GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,302
COMMITMENTS
985 2,073 114 39,154 37,912 40,253 40,099 49 203
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 2,896)
0 233 0 2,928 2,645 2,928 2,878 -32 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.1 0.3 97.2 94.1 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 4 1 42 50 44 54
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,051
COMMITMENTS
400 0 0 30,549 30,841 30,949 30,841 102 210
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 631)
0 0 0 645 631 645 631 -14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 98.4 99.3 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 31 38 32 38
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,868
COMMITMENTS
146 216 55 4,384 4,427 4,585 4,698 1,283 1,170
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 184)
0 0 0 340 63 340 63 -156 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.7 0.9 74.7 75.4 78.1 80.1 21.9 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 20 20 21 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,224
COMMITMENTS
508 201 134 7,387 7,587 8,029 7,922 1,195 1,302
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 317)
50 40 15 280 390 345 445 -28 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.2 1.5 80.1 82.3 87.0 85.9 13.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 2 42 41 45 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,649
COMMITMENTS
624 410 285 6,146 6,422 7,055 7,117 594 532
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 300)
17 77 -12 237 286 242 351 58 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.4 3.7 80.4 84.0 92.2 93.0 7.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
5 7 8 50 52 59 63
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,556
COMMITMENTS
0 55 0 1,008 897 1,008 952 548 604
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 146)
0 0 0 174 30 174 30 -28 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 64.8 57.6 64.8 61.2 35.2 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 17 13 17 14
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 14,327
COMMITMENTS
0 400 0 14,132 13,887 14,132 14,287 195 40
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 1,133)
0 0 0 1,208 1,148 1,208 1,148 -75 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 98.6 96.9 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 26 16 26 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 437,282
COMMITMENTS
66,538 20,877 100,022 224,782 289,740 391,342 410,639 45,941 26,644
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -9,485)
-745 -1,504 1,826 -10,295 -7,620 -9,214 -7,297 -272 -2,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 4.8 22.9 51.4 66.3 89.5 93.9 10.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
56 26 51 76 90 157 148
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,217
COMMITMENTS
475 1,397 725 17,997 17,080 19,197 19,202 20 15
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 1,521)
-375 75 300 1,596 1,146 1,521 1,521 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 7.3 3.8 93.7 88.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 7 4 38 45 44 55
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,809
COMMITMENTS
2,740 0 50 5,005 7,759 7,795 7,809 14 0
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 390)
390 0 0 0 390 390 390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 0.0 0.6 64.1 99.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 0 1 22 22 29 23
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,914
COMMITMENTS
161 105 281 2,420 1,833 2,862 2,219 1,052 1,695
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 46)
6 -45 30 -3 2 33 -13 13 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.7 7.2 61.8 46.8 73.1 56.7 26.9 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 16 19 19
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,977
COMMITMENTS
130 0 0 2,747 2,927 2,877 2,927 100 50
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 850)
0 0 0 902 800 902 800 -52 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 92.3 98.3 96.6 98.3 3.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 16 17 17 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 862,268
COMMITMENTS
156,346 282,387 247,364 374,779 286,143 778,489 815,895 83,778 46,373
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -34,959)
4,034 10,962 -26,938 -16,673 -22,354 -39,578 -38,331 4,619 3,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 32.7 28.7 43.5 33.2 90.3 94.6 9.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
83 108 139 90 80 266 245
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 46,331
COMMITMENTS
0 1,495 88 36,426 38,898 36,514 40,481 9,817 5,850
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 67)
0 0 0 67 -45 67 -45 0 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.2 78.6 84.0 78.8 87.4 21.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 16 17 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,539
COMMITMENTS
0 0 0 45,360 41,629 45,360 41,629 8,179 11,910
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 1,460)
0 0 0 0 0 0 0 1,460 1,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.7 77.8 84.7 77.8 15.3 22.2
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 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,420
COMMITMENTS
0 0 0 51,470 58,389 51,470 58,389 10,950 4,031
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 1,116)
0 0 0 1,116 1,116 1,116 1,116 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.5 93.5 82.5 93.5 17.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 17 15 17
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 61,032
COMMITMENTS
2,482 2,707 6,312 41,975 43,922 50,769 52,941 10,263 8,091
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 1,144)
-1,161 186 989 2,135 986 1,963 2,161 -819 -1,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 4.4 10.3 68.8 72.0 83.2 86.7 16.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 16 16 20 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,237
COMMITMENTS
3,913 1,859 3,816 47,728 55,781 55,457 61,456 11,780 5,781
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 980)
-354 521 518 816 462 980 1,501 0 -521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.8 5.7 71.0 83.0 82.5 91.4 17.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 18 17 22 20
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,779,092
COMMITMENTS
82,921 124,262 600,414 1089293 1048040 1772627 1772715 6,465 6,377
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 53,187)
7,473 10,316 19,611 25,798 22,270 52,882 52,198 305 989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 7.0 33.7 61.2 58.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
