GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,220
COMMITMENTS
634 5,343 153 45,341 40,405 46,128 45,901 92 319
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 4,959)
-300 2,387 78 5,199 2,512 4,977 4,977 -18 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 11.6 0.3 98.1 87.4 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 4 1 39 47 41 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,345
COMMITMENTS
0 0 0 24,231 24,135 24,231 24,135 114 210
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 46)
-300 0 0 346 46 46 46 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.5 99.1 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 28 29 28 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,028
COMMITMENTS
1,085 293 162 7,300 8,175 8,547 8,630 1,481 1,398
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,120)
470 70 75 622 1,121 1,167 1,266 -47 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 2.9 1.6 72.8 81.5 85.2 86.1 14.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 3 36 40 40 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,680
COMMITMENTS
367 289 348 6,511 6,436 7,226 7,073 454 607
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 399)
-113 -91 178 287 219 352 306 47 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 3.8 4.5 84.8 83.8 94.1 92.1 5.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
5 4 5 51 53 57 61
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,685
COMMITMENTS
504 0 120 1,219 2,278 1,843 2,398 842 287
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 0.0 4.5 45.4 84.8 68.6 89.3 31.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 2 14 17 17 19
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,929
COMMITMENTS
30 15 75 1,516 1,503 1,621 1,593 308 336
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 70)
0 -10 20 62 69 82 79 -12 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.8 3.9 78.6 77.9 84.0 82.6 16.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 21 22 23 23
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,387
COMMITMENTS
200 0 0 4,148 4,387 4,348 4,387 39 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 0.0 94.6 100.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 13 15 14 15
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 18,185
COMMITMENTS
25 0 0 17,845 18,185 17,870 18,185 315 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,446)
0 0 0 1,446 1,446 1,446 1,446 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 0.0 98.1 100.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 26 16 27 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 314,495
COMMITMENTS
76,613 38,209 31,286 162,255 219,128 270,154 288,623 44,341 25,872
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 5,239)
2,462 6,433 -775 3,844 -2,480 5,531 3,178 -292 2,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 12.1 9.9 51.6 69.7 85.9 91.8 14.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
57 26 41 76 83 158 132
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 18,383
COMMITMENTS
417 742 350 17,566 17,226 18,333 18,318 50 65
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 973)
-25 100 -50 1,048 933 973 983 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 4.0 1.9 95.6 93.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
3 6 3 46 48 51 55
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,636
COMMITMENTS
1,345 0 0 4,991 6,336 6,336 6,336 300 300
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 300)
-50 0 0 350 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 0.0 0.0 75.2 95.5 95.5 95.5 4.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 19 15 22 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 836,565
COMMITMENTS
135,290 345,813 252,132 365,949 203,986 753,371 801,931 83,194 34,634
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -15,568)
-3,384 -14,424 9,374 -22,023 -8,956 -16,033 -14,006 465 -1,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 41.3 30.1 43.7 24.4 90.1 95.9 9.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
85 97 126 78 70 250 224
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 50,039
COMMITMENTS
0 0 0 44,070 44,729 44,070 44,729 5,969 5,310
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -110)
0 0 0 -110 -110 -110 -110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.1 89.4 88.1 89.4 11.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 16 18 16
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,895
COMMITMENTS
0 0 0 45,265 51,822 45,265 51,822 10,630 4,073
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,688)
0 0 0 2,116 708 2,116 708 -428 980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 81.0 92.7 81.0 92.7 19.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 16 16 16
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 49,850
COMMITMENTS
2,270 2,744 3,838 36,853 34,487 42,961 41,069 6,889 8,781
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -154)
0 -392 0 -842 1,150 -842 758 688 -912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 5.5 7.7 73.9 69.2 86.2 82.4 13.8 17.6
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
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,427
COMMITMENTS
90 1,030 4,224 43,460 47,969 47,774 53,223 12,653 7,204
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 1.7 7.0 71.9 79.4 79.1 88.1 20.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 15 12 17 14
