GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,091
COMMITMENTS
819 2,380 64 45,005 43,469 45,888 45,913 203 178
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 3,659)
0 200 0 3,515 3,459 3,515 3,659 144 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 5.2 0.1 97.6 94.3 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 4 1 43 47 45 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,723
COMMITMENTS
200 0 0 29,434 29,523 29,634 29,523 89 200
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,099)
0 0 0 1,087 1,099 1,087 1,099 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 99.0 99.3 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 28 33 29 33
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,433
COMMITMENTS
170 216 31 3,679 3,941 3,880 4,188 1,553 1,245
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -59)
0 0 0 -75 -44 -75 -44 16 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.0 0.6 67.7 72.5 71.4 77.1 28.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 18 17 19 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,951
COMMITMENTS
512 291 140 6,994 7,449 7,646 7,880 1,305 1,071
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 183)
14 -2 -6 145 117 153 109 30 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.3 1.6 78.1 83.2 85.4 88.0 14.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 3 41 40 45 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,246
COMMITMENTS
525 427 240 6,042 6,122 6,807 6,789 439 457
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 140)
131 9 -50 99 168 180 127 -40 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 5.9 3.3 83.4 84.5 93.9 93.7 6.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
3 6 4 49 52 54 60
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,613
COMMITMENTS
709 0 5 1,022 2,148 1,736 2,153 877 460
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 9)
0 0 0 9 -11 9 -11 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 0.0 0.2 39.1 82.2 66.4 82.4 33.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 1 12 15 16 16
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,567
COMMITMENTS
0 35 0 1,069 932 1,069 967 498 600
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 68.2 59.5 68.2 61.7 31.8 38.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 15 16 16
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,601
COMMITMENTS
30 40 40 1,194 1,142 1,264 1,222 337 379
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 143)
0 0 40 91 81 131 121 12 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.5 2.5 74.6 71.3 79.0 76.3 21.0 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 18 19 19
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,608
COMMITMENTS
0 0 0 1,600 1,601 1,600 1,601 8 7
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.6 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 12 12 12
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,510
COMMITMENTS
0 200 0 16,300 16,300 16,300 16,500 210 10
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,213)
0 0 0 1,183 1,213 1,183 1,213 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 98.7 98.7 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 28 18 28 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 392,693
COMMITMENTS
62,762 29,776 71,006 207,624 262,774 341,392 363,556 51,301 29,138
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 9,163)
1,439 246 2,465 3,955 5,516 7,858 8,227 1,304 936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 7.6 18.1 52.9 66.9 86.9 92.6 13.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
51 27 46 72 84 150 138
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 114,534
COMMITMENTS
142 9,088 29,062 80,335 72,231 109,539 110,381 4,995 4,153
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,934)
37 36 616 1,176 1,429 1,830 2,081 105 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.9 25.4 70.1 63.1 95.6 96.4 4.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 8 9 11 11 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,210
COMMITMENTS
425 1,665 525 16,145 14,955 17,095 17,145 115 65
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 876)
-50 125 -75 969 826 844 876 32 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 9.7 3.1 93.8 86.9 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 7 5 43 46 49 56
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,118
COMMITMENTS
2,160 0 25 4,596 6,793 6,781 6,818 337 300
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 186)
-300 0 0 186 -114 -114 -114 300 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 0.0 0.4 64.6 95.4 95.3 95.8 4.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 0 1 25 23 30 24
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,422
COMMITMENTS
2,463 230 752 6,165 8,420 9,380 9,402 42 20
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -25)
-125 150 125 -25 -300 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 2.4 8.0 65.4 89.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 1 9 12 11 15
GASOIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022A46
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,492
COMMITMENTS
154 0 448 2,588 2,751 3,191 3,199 301 293
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -70)
2 0 -6 -64 -63 -68 -69 -2 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 12.8 74.1 78.8 91.4 91.6 8.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 18 18 20 20
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 864,235
COMMITMENTS
172,234 339,237 256,391 348,376 225,491 777,001 821,118 87,235 43,117
