GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,574
COMMITMENTS
577 5,538 316 45,520 40,468 46,413 46,322 161 252
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 2,423)
0 202 67 2,266 2,094 2,333 2,363 90 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 11.9 0.7 97.7 86.9 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
1 3 1 41 52 43 55
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,199
COMMITMENTS
0 0 0 22,066 22,014 22,066 22,014 133 185
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,101)
0 0 0 1,116 1,141 1,116 1,141 -15 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.2 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 29 30 29 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,410
COMMITMENTS
1,091 300 247 7,634 8,565 8,972 9,112 1,438 1,298
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 673)
19 39 24 613 757 656 820 17 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 2.9 2.4 73.3 82.3 86.2 87.5 13.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 3 32 38 35 43
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,703
COMMITMENTS
609 135 302 6,386 6,653 7,297 7,090 406 613
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 538)
114 25 81 602 607 797 713 -259 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.8 3.9 82.9 86.4 94.7 92.0 5.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 3 6 46 51 53 59
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,462
COMMITMENTS
600 81 469 1,662 2,428 2,731 2,978 731 484
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 381)
36 81 24 319 196 379 301 2 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 2.3 13.5 48.0 70.1 78.9 86.0 21.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 4 19 19 24 23
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,377
COMMITMENTS
25 40 80 1,777 1,947 1,882 2,067 495 310
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 258)
5 -30 0 188 275 193 245 65 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.7 3.4 74.8 81.9 79.2 87.0 20.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 21 22 23 24
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,497
COMMITMENTS
0 0 0 3,491 3,497 3,491 3,497 6 0
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,160)
0 0 0 1,160 1,160 1,160 1,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 17 18 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,840
COMMITMENTS
0 0 0 16,540 16,825 16,540 16,825 300 15
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 2,425)
0 0 0 2,425 2,425 2,425 2,425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 99.9 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 24 17 24 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 413,142
COMMITMENTS
66,229 37,749 82,299 215,435 261,875 363,964 381,924 49,177 31,218
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 13,252)
-1,569 288 3,483 10,698 4,367 12,612 8,138 640 5,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 9.1 19.9 52.1 63.4 88.1 92.4 11.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
54 30 44 73 83 153 136
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 121,586
COMMITMENTS
373 5,823 32,528 84,733 81,072 117,635 119,423 3,951 2,162
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,504)
54 -28 452 855 1,071 1,361 1,495 143 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.8 26.8 69.7 66.7 96.8 98.2 3.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 5 8 14 15 22 23
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,538
COMMITMENTS
250 710 580 16,690 16,233 17,520 17,523 18 15
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,110)
0 50 0 1,110 1,060 1,110 1,110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 4.0 3.3 95.2 92.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
3 7 4 43 51 48 60
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,221
COMMITMENTS
550 455 295 7,076 7,171 7,921 7,921 300 300
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 325)
-50 300 0 375 25 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 5.5 3.6 86.1 87.2 96.4 96.4 3.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 24 16 27 18
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,575
COMMITMENTS
0 200 0 1,575 1,325 1,575 1,525 0 50
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.7 0.0 100.0 84.1 100.0 96.8 0.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 12 12 12 14
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,965
COMMITMENTS
0 0 0 2,965 2,965 2,965 2,965 0 0
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 10 16 10 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,014,270
COMMITMENTS
167,148 377,917 332,551 430,047 259,292 929,746 969,761 84,524 44,509
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 49,715)
-5,907 14,006 22,534 32,488 10,123 49,115 46,662 599 3,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 37.3 32.8 42.4 25.6 91.7 95.6 8.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
97 122 147 79 79 271 264
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 46,435
COMMITMENTS
0 0 0 40,802 41,909 40,802 41,909 5,633 4,526
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.9 90.3 87.9 90.3 12.1 9.7
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,840
COMMITMENTS
0 0 0 42,697 49,295 42,697 49,295 11,143 4,545
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 365)
0 0 0 0 365 0 365 365 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 79.3 91.6 79.3 91.6 20.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 15 15 15
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 47,192
COMMITMENTS
2,326 2,655 3,397 36,658 33,174 42,381 39,226 4,811 7,966
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,426)
0 844 43 2,425 783 2,468 1,670 -1,042 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.6 7.2 77.7 70.3 89.8 83.1 10.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 15 11 18 14
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,778,432
COMMITMENTS