47 32 65 66 66 139 137
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 34,535
COMMITMENTS
2,449 11,674 11,942 19,032 10,429 33,422 34,045 1,113 490
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 2,203)
105 -12 1,139 903 950 2,148 2,078 55 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 33.8 34.6 55.1 30.2 96.8 98.6 3.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 9 10 14 14 28 28
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 45,870
COMMITMENTS
0 0 0 44,404 44,890 44,404 44,890 1,466 980
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 1,972)
0 0 0 1,116 1,848 1,116 1,848 856 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 97.9 96.8 97.9 3.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 16 14 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 120,995
COMMITMENTS
0 10,941 2,830 111,836 102,725 114,666 116,496 6,329 4,499
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 587)
0 -766 -31 528 1,393 497 596 90 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.0 2.3 92.4 84.9 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 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 100,753
COMMITMENTS
0 699 1,787 91,803 92,997 93,590 95,483 7,163 5,270
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 2,429)
0 -404 420 1,985 2,413 2,405 2,429 24 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 1.8 91.1 92.3 92.9 94.8 7.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 23 21 24 22
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,615
COMMITMENTS
4,892 0 7,733 135,839 148,788 148,464 156,521 14,151 6,094
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -1,094)
-1,088 0 486 308 -1,580 -294 -1,094 -800 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 4.8 83.5 91.5 91.3 96.3 8.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 2 29 33 31 35
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,644,314
COMMITMENTS
498,405 122,949 804,426 1320265 1697367 2623096 2624742 21,218 19,572
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 2,922)
6,078 5,508 -14,075 10,509 11,442 2,512 2,875 410 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 4.6 30.4 49.9 64.2 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
38 28 60 109 94 176 157
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 986,859
COMMITMENTS
131,507 101,945 192,591 658,673 688,720 982,771 983,256 4,088 3,603
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 41,780)
34,928 -493 8,697 -2,514 33,415 41,111 41,619 669 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 10.3 19.5 66.7 69.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
25 24 38 42 39 86 82
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,719
COMMITMENTS
915 390 0 6,612 7,151 7,527 7,541 191 177
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 123)
0 0 0 137 226 137 226 -14 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 5.1 0.0 85.7 92.7 97.5 97.7 2.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 15 15 16 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,036
COMMITMENTS
150 924 0 6,718 6,000 6,868 6,924 168 112
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 413)
0 0 0 374 373 374 373 39 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 13.1 0.0 95.5 85.3 97.6 98.4 2.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 0 26 24 27 25
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,388
COMMITMENTS
0 0 0 2,334 2,373 2,334 2,373 54 15
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 110)
0 0 0 75 99 75 99 35 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 99.4 97.7 99.4 2.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 18 13 18
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,480
COMMITMENTS
55 181 45 1,787 1,349 1,887 1,575 593 905
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 7.3 1.8 72.1 54.4 76.1 63.5 23.9 36.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 17 19 18 22
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,305
COMMITMENTS
58 25 37 1,722 1,855 1,817 1,917 488 388
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 213)
18 0 7 128 115 153 122 60 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.1 1.6 74.7 80.5 78.8 83.2 21.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 24 26 26 29
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 190,381
COMMITMENTS
2,654 1,022 16,798 167,674 171,697 187,127 189,517 3,254 864
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 2,065)
386 -42 744 946 1,355 2,077 2,057 -12 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.5 8.8 88.1 90.2 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 3 6 37 31 44 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,135
COMMITMENTS
176 84 0 6,872 7,196 7,048 7,280 1,087 855
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.0 0.0 84.5 88.5 86.6 89.5 13.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 13 14 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,467
COMMITMENTS
0 742 40 16,042 15,731 16,082 16,513 1,386 954
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 248)
0 4 0 345 316 345 320 -96 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.2 91.8 90.1 92.1 94.5 7.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 23 22 24 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,397
COMMITMENTS
667 0 0 8,720 9,640 9,387 9,640 2,010 1,757
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -0 -0 -0 -0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 76.5 84.6 82.4 84.6 17.6 15.4
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 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,418
COMMITMENTS
170 1,948 200 26,968 27,740 27,338 29,888 3,080 530
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 156)
170 -72 0 126 228 296 156 -140 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 6.4 0.7 88.7 91.2 89.9 98.3 10.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 27 22 30 24
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,852
COMMITMENTS
190 222 104 10,780 11,302 11,074 11,628 1,778 1,224
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 329)
10 10 0 340 220 350 230 -21 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.7 0.8 83.9 87.9 86.2 90.5 13.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 22 17 24 19
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| 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 11/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 44,192
COMMITMENTS
0 529 470 42,767 42,172 43,237 43,171 955 1,021
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 1,153)
-39 -8 65 1,175 1,131 1,201 1,188 -48 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 1.1 96.8 95.4 97.8 97.7 2.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 2 29 25 31 28