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 391)
4,912 24,456 3,423 -3,688 -28,895 4,647 -1,016 -4,256 1,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 39.3 29.7 40.3 26.1 89.9 95.0 10.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
96 106 144 84 79 270 253
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,845
COMMITMENTS
55 0 280 50,473 50,815 50,808 51,095 6,037 5,750
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 792)
-31 0 0 -697 1,642 -728 1,642 1,520 -850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.5 88.8 89.4 89.4 89.9 10.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 18 16 19 17
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,608
COMMITMENTS
0 0 0 45,972 53,104 45,972 53,104 10,636 3,504
CHANGES FROM 12/14/10 (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 81.2 93.8 81.2 93.8 18.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 54,116
COMMITMENTS
2,332 3,559 4,679 39,030 35,628 46,041 43,866 8,075 10,250
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -672)
0 1,192 -1,160 32 -62 -1,128 -30 456 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 6.6 8.6 72.1 65.8 85.1 81.1 14.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 14 10 17 13
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,346
COMMITMENTS
2,399 1,280 3,688 45,809 51,039 51,896 56,007 11,450 7,339
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 39)
84 0 -62 0 0 22 -62 17 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.0 5.8 72.3 80.6 81.9 88.4 18.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 16 14 19 17
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,796,677
COMMITMENTS
94,773 129,646 621,992 1073502 1039018 1790267 1790656 6,410 6,021
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 46,348)
-864 -2,739 27,790 20,843 22,241 47,770 47,293 -1,421 -945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 7.2 34.6 59.7 57.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
43 39 67 62 61 136 136
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 38,850
COMMITMENTS
4,409 12,863 12,915 19,759 12,553 37,083 38,331 1,767 520
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,624)
761 62 -240 976 1,855 1,497 1,677 127 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 33.1 33.2 50.9 32.3 95.5 98.7 4.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 9 11 16 17 30 32
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 112,518
COMMITMENTS
0 12,485 1,222 100,801 93,432 102,023 107,139 10,495 5,379
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -536)
0 177 -53 -505 -566 -558 -442 22 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.1 1.1 89.6 83.0 90.7 95.2 9.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 3 20 27 23 30
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,667
COMMITMENTS
0 872 1,674 80,445 77,736 82,119 80,282 10,548 12,385
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 175)
0 -80 80 61 61 141 61 34 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 1.8 86.8 83.9 88.6 86.6 11.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 16 17 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,789
COMMITMENTS
6,909 1,033 6,361 125,176 137,910 138,446 145,304 15,343 8,485
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 326)
80 843 -525 673 48 228 366 98 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.7 4.1 81.4 89.7 90.0 94.5 10.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 26 28 29 30
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,594,365
COMMITMENTS
513,890 96,273 813,384 1245470 1666135 2572744 2575792 21,621 18,573
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -32,460)
-11,062 -5,250 -21,481 111 -4,022 -32,432 -30,753 -28 -1,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 3.7 31.4 48.0 64.2 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
38 26 61 108 91 173 154
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,024,285
COMMITMENTS
199,977 118,460 181,569 639,218 720,695 1020764 1020724 3,521 3,561
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 34,667)
29,981 3,044 4,179 978 27,830 35,138 35,053 -471 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 11.6 17.7 62.4 70.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
25 31 45 42 40 94 89
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 8,783
COMMITMENTS
43 849 40 8,620 7,719 8,703 8,608 80 175
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,215)
43 0 40 1,120 1,137 1,203 1,177 12 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 9.7 0.5 98.1 87.9 99.1 98.0 0.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 27 30 29 32
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,840
COMMITMENTS
181 369 13 2,074 1,687 2,268 2,069 572 771
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 103)
18 45 2 54 35 74 82 29 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 13.0 0.5 73.0 59.4 79.9 72.9 20.1 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 16 19 17 23
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,006
COMMITMENTS
145 30 5 1,509 1,647 1,659 1,682 347 324
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 44)
10 0 -15 170 104 165 89 -121 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.5 0.2 75.2 82.1 82.7 83.8 17.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 27 22 29
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 179,398
COMMITMENTS
2,576 873 15,812 158,011 161,862 176,399 178,547 2,999 851
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 984)
85 -139 524 363 263 972 648 13 336
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: 47)