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 57,612
COMMITMENTS
0 0 0 57,580 57,258 57,580 57,258 32 354
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.9 99.4 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 11 13 11
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,708
COMMITMENTS
0 10,007 2,247 94,175 89,523 96,422 101,777 9,286 3,931
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 685)
0 -1,212 715 0 2,314 715 1,817 -30 -1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.5 2.1 89.1 84.7 91.2 96.3 8.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 3 19 25 22 28
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,431
COMMITMENTS
11,135 0 4,481 125,610 142,916 141,226 147,397 14,205 8,034
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 3,101)
487 0 -676 3,222 3,401 3,033 2,725 68 376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 0.0 2.9 80.8 91.9 90.9 94.8 9.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 2 25 28 29 30
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,589,511
COMMITMENTS
536,710 87,036 803,355 1231643 1677161 2571708 2567552 17,803 21,959
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 41,944)
-10,096 -11,958 16,540 37,808 35,550 44,252 40,132 -2,308 1,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 3.4 31.0 47.6 64.8 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
44 20 59 111 90 176 150
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,046,780
COMMITMENTS
196,630 78,910 210,459 636,235 753,590 1043324 1042959 3,456 3,821
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 60,694)
18,272 2,050 18,982 23,733 39,902 60,987 60,934 -293 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 7.5 20.1 60.8 72.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
33 23 43 42 39 94 86
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,248
COMMITMENTS
15 954 85 10,038 8,929 10,138 9,968 110 280
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 853)
-10 122 -29 903 698 864 791 -11 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 9.3 0.8 98.0 87.1 98.9 97.3 1.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 2 26 28 28 31
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,868
COMMITMENTS
158 315 24 2,141 1,793 2,323 2,132 545 736
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 84)
-30 0 0 89 138 59 138 25 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 11.0 0.8 74.7 62.5 81.0 74.3 19.0 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 19 17 20 20
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,798
COMMITMENTS
97 0 0 1,169 1,142 1,266 1,142 532 656
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 198)
2 0 -19 182 124 165 105 33 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 0.0 0.0 65.0 63.5 70.4 63.5 29.6 36.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 18 19 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,725
COMMITMENTS
7,624 1,274 788 34,701 42,797 43,113 44,859 3,612 1,866
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -358)
228 -40 -102 -624 -144 -498 -286 140 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 2.7 1.7 74.3 91.6 92.3 96.0 7.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 3 29 29 33 34
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,466
COMMITMENTS
122 672 68 13,908 13,676 14,098 14,416 1,368 1,050
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 125)
122 0 48 105 125 275 173 -150 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 4.3 0.4 89.9 88.4 91.2 93.2 8.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 2 19 16 21 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,207
COMMITMENTS
150 2,426 290 26,924 27,429 27,364 30,145 3,843 1,062
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 86)
0 114 -60 174 378 114 432 -28 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 7.8 0.9 86.3 87.9 87.7 96.6 12.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 22 19 25 22
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,636
COMMITMENTS
130 458 40 9,686 10,266 9,856 10,764 1,780 872
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 8)
0 8 0 8 -48 8 -40 0 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 3.9 0.3 83.2 88.2 84.7 92.5 15.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 15 11 16 13
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,237
COMMITMENTS
52 860 76 12,847 12,299 12,975 13,235 1,262 1,002
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 272)
0 0 0 272 272 272 272 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 6.0 0.5 90.2 86.4 91.1 93.0 8.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 24 18 25 20
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,376
COMMITMENTS
0 510 0 47,866 47,676 47,866 48,186 510 190
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 0.0 98.9 98.6 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 11 11 11 12
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 705,598
COMMITMENTS
0 14,640 0 705,598 690,958 705,598 705,598 0 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 28,680)
0 5,280 0 28,680 23,400 28,680 28,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.1 0.0 100.0 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 15 11 15 12
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| 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 01/18/11 (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 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,626