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| 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: 9,229
COMMITMENTS
0 0 0 8,133 8,415 8,133 8,415 1,096 814
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -72)
0 0 0 58 -62 58 -62 -130 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.1 91.2 88.1 91.2 11.9 8.8
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 11/16/10 |
--------------------------------------------------------------| 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 11/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 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 11/16/10 |
--------------------------------------------------------------| 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 11/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 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 11/16/10 |
--------------------------------------------------------------| 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 11/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,682
COMMITMENTS
440 0 0 34,477 35,682 34,917 35,682 765 0
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 96.6 100.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 15 10 16 10
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 519,172
COMMITMENTS
0 0 0 519,172 519,172 519,172 519,172 0 0
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 11/16/10 |
--------------------------------------------------------------| 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 11/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 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 11/16/10 |
--------------------------------------------------------------| 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 11/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 211,468
COMMITMENTS
1,431 0 315 209,722 211,002 211,468 211,317 0 151
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 410)
0 0 0 410 410 410 410 0 0
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 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,693,676
COMMITMENTS
0 1,540 0 3693676 3692136 3693676 3693676 0 0
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,201
COMMITMENTS
1,642 2,125 0 60,559 59,821 62,201 61,946 0 255
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 26)
0 95 0 26 -69 26 26 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.4 0.0 97.4 96.2 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 0 26 20 28 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,165,182
COMMITMENTS
34,795 65,800 0 1130387 1099382 1165182 1165182 0 0
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 6,280)
0 1,600 0 6,280 4,680 6,280 6,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.6 0.0 97.0 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 0 27 26 29 28
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,092
COMMITMENTS
2,120 223 301 56,520 58,568 58,941 59,092 151 0
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 255)
0 0 255 0 0 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.4 0.5 95.6 99.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 26 27 29 29
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| 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 11/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 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 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,240
COMMITMENTS
510 0 0 36,220 36,411 36,730 36,411 510 829
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 918)
0 0 0 982 918 982 918 -64 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 97.3 97.8 98.6 97.8 1.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 13 19 13
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| 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 11/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,096,203
COMMITMENTS
19,786 28,400 7,610 1068807 1060193 1096203 1096203 0 0
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 9,360)
0 0 0 9,360 9,360 9,360 9,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.6 0.7 97.5 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 1 25 28 28 30
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 426,956
COMMITMENTS
6,005 7,755 7,610 413,341 388,191 426,956 403,556 0 23,400
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 0)
0 -23,400 0 0 0 0 -23,400 0 23,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.8 1.8 96.8 90.9 100.0 94.5 0.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 13 9 15 10
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,087
COMMITMENTS
45 126 300 24,463 25,308 24,808 25,734 1,279 353
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -151)
-60 0 -200 89 49 -171 -151 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.5 1.1 93.8 97.0 95.1 98.6 4.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 35 33 37 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,628
COMMITMENTS
630 0 25 15,799 15,982 16,454 16,007 174 621
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 320)
-25 0 0 405 330 380 330 -60 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.2 95.0 96.1 99.0 96.3 1.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 18 16 20 17
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,403
COMMITMENTS
0 0 0 8,664 8,670 8,664 8,670 739 733
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 195)
0 0 0 160 230 160 230 35 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.1 92.2 92.1 92.2 7.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 27 22 27 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,036
COMMITMENTS
0 0 0 9,685 9,339 9,685 9,339 351 697
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 180)
0 0 0 260 105 260 105 -80 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 93.1 96.5 93.1 3.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 20 20 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,403,506
COMMITMENTS
331,793 119,676 776,318 1186419 1426621 2294530 2322614 108,976 80,892
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -454,092)
-28,312 -22,915 -187,563 -244,966 -241,598 -460,841 -452,076 6,749 -2,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 5.0 32.3 49.4 59.4 95.5 96.6 4.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
159 88 179 94 108 344 304
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 166,352
COMMITMENTS
80,867 13,560 31,752 52,684 116,230 165,302 161,543 1,050 4,810
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 3,016)
4,078 226 33 -1,159 2,283 2,952 2,542 65 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 8.2 19.1 31.7 69.9 99.4 97.1 0.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 13 11 25 25 38 42