5 4 6 37 34 46 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,098
COMMITMENTS
92 46 0 6,624 7,053 6,716 7,099 1,382 999
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.6 0.0 81.8 87.1 82.9 87.7 17.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 14 14 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,787
COMMITMENTS
0 871 50 16,653 15,951 16,703 16,872 1,084 915
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 78)
0 -59 26 74 93 100 60 -22 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.3 93.6 89.7 93.9 94.9 6.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 25 22 27 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,913
COMMITMENTS
699 0 0 8,819 9,429 9,518 9,429 1,395 1,484
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 242)
0 0 0 240 266 240 266 2 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 80.8 86.4 87.2 86.4 12.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 15 19 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,206
COMMITMENTS
164 2,474 350 28,238 28,204 28,752 31,028 3,454 1,178
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 276)
0 70 0 270 -28 270 42 6 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.7 1.1 87.7 87.6 89.3 96.3 10.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 25 24 28 27
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,102
COMMITMENTS
190 326 40 10,131 10,760 10,361 11,126 1,741 976
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 70)
0 -26 0 78 76 78 50 -8 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.7 0.3 83.7 88.9 85.6 91.9 14.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 21 16 22 18
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,226
COMMITMENTS
0 575 0 23,971 23,396 23,971 23,971 255 255
CHANGES FROM 12/14/10 (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 2.4 0.0 98.9 96.6 98.9 98.9 1.1 1.1
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 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,102
COMMITMENTS
94 561 574 39,418 39,325 40,086 40,460 1,017 642
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 581)
-29 -1 57 553 525 581 581 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.4 1.4 95.9 95.7 97.5 98.4 2.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 29 23 31 26
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| 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: 8,769
COMMITMENTS
0 0 0 7,687 7,915 7,687 7,915 1,082 854
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 48)
0 0 0 28 -24 28 -24 20 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.7 90.3 87.7 90.3 12.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 18 20 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,582
COMMITMENTS
0 510 0 48,072 47,942 48,072 48,452 510 130
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 66)
0 0 0 66 22 66 22 0 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 99.0 98.7 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 13 14 14
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 694,695
COMMITMENTS
0 9,360 0 694,695 685,335 694,695 694,695 0 0
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 416)
0 0 0 416 416 416 416 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 17 12 17 13
PJM BGE PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A42
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,669
COMMITMENTS
0 410 0 32,135 32,259 32,135 32,669 534 0
CHANGES FROM 12/14/10 (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 98.4 98.7 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 4 15 5
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,882
COMMITMENTS
0 460 0 32,882 32,422 32,882 32,882 0 0
CHANGES FROM 12/14/10 (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 1.4 0.0 100.0 98.6 100.0 100.0 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 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,260
COMMITMENTS
230 0 0 33,265 34,260 33,495 34,260 765 0
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 97.1 100.0 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
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 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 508,467
COMMITMENTS
0 0 0 508,467 508,467 508,467 508,467 0 0
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 4,680)
0 0 0 4,680 4,680 4,680 4,680 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: 24)
0 0 0 14 14 14 14
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,111
COMMITMENTS
0 0 0 63,088 63,111 63,088 63,111 23 0
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 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: 28)
0 0 0 18 15 18 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,077,087
COMMITMENTS
0 0 0 1077087 1077087 1077087 1077087 0 0
CHANGES FROM 12/14/10 (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 18 13 18 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 211,722
COMMITMENTS
853 0 0 210,869 211,592 211,722 211,592 0 130
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 2,962)
-63 0 0 3,025 2,962 2,962 2,962 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 0 25 28 27 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,716,656
COMMITMENTS
0 1,224 0 3716656 3715432 3716656 3716656 0 0
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 50,227)
0 1,224 0 50,227 49,003 50,227 50,227 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: 40)
0 1 0 24 28 24 29
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,327
COMMITMENTS
5,458 1,715 132 58,737 62,225 64,327 64,072 0 255
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,261)