COMMITMENTS
0 0 0 58,626 58,626 58,626 58,626 0 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 230)
0 0 0 230 230 230 230 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: 27)
0 0 0 15 14 15 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| 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 01/18/11 (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 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 202,170
COMMITMENTS
347 0 0 201,823 202,063 202,170 202,063 0 107
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 757)
0 0 0 757 757 757 757 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 22 25 23 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,580,466
COMMITMENTS
4,872 0 408 3575186 3580058 3580466 3580466 0 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 3,520)
4,872 -408 408 -1,760 3,520 3,520 3,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 19 27 20 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,060
COMMITMENTS
5,208 1,600 132 56,720 59,818 62,060 61,550 0 510
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,400)
0 0 0 1,400 1,400 1,400 1,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 2.6 0.2 91.4 96.4 100.0 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 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,163,326
COMMITMENTS
24,125 69,060 5,280 1133921 1088986 1163326 1163326 0 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 25,280)
-5,280 0 5,280 31,160 20,000 31,160 25,280 -5,880 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 5.9 0.5 97.5 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 1 23 25 25 28
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,314
COMMITMENTS
1,020 264 255 49,932 50,752 51,207 51,271 107 43
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 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 22 20 23 22
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 17,607
COMMITMENTS
510 0 0 16,587 17,288 17,097 17,288 510 319
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 556)
0 0 0 556 556 556 556 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.0 0.0 94.2 98.2 97.1 98.2 2.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 14 19 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 977,757
COMMITMENTS
0 43,405 4,000 973,757 930,352 977,757 977,757 0 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 4,804)
0 770 -770 5,574 4,804 4,804 4,804 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 0.4 99.6 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 20 20 21 22
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 416,360
COMMITMENTS
0 2,165 12,496 403,864 401,699 416,360 416,360 0 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.5 3.0 97.0 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 9 14 10
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,194
COMMITMENTS
724 0 81 26,016 26,822 26,821 26,903 373 291
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 241)
245 0 -20 16 236 241 216 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 0.3 95.7 98.6 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 2 37 35 40 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,156
COMMITMENTS
615 10 75 16,257 16,585 16,947 16,670 209 486
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 443)
125 10 15 238 388 378 413 65 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 0.1 0.4 94.8 96.7 98.8 97.2 1.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 19 17 21 18
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,089
COMMITMENTS
0 0 0 7,669 7,460 7,669 7,460 420 629
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 234)
-180 0 0 394 234 214 234 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.8 92.2 94.8 92.2 5.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 20 23 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,919
COMMITMENTS
0 0 0 10,050 9,952 10,050 9,952 869 967
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 242)
0 0 0 112 212 112 212 130 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 92.0 91.1 92.0 91.1 8.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 16 14 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,499,599
COMMITMENTS
305,004 161,687 362,227 732,472 919,226 1399703 1443140 99,896 56,459
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 7,603)
-21,826 1,408 8,259 17,659 -5,090 4,092 4,577 3,511 3,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 10.8 24.2 48.8 61.3 93.3 96.2 6.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
131 89 151 88 102 298 279
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 234,384
COMMITMENTS
37,857 16,863 8,928 143,654 148,768 190,439 174,559 43,945 59,825
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 4,027)
609 -636 1,852 -6,420 -848 -3,959 368 7,986 3,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 7.2 3.8 61.3 63.5 81.3 74.5 18.7 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 2 5 24 25 30 32
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,201
COMMITMENTS
445 1,756 108 37,336 35,988 37,889 37,852 312 349
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,641)
25 760 0 1,416 681 1,441 1,441 200 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 4.6 0.3 97.7 94.2 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 3 2 42 35 46 39