84,467 108,986 599,232 1088120 1062497 1771818 1770715 6,614 7,717
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 49,453)
3,502 311 22,423 23,382 26,214 49,307 48,948 146 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 6.1 33.7 61.2 59.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
44 41 71 66 62 147 137
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 51,251
COMMITMENTS
10,558 16,445 13,784 25,171 20,636 49,512 50,865 1,739 386
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -1,450)
2,378 1,139 -4,531 544 2,182 -1,610 -1,210 160 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 32.1 26.9 49.1 40.3 96.6 99.2 3.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 10 16 19 22 38 41
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 99,433
COMMITMENTS
420 8,678 1,748 89,102 85,578 91,270 96,004 8,163 3,429
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -660)
420 85 -282 -798 -339 -660 -536 0 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.7 1.8 89.6 86.1 91.8 96.6 8.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 18 27 20 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 149,820
COMMITMENTS
9,553 0 3,382 121,824 137,700 134,759 141,082 15,061 8,738
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 331)
-848 0 -304 1,357 687 205 383 126 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 2.3 81.3 91.9 89.9 94.2 10.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 24 25 27 27
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,625,379
COMMITMENTS
501,200 88,316 839,955 1264356 1674701 2605511 2602972 19,868 22,407
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 51,451)
-15,520 10,728 25,780 36,484 12,563 46,744 49,071 4,707 2,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 3.4 32.0 48.2 63.8 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
40 27 62 104 87 173 151
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,036,019
COMMITMENTS
179,435 84,687 210,222 641,536 737,074 1031193 1031983 4,826 4,036
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 32,764)
-14,375 4,932 20,204 25,613 7,424 31,442 32,560 1,322 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 8.2 20.3 61.9 71.1 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
25 30 45 41 38 90 89
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,509
COMMITMENTS
63 975 101 11,276 10,348 11,440 11,424 69 85
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 633)
48 -20 40 596 751 684 771 -51 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 8.5 0.9 98.0 89.9 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 3 27 28 30 33
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,655
COMMITMENTS
87 26 0 1,015 1,186 1,102 1,212 553 443
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 42)
0 -9 0 -20 21 -20 12 62 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.6 0.0 61.3 71.7 66.6 73.2 33.4 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 18 17 19 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 188,921
COMMITMENTS
4,790 1,741 16,811 163,420 168,265 185,021 186,816 3,899 2,104
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 4,305)
-101 -271 1,771 2,508 2,745 4,178 4,245 127 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.9 8.9 86.5 89.1 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 5 9 35 31 45 40
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,909
COMMITMENTS
93 705 95 16,244 16,024 16,432 16,824 1,477 1,086
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 7)
2 34 -8 -17 -43 -23 -17 30 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.9 0.5 90.7 89.5 91.8 93.9 8.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 21 16 23 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,635
COMMITMENTS
148 3,310 220 28,089 27,031 28,457 30,561 3,178 1,074
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 246)
0 -32 0 244 236 244 204 2 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 10.5 0.7 88.8 85.4 90.0 96.6 10.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 23 18 25 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,365
COMMITMENTS
100 464 40 9,765 10,027 9,905 10,531 1,460 834
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 18)
0 18 0 18 0 18 18 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.1 0.4 85.9 88.2 87.2 92.7 12.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 16 11 17 13
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,711
COMMITMENTS
0 1,315 502 33,816 33,109 34,318 34,927 1,392 784
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 398)
0 -12 139 321 470 460 598 -62 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 1.4 94.7 92.7 96.1 97.8 3.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 25 19 27 21
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,800
COMMITMENTS
0 468 0 50,311 50,184 50,311 50,652 489 148
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 21)
0 0 0 21 21 21 21 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 99.0 98.8 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 12 12 12 13
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 728,597
COMMITMENTS
0 13,824 0 728,597 714,773 728,597 728,597 0 0
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 100.0 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 12 15 13
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,631
COMMITMENTS
0 0 0 28,290 28,631 28,290 28,631 341 0
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,545
COMMITMENTS
0 0 0 62,545 62,545 62,545 62,545 0 0
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,246)
0 0 0 1,246 1,246 1,246 1,246 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 16 13 16 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,091,020
COMMITMENTS
0 0 0 1091020 1091020 1091020 1091020 0 0
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 46,880)
0 0 0 46,880 46,880 46,880 46,880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 12 17 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 196,204
COMMITMENTS