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 242,805
COMMITMENTS
27,144 15,966 14,913 166,470 160,676 208,527 191,555 34,278 51,250
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 404)
-437 546 102 303 167 -32 815 436 -411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 6.6 6.1 68.6 66.2 85.9 78.9 14.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 3 5 29 29 37 35
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 110,856
COMMITMENTS
20,594 4,959 28,577 58,850 74,750 108,020 108,286 2,836 2,570
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -43,999)
-3,723 -1,571 -12,194 -27,016 -29,018 -42,933 -42,783 -1,066 -1,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 4.5 25.8 53.1 67.4 97.4 97.7 2.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
21 11 24 22 21 53 46
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 604,459
COMMITMENTS
44,958 2,596 108,130 436,983 481,729 590,071 592,455 14,387 12,004
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -23,107)
-2,008 -590 -4,512 -16,027 -17,131 -22,547 -22,233 -560 -874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.4 17.9 72.3 79.7 97.6 98.0 2.4 2.0
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 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,600
COMMITMENTS
308 3,314 258 40,004 36,817 40,570 40,389 30 211
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 3,915)
150 170 175 3,585 3,470 3,910 3,815 5 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 8.2 0.6 98.5 90.7 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 5 3 42 40 46 48
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 105,013
COMMITMENTS
7,421 38,446 4,239 89,358 56,876 101,018 99,561 3,995 5,452
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -3,828)
-2,635 2,762 157 -1,140 -6,397 -3,618 -3,478 -210 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 36.6 4.0 85.1 54.2 96.2 94.8 3.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 13 13 31 30 46 47
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,925
COMMITMENTS
4,525 575 0 12,200 16,150 16,725 16,725 200 200
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 207)
-225 25 0 282 32 57 57 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 3.4 0.0 72.1 95.4 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 0 19 22 21 25
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,981
COMMITMENTS
17,661 2,776 1,244 5,286 22,319 24,191 26,339 2,790 642
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -2,323)
-1,687 282 -68 -20 -2,565 -1,774 -2,350 -549 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.5 10.3 4.6 19.6 82.7 89.7 97.6 10.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
77 20 10 24 33 108 59
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,792
COMMITMENTS
24,811 1,802 395 5,544 32,517 30,750 34,714 5,042 1,078
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -6,679)
-5,479 872 -308 -356 -7,267 -6,143 -6,703 -536 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.3 5.0 1.1 15.5 90.8 85.9 97.0 14.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
85 15 6 18 34 108 51
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 322,632
COMMITMENTS
82,803 13,887 40,640 179,248 255,705 302,691 310,231 19,941 12,400
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -5,360)
6,270 -998 325 -10,331 -3,227 -3,736 -3,900 -1,624 -1,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 4.3 12.6 55.6 79.3 93.8 96.2 6.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
75 29 50 90 93 194 149
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,142
COMMITMENTS
2,852 669 1,116 16,200 17,339 20,168 19,124 3,974 5,018
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 926)
69 0 -12 507 639 564 627 362 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.8 4.6 67.1 71.8 83.5 79.2 16.5 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 3 20 21 25 25
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,402
COMMITMENTS
222 260 20 5,026 5,009 5,268 5,289 134 113
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 406)
0 -50 20 386 436 406 406 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 4.8 0.4 93.0 92.7 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 1 26 26 29 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,691
COMMITMENTS
785 1,956 36 51,950 51,519 52,771 53,511 920 180
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 2,098)
0 1,105 -2 2,450 1,345 2,448 2,448 -350 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.6 0.1 96.8 96.0 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 1 34 31 37 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,329
COMMITMENTS
600 0 0 15,479 16,329 16,079 16,329 250 0
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 780)
0 0 0 780 780 780 780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 94.8 100.0 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 19 20 21 20
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,349
COMMITMENTS
850 100 50 5,049 6,049 5,949 6,199 400 150
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 250)
200 -50 50 0 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 1.6 0.8 79.5 95.3 93.7 97.6 6.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 1 25 23 29 25
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,729
COMMITMENTS
1,432 300 175 14,847 15,934 16,454 16,409 275 320
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 731)
132 0 0 599 731 731 731 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 1.8 1.0 88.8 95.2 98.4 98.1 1.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 32 21 35 23
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,595
COMMITMENTS
936 996 267 14,409 14,884 15,612 16,147 983 448
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 1,024)
50 11 39 935 974 1,024 1,024 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 6.0 1.6 86.8 89.7 94.1 97.3 5.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 3 2 32 30 38 34
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,871
COMMITMENTS
0 1,711 120 13,617 11,870 13,737 13,701 134 170
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 666)
0 156 0 819 555 819 711 -153 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.3 0.9 98.2 85.6 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 5 2 27 24 29 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,280
COMMITMENTS
5,749 1,343 941 23,950 28,664 30,640 30,948 640 332
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -131)
164 0 -114 -131 -17 -81 -131 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 4.3 3.0 76.6 91.6 98.0 98.9 2.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 3 6 34 32 41 39
Updated November 19, 2010