1,900 0 -1,275 636 2,536 1,261 1,261 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 2.7 0.2 91.3 96.7 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 1 25 24 30 26
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,184,755
COMMITMENTS
29,405 70,940 0 1155350 1113815 1184755 1184755 0 0
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 3,040)
-3,800 3,040 0 6,840 759 3,040 3,799 0 -759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 6.0 0.0 97.5 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 0 26 27 28 29
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,059
COMMITMENTS
1,595 223 301 53,033 54,535 54,929 55,059 130 0
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.4 0.5 96.3 99.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 23 26 26 28
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 9,068
COMMITMENTS
46 230 0 7,979 8,177 8,025 8,407 1,043 661
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.5 0.0 88.0 90.2 88.5 92.7 11.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 11 14 12
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,385
COMMITMENTS
510 0 0 34,365 34,556 34,875 34,556 510 829
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -432)
0 0 0 -432 -432 -432 -432 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 97.1 97.7 98.6 97.7 1.4 2.3
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 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 432,408
COMMITMENTS
0 9,400 0 432,408 423,008 432,408 432,408 0 0
CHANGES FROM 12/14/10 (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 2.2 0.0 100.0 97.8 100.0 100.0 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 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,021,408
COMMITMENTS
9,776 41,730 1,880 1009752 977,798 1021408 1021408 0 0
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.1 0.2 98.9 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 1 24 28 27 30
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 412,232
COMMITMENTS
0 11,605 3,760 408,472 396,867 412,232 412,232 0 0
CHANGES FROM 12/14/10 (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 2.8 0.9 99.1 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 14 12 15 13
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,175
COMMITMENTS
482 0 541 26,792 27,353 27,815 27,894 360 281
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,063)
342 0 166 1,068 1,010 1,576 1,176 -513 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 1.9 95.1 97.1 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 0 4 40 37 45 41
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,962
COMMITMENTS
445 0 65 16,308 16,406 16,818 16,471 144 491
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 360)
25 0 30 305 330 360 360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.4 96.1 96.7 99.2 97.1 0.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 20 18 22 19
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,859
COMMITMENTS
210 0 45 8,262 8,310 8,517 8,355 342 504
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -156)
150 0 45 39 -21 234 24 -390 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.5 93.3 93.8 96.1 94.3 3.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 25 21 27 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,944
COMMITMENTS
0 0 0 10,449 10,397 10,449 10,397 495 547
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 211)
0 0 0 256 181 256 181 -45 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 95.0 95.5 95.0 4.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 22 22 22 22
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,113
COMMITMENTS
0 0 0 4,054 3,962 4,054 3,962 59 151
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 135)
0 0 0 135 135 135 135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 96.3 98.6 96.3 1.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 12 18 12
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,401,391
COMMITMENTS
331,214 124,045 737,033 1240139 1478857 2308386 2339934 93,005 61,457
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -78,341)
767 1,857 -66,900 -3,041 -2,673 -69,174 -67,716 -9,167 -10,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 5.2 30.7 51.6 61.6 96.1 97.4 3.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
164 93 170 93 104 336 298
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 154,015
COMMITMENTS
79,100 6,871 30,619 41,789 110,462 151,508 147,952 2,507 6,063
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 404)
-619 -2,888 1,450 -901 703 -69 -734 473 1,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.4 4.5 19.9 27.1 71.7 98.4 96.1 1.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 6 7 14 15 22 25
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 241,819
COMMITMENTS
33,187 17,064 11,688 161,336 158,494 206,211 187,246 35,608 54,573
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,125)
2,983 -24 793 -613 415 3,163 1,184 -2,038 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 7.1 4.8 66.7 65.5 85.3 77.4 14.7 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 6 29 29 36 36
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,559
COMMITMENTS
24,515 2,846 31,117 60,843 83,617 116,475 117,580 4,085 2,979
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 269)
-769 -336 42 742 569 15 275 254 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 2.4 25.8 50.5 69.4 96.6 97.5 3.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
20 11 23 25 23 56 47
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 601,769
COMMITMENTS
44,715 3,007 108,233 435,654 476,777 588,602 588,017 13,167 13,752