0 10 200 196,004 195,994 196,204 196,204 0 0
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 134)
-200 10 200 134 -76 134 134 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.1 99.9 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 1 21 27 22 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,436,947
COMMITMENTS
1,056 0 0 3435891 3436947 3436947 3436947 0 0
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -11,718)
0 0 0 -11,718 -11,718 -11,718 -11,718 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 19 28 20 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,163
COMMITMENTS
6,030 1,600 132 55,001 58,921 61,163 60,653 0 510
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 510)
0 0 0 510 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.6 0.2 89.9 96.3 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 1 24 20 29 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,179,976
COMMITMENTS
24,125 86,052 5,280 1150571 1088644 1179976 1179976 0 0
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 7.3 0.4 97.5 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 1 25 25 27 28
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,762
COMMITMENTS
1,020 243 255 49,401 50,221 50,676 50,719 86 43
CHANGES FROM 02/08/11 (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 TRADER
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: 27)
1 1 1 21 18 22 20
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,984
COMMITMENTS
0 2,536 190 28,476 26,024 28,666 28,750 318 234
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 0.7 98.2 89.8 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 14 13 15 14
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,193
COMMITMENTS
510 86 0 33,980 34,788 34,490 34,874 703 319
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 915)
0 0 0 701 915 701 915 214 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.0 96.6 98.8 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 18 15 19 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 974,536
COMMITMENTS
0 35,587 4,000 970,536 934,949 974,536 974,536 0 0
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.4 99.6 95.9 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 576,368
COMMITMENTS
45,691 0 13,845 516,832 562,523 576,368 576,368 0 0
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 94,080)
0 0 0 94,080 94,080 94,080 94,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 2.4 89.7 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 12 9 13 10
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,708
COMMITMENTS
491 30 41 22,723 23,287 23,255 23,358 453 350
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -43)
-35 5 -65 22 -83 -78 -143 35 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.1 0.2 95.8 98.2 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 2 38 33 41 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,772
COMMITMENTS
1,011 0 45 15,458 16,242 16,514 16,287 258 485
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 260)
90 0 45 260 215 395 260 -135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.3 92.2 96.8 98.5 97.1 1.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 19 18 22 19
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,062
COMMITMENTS
0 0 0 6,646 6,403 6,646 6,403 416 659
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 76)
0 0 0 76 330 76 330 0 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.1 90.7 94.1 90.7 5.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 19 16 19 16
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,907
COMMITMENTS
0 0 0 10,343 9,629 10,343 9,629 564 1,278
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 80)
0 0 0 90 -235 90 -235 -10 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 88.3 94.8 88.3 5.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 15 15 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,803,419
COMMITMENTS
342,487 112,891 949,743 1382293 1669606 2674522 2732240 128,896 71,178
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 24,249)
-1,613 4,525 23,948 -1,793 -9,014 20,541 19,458 3,707 4,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.0 33.9 49.3 59.6 95.4 97.5 4.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441)
204 110 224 104 107 412 350
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 313,576
COMMITMENTS
137,810 36,265 73,672 98,647 199,590 310,130 309,527 3,446 4,049
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 35,910)
23,530 10,888 692 11,670 24,962 35,891 36,542 19 -632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 11.6 23.5 31.5 63.6 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 13 15 23 26 39 47
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 226,890
COMMITMENTS
38,080 16,472 9,467 143,737 143,879 191,284 169,818 35,606 57,072
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 798)
-47 355 2,017 1,313 1,102 3,283 3,474 -2,485 -2,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 7.3 4.2 63.4 63.4 84.3 74.8 15.7 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 3 5 24 24 30 31
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 133,743
COMMITMENTS
27,278 1,281 34,202 67,654 94,981 129,134 130,465 4,608 3,278
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,433)
-649 165 2,321 -420 -1,072 1,252 1,414 181 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 1.0 25.6 50.6 71.0 96.6 97.5 3.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
21 13 24 27 25 60 50
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 568,549
COMMITMENTS
32,270 7,723 100,413 419,135 443,150 551,819 551,286 16,731 17,263
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -7,475)
-2,831 880 -299 -4,249 -7,687 -7,379 -7,107 -96 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.4 17.7 73.7 77.9 97.1 97.0 2.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 3 13 34 34 47 47
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,901
COMMITMENTS
380 1,980 100 32,313 30,674 32,793 32,754 108 147