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,997
COMMITMENTS
4,451 30,436 2,239 75,553 47,470 82,243 80,145 3,754 5,852
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -1,401)
0 1,403 -97 -1,384 -2,809 -1,481 -1,503 80 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 35.4 2.6 87.9 55.2 95.6 93.2 4.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 11 9 27 24 38 37
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,281
COMMITMENTS
2,892 3 1,125 18,197 21,609 22,214 22,737 3,067 2,544
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 0.0 4.4 72.0 85.5 87.9 89.9 12.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 14 15 18 17
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,589
COMMITMENTS
4,275 1,378 0 12,164 14,899 16,439 16,277 150 312
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,350)
-450 640 0 1,650 560 1,200 1,200 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 8.3 0.0 73.3 89.8 99.1 98.1 0.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 0 18 21 21 24
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,631
COMMITMENTS
16,202 2,315 453 2,314 18,093 18,969 20,861 2,662 770
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -966)
-673 -67 4 -259 -857 -928 -920 -38 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.9 10.7 2.1 10.7 83.6 87.7 96.4 12.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
81 21 6 24 34 109 60
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 41,995
COMMITMENTS
30,513 1,654 156 5,559 38,993 36,228 40,803 5,767 1,192
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 391)
-691 267 122 764 367 195 756 196 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.7 3.9 0.4 13.2 92.9 86.3 97.2 13.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
95 12 3 23 37 121 49
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 282,934
COMMITMENTS
80,846 10,643 21,060 159,612 238,944 261,518 270,647 21,416 12,287
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -4,212)
-3,241 -920 -3,948 3,405 726 -3,784 -4,142 -428 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 3.8 7.4 56.4 84.5 92.4 95.7 7.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
72 20 38 84 95 169 140
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,991
COMMITMENTS
2,225 2,436 1,239 14,802 13,884 18,266 17,559 3,725 4,432
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,453)
48 383 -21 1,091 907 1,118 1,269 335 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 11.1 5.6 67.3 63.1 83.1 79.8 16.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 3 13 15 19 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,239
COMMITMENTS
450 100 150 5,539 5,889 6,139 6,139 100 100
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 295)
-50 0 -163 508 458 295 295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 1.6 2.4 88.8 94.4 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 1 21 27 25 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,741
COMMITMENTS
575 3,254 59 51,104 49,183 51,738 52,496 1,003 245
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 2,579)
450 -150 50 2,219 2,494 2,719 2,394 -140 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 6.2 0.1 96.9 93.3 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 1 2 40 35 43 37
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,136
COMMITMENTS
0 0 0 18,971 19,136 18,971 19,136 165 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 335)
0 0 0 404 335 404 335 -69 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.1 100.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 14 16 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,345
COMMITMENTS
250 4,250 150 7,575 3,945 7,975 8,345 370 0
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 590)
0 300 0 610 290 610 590 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 50.9 1.8 90.8 47.3 95.6 100.0 4.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 1 24 21 26 25
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,828
COMMITMENTS
4,567 0 240 19,976 24,378 24,783 24,618 45 210
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 4,024)
2,460 0 0 1,564 4,024 4,024 4,024 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 0.0 1.0 80.5 98.2 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 2 30 23 33 25
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,300
COMMITMENTS
4,593 1,513 1,022 12,511 15,600 18,126 18,135 174 165
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,278)
900 450 0 378 828 1,278 1,278 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 8.3 5.6 68.4 85.2 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 1 3 31 34 36 38
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,941
COMMITMENTS
179 1,293 348 12,217 11,264 12,744 12,905 197 36
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 349)
45 -381 45 179 685 269 349 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 10.0 2.7 94.4 87.0 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 4 4 26 25 33 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,202
COMMITMENTS
9,349 1,220 2,554 21,723 30,188 33,626 33,962 576 240
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 342)
156 0 111 63 231 330 342 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 3.6 7.5 63.5 88.3 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 2 5 28 31 40 37
Updated January 28, 2011