GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,219
COMMITMENTS
934 2,035 75 39,033 37,785 40,042 39,895 177 324
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,910)
0 1,435 18 2,807 1,632 2,825 3,085 85 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 5.1 0.2 97.1 93.9 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 4 1 38 45 41 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,919
COMMITMENTS
200 0 0 23,605 23,709 23,805 23,709 114 210
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -13)
100 0 0 -113 -13 -13 -13 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.0 0.0 98.7 99.1 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 25 26 26 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,421
COMMITMENTS
351 203 102 6,428 6,497 6,881 6,802 1,540 1,619
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 860)
184 10 15 652 813 851 838 9 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 2.4 1.2 76.3 77.2 81.7 80.8 18.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 3 29 31 33 35
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,656
COMMITMENTS
374 354 137 5,665 5,618 6,176 6,109 480 547
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 683)
50 63 -15 621 553 656 601 27 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 5.3 2.1 85.1 84.4 92.8 91.8 7.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 4 3 44 50 48 56
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,784
COMMITMENTS
30 35 55 1,428 1,346 1,513 1,436 271 348
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 2.0 3.1 80.0 75.4 84.8 80.5 15.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 18 18 20 19
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,768
COMMITMENTS
200 0 0 3,548 3,768 3,748 3,768 20 0
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 0.0 0.0 94.2 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 13 12 13
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,225
COMMITMENTS
0 0 0 15,910 16,225 15,910 16,225 315 0
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,284)
0 0 0 1,269 1,284 1,269 1,284 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.1 100.0 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 23 15 23 15
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 298,327
COMMITMENTS
72,659 26,887 33,788 148,845 214,942 255,292 275,617 43,035 22,710
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -8,236)
4,431 -2,128 -566 -12,129 -5,289 -8,264 -7,983 28 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 9.0 11.3 49.9 72.0 85.6 92.4 14.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
56 23 43 67 84 146 134
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,465
COMMITMENTS
442 692 400 14,573 14,308 15,415 15,400 50 65
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,410)
275 0 100 1,035 1,310 1,410 1,410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 4.5 2.6 94.2 92.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 6 3 43 46 47 54
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,606
COMMITMENTS
1,445 0 0 3,861 5,306 5,306 5,306 300 300
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 50)
-150 0 0 470 50 320 50 -270 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 0.0 0.0 68.9 94.6 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 18 14 21 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 817,792
COMMITMENTS
138,192 337,227 227,824 367,712 214,527 733,728 779,578 84,064 38,214
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 50,771)
8,862 27,889 1,428 37,628 18,149 47,918 47,466 2,853 3,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 41.2 27.9 45.0 26.2 89.7 95.3 10.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
85 98 121 74 71 248 217
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 51,861
COMMITMENTS
0 0 0 45,892 46,551 45,892 46,551 5,969 5,310
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -156)
0 0 0 -156 272 -156 272 0 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.5 89.8 88.5 89.8 11.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 15 18 15
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,779
COMMITMENTS
0 0 0 43,453 50,686 43,453 50,686 10,326 3,093
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 80.8 94.2 80.8 94.2 19.2 5.8
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
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 50,004
COMMITMENTS
2,270 3,564 3,838 37,695 32,909 43,803 40,311 6,201 9,693
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 7.1 7.7 75.4 65.8 87.6 80.6 12.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 14 9 17 12
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,587
COMMITMENTS
0 11,473 1,352 95,031 87,711 96,383 100,536 9,204 5,051
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -431)
0 -768 337 -796 0 -459 -431 28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.9 1.3 90.0 83.1 91.3 95.2 8.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 3 19 24 22 27
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 148,696
COMMITMENTS
9,369 0 6,285 119,119 134,801 134,773 141,086 13,923 7,610
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,784)
1,258 0 271 408 1,537 1,937 1,808 -153 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 0.0 4.2 80.1 90.7 90.6 94.9 9.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 2 26 27 30 29
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,518,118
COMMITMENTS
536,725 107,845 779,543 1181268 1609782 2497536 2497170 20,582 20,948
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 22,237)
4,576 -1,709 15,298 4,934 10,994 24,808 24,583 -2,571 -2,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 4.3 31.0 46.9 63.9 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
38 27 59 100 85 165 147
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 966,422
COMMITMENTS
183,054 87,994 170,705 608,315 702,554 962,074 961,253 4,348 5,169
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 31,610)
18,091 2,101 -102 13,600 28,497 31,589 30,496 21 1,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 9.1 17.7 62.9 72.7 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
35 18 43 40 37 90 83
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,985
COMMITMENTS
390 135 90 7,325 7,300 7,805 7,525 180 460
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -220)
0 -30 -30 -190 -190 -220 -250 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 1.7 1.1 91.7 91.4 97.7 94.2 2.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 18 15 20 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 8,799
COMMITMENTS
15 777 159 8,520 7,701 8,694 8,637 105 162
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 424)