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,291)
25 336 0 1,326 955 1,351 1,291 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.0 0.3 98.2 93.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 4 1 36 37 39 42
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,218
COMMITMENTS
7,512 31,926 2,234 76,527 49,641 86,273 83,801 2,945 5,417
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 3,555)
1,901 3,800 195 1,779 131 3,875 4,126 -320 -571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 35.8 2.5 85.8 55.6 96.7 93.9 3.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 10 10 27 24 39 37
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,034
COMMITMENTS
9,199 53 1,725 15,871 24,078 26,795 25,856 3,239 4,178
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -2,071)
2,164 -1,210 50 -4,779 -2,883 -2,565 -4,043 494 1,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 0.2 5.7 52.8 80.2 89.2 86.1 10.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 2 3 13 14 22 17
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,109
COMMITMENTS
3,800 969 0 11,309 14,044 15,109 15,013 0 96
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 990)
0 0 0 990 990 990 990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 6.4 0.0 74.8 93.0 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 0 19 19 25 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,982
COMMITMENTS
18,184 2,395 784 4,950 23,002 23,918 26,181 3,064 801
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -314)
-413 -53 158 -83 -355 -339 -250 25 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.4 8.9 2.9 18.3 85.3 88.6 97.0 11.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
85 18 9 23 35 111 60
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 42,674
COMMITMENTS
31,030 1,149 706 5,370 39,720 37,107 41,575 5,567 1,098
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -2,341)
-1,673 -382 48 -306 -1,916 -1,930 -2,251 -410 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.7 2.7 1.7 12.6 93.1 87.0 97.4 13.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
96 8 11 20 37 120 54
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 309,779
COMMITMENTS
75,981 13,348 34,471 175,429 248,491 285,881 296,310 23,898 13,470
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 13,521)
-1,516 4,076 -160 15,461 9,838 13,785 13,754 -264 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 4.3 11.1 56.6 80.2 92.3 95.7 7.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
76 22 46 82 95 175 148
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,621
COMMITMENTS
2,325 2,265 1,277 16,277 15,338 19,879 18,880 3,742 4,741
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,485)
100 -232 319 1,871 1,059 2,290 1,146 -805 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 9.6 5.4 68.9 64.9 84.2 79.9 15.8 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 3 15 16 21 19
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,453
COMMITMENTS
350 0 660 5,393 5,743 6,403 6,403 50 50
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 483)
0 0 100 333 333 433 433 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 10.2 83.6 89.0 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 4 25 27 29 31
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,683
COMMITMENTS
530 2,745 9 53,432 51,659 53,971 54,413 712 270
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,734)
-100 -120 0 2,114 1,914 2,014 1,794 -280 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.0 0.0 97.7 94.5 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 1 41 35 45 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,668
COMMITMENTS
0 0 0 19,523 19,668 19,523 19,668 145 0
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 770)
0 0 0 770 770 770 770 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 14 14 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,742
COMMITMENTS
50 3,900 150 7,202 3,692 7,402 7,742 340 0
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 275)
-100 -50 100 275 225 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 50.4 1.9 93.0 47.7 95.6 100.0 4.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 2 27 22 29 26
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,714
COMMITMENTS
4,767 10 480 16,441 21,076 21,688 21,566 26 148
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,022)
35 0 150 837 907 1,022 1,057 0 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 0.0 2.2 75.7 97.1 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 29 24 32 26
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,911
COMMITMENTS
5,789 2,047 944 12,060 15,805 18,793 18,796 118 115
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 388)
398 405 36 35 -48 469 393 -81 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 10.8 5.0 63.8 83.6 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 2 4 31 36 39 41
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,891
COMMITMENTS
258 231 453 9,695 10,116 10,406 10,800 485 91
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 183)
0 -173 11 98 372 109 210 74 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.1 4.2 89.0 92.9 95.5 99.2 4.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 4 26 24 32 28
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,498
COMMITMENTS
10,460 1,450 1,704 20,298 29,834 32,462 32,988 1,036 510
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 222)
-236 111 50 -72 -179 -258 -18 480 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 4.3 5.1 60.6 89.1 96.9 98.5 3.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
10 5 5 27 31 40 39
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,797
COMMITMENTS
1,980 283 350 11,637 13,041 13,967 13,674 2,830 3,123
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 371)
468 58 26 138 298 632 382 -261 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 1.7 2.1 69.3 77.6 83.2 81.4 16.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 15 16 18 18
Updated February 18, 2011