431 0 315 208,802 210,082 210,548 210,397 0 151
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -3,470)
-567 0 147 -3,050 -3,701 -3,470 -3,554 0 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.1 99.2 99.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 1 25 27 27 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,684,316
COMMITMENTS
0 1,540 0 3684316 3682776 3684316 3684316 0 0
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -110,269)
0 -2,040 0 -110,269 -108,229 -110,269 -110,269 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: 39)
0 1 0 23 25 23 26
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,635
COMMITMENTS
1,422 2,030 0 58,213 57,350 59,635 59,380 0 255
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,643)
-105 -105 0 -2,538 -2,538 -2,643 -2,643 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.4 0.0 97.6 96.2 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 0 26 20 28 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,143,537
COMMITMENTS
28,790 64,200 0 1114747 1079337 1143537 1143537 0 0
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -48,437)
-1,224 -2,040 0 -47,213 -46,397 -48,437 -48,437 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 5.6 0.0 97.5 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 0 26 25 28 27
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,954
COMMITMENTS
1,100 0 0 54,810 55,699 55,910 55,699 44 255
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -3,276)
-525 0 0 -2,751 -3,276 -3,276 -3,276 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 98.0 99.5 99.9 99.5 0.1 0.5
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 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 9,719
COMMITMENTS
88 440 0 9,077 9,024 9,165 9,464 554 255
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,068)
-42 -210 0 -1,494 -858 -1,536 -1,068 468 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.5 0.0 93.4 92.8 94.3 97.4 5.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 14 15 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,923
COMMITMENTS
510 0 0 35,839 36,094 36,349 36,094 574 829
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 280)
0 0 0 25 280 25 280 255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 97.1 97.8 98.4 97.8 1.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 17 12 18 12
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 471,678
COMMITMENTS
0 19,025 0 471,678 452,653 471,678 471,678 0 0
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -41,616)
0 -10,200 0 -41,616 -31,416 -41,616 -41,616 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 100.0 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,049,052
COMMITMENTS
19,786 27,265 7,610 1021656 1014177 1049052 1049052 0 0
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -59,206)
-10,200 2,856 -2,856 -46,150 -59,206 -59,206 -59,206 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.6 0.7 97.4 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 1 24 26 27 28
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,237
COMMITMENTS
140 0 626 26,249 27,275 27,015 27,901 1,222 336
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 548)
60 0 0 251 521 311 521 237 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 2.2 93.0 96.6 95.7 98.8 4.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 0 4 37 35 42 39
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,268
COMMITMENTS
475 0 0 14,529 14,647 15,004 14,647 264 621
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 214)
15 0 -15 154 219 154 204 60 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 95.2 95.9 98.3 95.9 1.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 14 17 14
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,236
COMMITMENTS
0 0 0 8,594 8,254 8,594 8,254 642 982
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,008)
0 0 0 -1,045 -1,153 -1,045 -1,153 37 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.0 89.4 93.0 89.4 7.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 25 19 25 19
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,058
COMMITMENTS
0 0 0 9,712 9,391 9,712 9,391 346 667
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -585)
0 0 0 -501 -500 -501 -500 -84 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 93.4 96.6 93.4 3.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 21 21 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,775,978
COMMITMENTS
347,698 139,472 928,019 1404281 1626386 2679998 2693877 95,980 82,102
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 55,125)
16,213 12,540 23,850 12,678 20,329 52,741 56,720 2,384 -1,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 5.0 33.4 50.6 58.6 96.5 97.0 3.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
177 123 211 97 108 386 348
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,095
COMMITMENTS
71,109 13,340 31,973 55,361 109,781 158,442 155,094 653 4,001
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,762)
-1,717 1,222 -1,370 1,253 -1,674 -1,834 -1,822 71 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 8.4 20.1 34.8 69.0 99.6 97.5 0.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 11 9 24 26 35 41
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 231,622
COMMITMENTS
27,164 13,688 14,455 152,348 152,246 193,967 180,389 37,655 51,233
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -16,721)
2,356 -2,032 -1,923 -15,010 -9,481 -14,577 -13,436 -2,144 -3,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 5.9 6.2 65.8 65.7 83.7 77.9 16.3 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 2 5 25 25 32 32
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 147,060
COMMITMENTS
19,552 6,005 39,820 84,048 97,644 143,420 143,469 3,641 3,591
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 780)
1,383 -864 494 -986 1,257 892 887 -112 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 4.1 27.1 57.2 66.4 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
29 13 32 26 27 68 59
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 597,212
COMMITMENTS
40,798 3,553 100,966 441,319 480,139 583,082 584,657 14,129 12,554
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -31,139)