-12 3 31 348 352 367 386 57 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 8.8 1.8 96.8 87.5 98.8 98.2 1.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 3 26 26 29 30
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,686
COMMITMENTS
171 315 29 1,974 1,627 2,174 1,971 512 715
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 11.7 1.1 73.5 60.6 80.9 73.4 19.1 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 16 17 17 20
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,600
COMMITMENTS
95 0 19 987 1,018 1,101 1,037 499 563
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 278)
-5 0 0 174 57 169 57 109 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 0.0 1.2 61.7 63.6 68.8 64.8 31.2 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 14 16 16 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,481
COMMITMENTS
7,296 1,334 890 34,847 42,411 43,033 44,635 3,448 1,846
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -165)
92 0 10 53 -175 155 -165 -320 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 2.9 1.9 75.0 91.2 92.6 96.0 7.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 4 28 29 32 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,311
COMMITMENTS
0 654 20 13,795 13,537 13,815 14,211 1,496 1,100
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 38)
0 10 -10 38 220 28 220 10 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.3 0.1 90.1 88.4 90.2 92.8 9.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 1 20 16 21 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,227
COMMITMENTS
150 2,322 350 26,904 27,147 27,404 29,819 3,823 1,408
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -98)
0 18 0 -148 -516 -148 -498 50 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 7.4 1.1 86.2 86.9 87.8 95.5 12.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 3 21 19 24 22
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,544
COMMITMENTS
130 362 40 9,594 10,318 9,764 10,720 1,780 824
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -24)
0 36 0 -26 290 -26 326 2 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 3.1 0.3 83.1 89.4 84.6 92.9 15.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 15 12 16 14
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,833
COMMITMENTS
52 860 76 12,443 11,895 12,571 12,831 1,262 1,002
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -6)
0 0 0 -6 -6 -6 -6 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 6.2 0.5 90.0 86.0 90.9 92.8 9.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 23 17 24 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,015
COMMITMENTS
0 510 0 46,505 46,185 46,505 46,695 510 320
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,170)
0 0 0 1,170 1,170 1,170 1,170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 0.0 98.9 98.2 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 12 11 12 12
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 660,046
COMMITMENTS
0 9,360 0 660,046 650,686 660,046 660,046 0 0
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 21,360)
0 0 0 21,360 21,360 21,360 21,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 25)
0 1 0 14 11 14 12
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 30,657
COMMITMENTS
0 0 0 30,295 30,657 30,295 30,657 362 0
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.8 100.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 9 13 9
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,396
COMMITMENTS
0 0 0 58,396 58,396 58,396 58,396 0 0
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 14 14 14 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,007,527
COMMITMENTS
0 0 0 1007527 1007527 1007527 1007527 0 0
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 15 13 15 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 203,103
COMMITMENTS
347 0 0 202,756 202,996 203,103 202,996 0 107
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -238)
0 0 0 -238 -238 -238 -238 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 0.0 99.8 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 20 25 21 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,576,946
COMMITMENTS
0 408 0 3576946 3576538 3576946 3576946 0 0
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -7,095)
0 0 0 -7,095 -7,095 -7,095 -7,095 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 38)
0 1 0 19 26 19 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,660
COMMITMENTS
5,208 1,600 132 55,320 58,418 60,660 60,150 0 510
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 2.6 0.2 91.2 96.3 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 1 24 20 29 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,120,566
COMMITMENTS
29,405 69,060 0 1091161 1051506 1120566 1120566 0 0
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -13,845)
0 0 0 -13,845 -13,845 -13,845 -13,845 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 6.2 0.0 97.4 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 0 21 25 23 27
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,354
COMMITMENTS
1,020 264 255 49,972 50,792 51,247 51,311 107 43
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -470)
0 0 0 -470 -470 -470 -470 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.5 0.5 97.3 98.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 21 19 22 21
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,541
COMMITMENTS
510 0 0 15,521 16,222 16,031 16,222 510 319
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 0.0 93.8 98.1 96.9 98.1 3.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 13 17 13
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 972,953
COMMITMENTS
0 42,635 4,770 968,183 925,548 972,953 972,953 0 0
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 4,770)
0 -4,770 4,770 0 4,770 4,770 4,770 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 0.5 99.5 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 20 19 21 21
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,391
COMMITMENTS
509 0 98 25,411 26,027 26,018 26,125 373 266
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -1,847)
-163 -300 -50 -1,602 -1,457 -1,815 -1,807 -32 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 0.4 96.3 98.6 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 0 2 36 37 39 39
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,678
COMMITMENTS
495 0 105 15,934 16,117 16,534 16,222 144 456
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 327)
125 0 5 197 322 327 327 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.0 0.6 95.5 96.6 99.1 97.3 0.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 20 17 22 18
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,644
COMMITMENTS
180 0 0 7,138 7,087 7,318 7,087 326 557