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 3,075)
21 403 939 2,756 1,999 3,715 3,341 -640 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.5 18.0 72.4 79.2 97.8 97.7 2.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 2 12 37 38 49 50
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,837
COMMITMENTS
478 2,166 150 41,992 40,244 42,620 42,560 217 277
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 2,673)
50 0 100 2,461 2,523 2,611 2,623 62 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.1 0.4 98.0 93.9 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 4 2 44 39 49 44
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,287
COMMITMENTS
4,451 30,071 1,730 77,802 49,606 83,983 81,407 3,304 5,880
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -922)
0 -1,173 -444 -572 30 -1,016 -1,587 94 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 34.5 2.0 89.1 56.8 96.2 93.3 3.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 9 8 26 23 36 34
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,645
COMMITMENTS
4,325 594 0 11,295 14,945 15,620 15,539 25 106
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 300)
0 -27 0 300 300 300 273 0 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 3.8 0.0 72.2 95.5 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 0 19 25 21 28
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,757
COMMITMENTS
16,773 1,858 708 4,479 21,636 21,960 24,202 2,797 555
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -667)
-270 -157 66 -500 -530 -703 -620 36 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 7.5 2.9 18.1 87.4 88.7 97.8 11.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
85 15 10 23 34 114 56
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,171
COMMITMENTS
25,331 1,461 243 7,167 35,070 32,741 36,774 5,430 1,397
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 461)
479 84 -478 497 937 499 543 -38 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.4 3.8 0.6 18.8 91.9 85.8 96.3 14.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
81 10 6 15 34 97 50
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 312,009
COMMITMENTS
86,134 13,159 35,656 166,274 248,686 288,065 297,502 23,944 14,507
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 15,386)
3,943 2,425 2,345 9,249 10,812 15,537 15,582 -151 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 4.2 11.4 53.3 79.7 92.3 95.4 7.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
81 20 44 77 87 175 136
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,382
COMMITMENTS
3,057 1,243 1,358 11,854 12,654 16,269 15,255 4,113 5,127
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 151)
-45 8 132 -275 -443 -188 -303 339 454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 6.1 6.7 58.2 62.1 79.8 74.8 20.2 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 4 16 19 23 24
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,582
COMMITMENTS
86 200 150 5,259 5,169 5,495 5,519 87 63
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 426)
-100 0 150 376 276 426 426 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.6 2.7 94.2 92.6 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 1 27 24 30 26
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,117
COMMITMENTS
230 3,122 15 54,884 52,795 55,129 55,932 988 185
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 2,184)
0 625 0 2,124 1,609 2,124 2,234 60 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.6 0.0 97.8 94.1 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 1 34 34 37 37
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,095
COMMITMENTS
200 0 0 18,656 19,095 18,856 19,095 239 0
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 141)
0 0 0 72 141 72 141 69 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 97.7 100.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 20 17 21 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,457
COMMITMENTS
850 3,375 0 7,457 5,082 8,307 8,457 150 0
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 600)
-50 600 -150 800 150 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 39.9 0.0 88.2 60.1 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 0 27 24 30 25
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,201
COMMITMENTS
1,861 0 140 16,040 17,931 18,041 18,071 160 130
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,657)
65 0 0 1,592 1,657 1,657 1,657 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 0.8 88.1 98.5 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 0 2 32 23 35 25
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,964
COMMITMENTS
611 1,251 614 14,415 13,899 15,640 15,764 324 200
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 116)
-403 -32 -13 520 161 104 116 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 7.8 3.8 90.3 87.1 98.0 98.7 2.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 4 5 35 34 42 39
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,798
COMMITMENTS
315 2,478 189 14,204 12,005 14,708 14,672 90 126
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 768)
15 207 108 645 453 768 768 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 16.7 1.3 96.0 81.1 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 3 27 24 31 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,474
COMMITMENTS
6,489 1,242 2,836 23,646 29,110 32,971 33,188 503 286
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 856)
-445 0 595 706 261 856 856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 3.7 8.5 70.6 87.0 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 3 7 35 33 43 41
Updated December 27, 2010