-4,739 -397 -6,603 -19,858 -24,133 -31,200 -31,133 61 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.6 16.9 73.9 80.4 97.6 97.9 2.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 3 12 37 38 49 50
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,307
COMMITMENTS
158 2,894 58 34,896 32,107 35,112 35,059 195 248
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -9,386)
50 -845 -250 -9,256 -8,366 -9,456 -9,461 70 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.2 0.2 98.8 90.9 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 7 2 36 39 39 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 107,502
COMMITMENTS
8,486 36,106 4,493 90,549 61,982 103,528 102,581 3,974 4,921
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 584)
0 2,068 138 97 -1,705 235 501 349 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 33.6 4.2 84.2 57.7 96.3 95.4 3.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 12 14 27 26 42 43
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,078
COMMITMENTS
2,735 2,819 4,152 27,549 27,625 34,436 34,596 2,642 2,482
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 1,190)
500 0 196 328 1,089 1,024 1,285 166 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 7.6 11.2 74.3 74.5 92.9 93.3 7.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 4 4 15 16 21 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,318
COMMITMENTS
4,750 550 0 11,518 15,718 16,268 16,268 50 50
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,385)
-548 -200 0 -1,710 -2,160 -2,258 -2,360 -127 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 3.4 0.0 70.6 96.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 0 18 21 20 24
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,240
COMMITMENTS
19,168 2,461 1,022 4,824 23,987 25,013 27,470 3,227 770
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 1,047)
861 342 -123 118 848 856 1,067 191 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.9 8.7 3.6 17.1 84.9 88.6 97.3 11.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
82 18 6 24 33 110 55
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 39,384
COMMITMENTS
28,585 930 203 4,988 37,062 33,776 38,194 5,608 1,190
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 497)
406 166 17 -191 130 232 313 265 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.6 2.4 0.5 12.7 94.1 85.8 97.0 14.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
99 8 2 16 37 115 47
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 313,579
COMMITMENTS
72,478 14,191 45,850 175,907 240,049 294,235 300,090 19,344 13,489
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 1,343)
-969 -270 513 4,272 1,473 3,816 1,716 -2,473 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 4.5 14.6 56.1 76.6 93.8 95.7 6.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
59 31 46 81 83 171 135
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,962
COMMITMENTS
2,518 519 1,128 14,561 15,582 18,207 17,229 3,755 4,733
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,749)
-31 -192 -499 -990 -1,323 -1,520 -2,014 -1,229 -735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 2.4 5.1 66.3 70.9 82.9 78.4 17.1 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 3 18 21 22 24
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,996
COMMITMENTS
222 310 0 4,640 4,573 4,862 4,883 134 113
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,776)
-28 178 -322 -1,359 -1,645 -1,709 -1,789 -67 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.2 0.0 92.9 91.5 97.3 97.7 2.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 0 25 27 27 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,312
COMMITMENTS
260 461 38 46,774 47,333 47,072 47,832 1,240 480
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -8,342)
-480 -399 0 -7,793 -7,893 -8,273 -8,292 -69 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.0 0.1 96.8 98.0 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 34 31 36 32
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,079
COMMITMENTS
400 0 0 14,429 15,079 14,829 15,079 250 0
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -4,120)
-200 0 0 -3,915 -4,120 -4,115 -4,120 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 95.7 100.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 19 20 20 20
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,099
COMMITMENTS
650 150 0 5,049 5,799 5,699 5,949 400 150
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,037)
0 -50 0 -1,167 -1,137 -1,167 -1,187 130 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 2.5 0.0 82.8 95.1 93.4 97.5 6.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 0 24 23 27 25
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,137
COMMITMENTS
1,830 0 0 13,017 14,542 14,847 14,542 290 595
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -3,162)
-1,954 0 0 -978 -3,062 -2,932 -3,062 -230 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.0 0.0 86.0 96.1 98.1 96.1 1.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 0 30 19 33 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,911
COMMITMENTS
886 830 203 13,031 13,410 14,120 14,443 791 468
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,317)
-139 -93 -12 -2,101 -2,107 -2,252 -2,212 -65 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 5.6 1.4 87.4 89.9 94.7 96.9 5.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 2 28 30 33 33
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,037
COMMITMENTS
0 1,510 114 12,771 11,225 12,885 12,849 152 188
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -3,285)
0 520 -298 -2,758 -3,242 -3,056 -3,020 -229 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.6 0.9 98.0 86.1 98.8 98.6 1.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 5 2 23 24 25 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,881
COMMITMENTS
4,985 1,380 1,364 24,106 27,905 30,455 30,649 426 232
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -952)
1,107 -176 192 -457 -645 842 -629 -1,794 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 4.5 4.4 78.1 90.4 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 3 6 33 31 42 38
Updated November 5, 2010