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 102)
120 0 0 -78 27 42 27 60 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.0 0.0 93.4 92.7 95.7 92.7 4.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 22 20 23 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,387
COMMITMENTS
0 0 0 9,828 9,335 9,828 9,335 559 1,052
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 90)
0 0 0 140 -144 140 -144 -50 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.6 89.9 94.6 89.9 5.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 14 14 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,501,588
COMMITMENTS
337,239 168,154 364,930 709,218 912,859 1411387 1445943 90,201 55,645
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 30,362)
6,111 -13,508 5,241 19,764 35,182 31,116 26,915 -754 3,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 11.2 24.3 47.2 60.8 94.0 96.3 6.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
142 89 161 91 99 321 280
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 231,657
COMMITMENTS
36,655 17,148 7,454 152,784 152,096 196,893 176,698 34,764 54,959
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,653)
-105 328 162 5,241 7,923 5,298 8,413 -2,645 -5,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 7.4 3.2 66.0 65.7 85.0 76.3 15.0 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 3 25 25 29 30
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,564
COMMITMENTS
403 954 150 32,899 32,311 33,452 33,415 112 149
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,492)
25 0 0 2,467 2,515 2,492 2,515 0 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 2.8 0.4 98.0 96.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 2 2 41 33 45 37
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,278
COMMITMENTS
4,451 29,033 2,336 76,987 50,009 83,774 81,378 3,504 5,900
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -722)
0 -1,315 7 -743 396 -736 -912 14 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 33.3 2.7 88.2 57.3 96.0 93.2 4.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 9 9 26 23 37 34
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,119
COMMITMENTS
4,725 738 0 10,244 14,069 14,969 14,807 150 312
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,199)
300 98 0 779 924 1,079 1,022 120 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 4.9 0.0 67.8 93.1 99.0 97.9 1.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 16 19 19 20
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,188
COMMITMENTS
16,483 2,484 437 2,620 18,665 19,540 21,586 2,648 602
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -858)
-547 -123 98 -246 -763 -695 -788 -163 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.3 11.2 2.0 11.8 84.1 88.1 97.3 11.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
83 18 9 21 31 109 56
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,973
COMMITMENTS
26,369 1,642 174 6,494 35,999 33,037 37,815 5,936 1,158
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -647)
-829 226 117 -98 -745 -810 -402 163 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.7 4.2 0.4 16.7 92.4 84.8 97.0 15.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
82 14 5 20 35 105 52
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 276,293
COMMITMENTS
86,921 12,520 23,406 144,787 229,434 255,114 265,360 21,179 10,933
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 6,178)
-1,150 -821 943 7,996 6,656 7,789 6,778 -1,611 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 4.5 8.5 52.4 83.0 92.3 96.0 7.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
76 21 34 78 94 172 134
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,532
COMMITMENTS
2,612 1,780 885 12,691 12,020 16,188 14,685 3,344 4,847
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,990)
-150 350 0 4,114 2,791 3,964 3,141 -974 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 9.1 4.5 65.0 61.5 82.9 75.2 17.1 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 2 13 14 18 17
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,061
COMMITMENTS
200 100 163 4,498 4,698 4,861 4,961 200 100
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 550)
-50 0 50 450 500 450 550 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 2.0 3.2 88.9 92.8 96.0 98.0 4.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 20 24 24 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 47,894
COMMITMENTS
225 3,504 9 46,492 44,246 46,726 47,759 1,168 135
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,310)
-175 1,371 -6 2,296 1,020 2,115 2,385 195 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 7.3 0.0 97.1 92.4 97.6 99.7 2.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 3 1 36 35 38 38
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,171
COMMITMENTS
0 0 0 17,937 18,171 17,937 18,171 234 0
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.7 100.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 14 13 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,605
COMMITMENTS
400 3,900 0 6,815 3,705 7,215 7,605 390 0
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 250)
-350 375 0 600 -125 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 51.3 0.0 89.6 48.7 94.9 100.0 5.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 0 21 15 23 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,860
COMMITMENTS
1,297 0 90 16,430 17,562 17,817 17,652 43 208
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,599)
1,012 0 -50 629 1,641 1,591 1,591 8 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 0.5 92.0 98.3 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 1 29 21 32 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,495
COMMITMENTS
2,218 911 1,022 12,081 13,397 15,321 15,330 174 165
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,743)
1,012 341 292 439 1,338 1,743 1,971 0 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 5.9 6.6 78.0 86.5 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 1 3 30 33 35 37
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,594
COMMITMENTS
300 1,938 204 11,973 10,416 12,477 12,558 117 36
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 446)
-15 -353 15 446 784 446 446 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 15.4 1.6 95.1 82.7 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 5 3 21 22 25 27
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,594
COMMITMENTS
7,231 1,220 2,443 22,260 28,691 31,934 32,354 660 240
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 879)
492 192 -60 267 747 699 879 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 3.7 7.5 68.3 88.0 98.0 99.3 2.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 2 4 29 29 38 34
Updated January 14, 2011