GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,697
COMMITMENTS
577 5,997 214 47,803 42,292 48,594 48,503 103 194
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 2,123)
0 459 -102 2,283 1,824 2,181 2,181 -58 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 12.3 0.4 98.2 86.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
1 3 1 42 52 44 55
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,490
COMMITMENTS
0 0 0 22,357 22,305 22,357 22,305 133 185
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 291)
0 0 0 291 291 291 291 0 0
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: 40)
0 0 0 29 31 29 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,877
COMMITMENTS
1,145 330 265 8,168 9,121 9,578 9,716 1,299 1,161
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 467)
54 30 18 534 556 606 604 -139 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 3.0 2.4 75.1 83.9 88.1 89.3 11.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 3 34 41 37 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,242
COMMITMENTS
712 150 383 6,723 7,065 7,818 7,598 424 644
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 539)
103 15 81 337 412 521 508 18 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 1.8 4.6 81.6 85.7 94.9 92.2 5.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
6 4 7 49 55 56 65
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,722
COMMITMENTS
500 56 544 1,897 2,663 2,941 3,263 781 459
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 260)
-100 -25 75 235 235 210 285 50 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 1.5 14.6 51.0 71.5 79.0 87.7 21.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 3 21 21 25 24
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,028
COMMITMENTS
0 0 0 1,448 1,316 1,448 1,316 580 712
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 71.4 64.9 71.4 64.9 28.6 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 16 15 16
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,407
COMMITMENTS
25 25 80 1,806 1,954 1,911 2,059 496 348
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 30)
0 -15 0 29 7 29 -8 1 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.0 3.3 75.0 81.2 79.4 85.5 20.6 14.5
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 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,647
COMMITMENTS
0 0 0 3,641 3,647 3,641 3,647 6 0
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 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 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 18,086
COMMITMENTS
0 0 0 17,636 18,071 17,636 18,071 450 15
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 1,246)
0 0 0 1,096 1,246 1,096 1,246 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 99.9 97.5 99.9 2.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 24 18 24 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 417,116
COMMITMENTS
60,150 35,738 83,314 224,384 269,018 367,848 388,070 49,268 29,046
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 3,975)
-6,079 -2,011 1,015 8,949 7,143 3,884 6,146 91 -2,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 8.6 20.0 53.8 64.5 88.2 93.0 11.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
47 27 47 77 85 154 138
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 129,888
COMMITMENTS
413 5,808 34,915 90,451 86,838 125,780 127,561 4,109 2,327
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 8,303)
40 -15 2,387 5,718 5,766 8,145 8,138 158 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.5 26.9 69.6 66.9 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 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,576
COMMITMENTS
220 635 535 16,803 16,241 17,558 17,411 18 165
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 38)
-30 -75 -45 113 8 38 -112 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.6 3.0 95.6 92.4 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
3 6 5 49 51 54 60
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,841
COMMITMENTS
500 455 295 6,746 6,791 7,541 7,541 300 300
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -380)
-50 0 0 -330 -380 -380 -380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 5.8 3.8 86.0 86.6 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 25 15 28 17
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,775
COMMITMENTS
0 200 0 1,775 1,525 1,775 1,725 0 50
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.3 0.0 100.0 85.9 100.0 97.2 0.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 14 13 14 15
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,040
COMMITMENTS
0 0 0 3,040 3,040 3,040 3,040 0 0
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 10 17 10 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,033,103
COMMITMENTS
167,484 389,464 346,789 437,062 250,983 951,335 987,236 81,768 45,867
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 18,834)
336 11,546 14,238 7,015 -8,309 21,589 17,476 -2,756 1,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 37.7 33.6 42.3 24.3 92.1 95.6 7.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
101 128 157 76 75 277 275
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 46,097
COMMITMENTS
0 0 0 40,526 41,661 40,526 41,661 5,571 4,436
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -338)
0 0 0 -276 -248 -276 -248 -62 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.9 90.4 87.9 90.4 12.1 9.6
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 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 54,026
COMMITMENTS
0 0 0 42,697 49,295 42,697 49,295 11,329 4,731
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 186)
0 0 0 0 0 0 0 186 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 79.0 91.2 79.0 91.2 21.0 8.8
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 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 48,070
COMMITMENTS
2,326 4,367 2,625 38,370 33,174 43,321 40,166 4,749 7,904
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 878)
0 1,712 -772 1,712 0 940 940 -62 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 9.1 5.5 79.8 69.0 90.1 83.6 9.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 15 11 18 14
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 58,897
COMMITMENTS
3,961 890 3,032 39,610 48,762 46,603 52,684 12,294 6,213
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.5 5.1 67.3 82.8 79.1 89.5 20.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 14 14 16 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,817,671
COMMITMENTS
89,397 111,174 615,835 1105840 1082700 1811073 1809709 6,598 7,962
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 39,239)
4,930 2,188 16,604 17,721 20,203 39,255 38,994 -16 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 6.1 33.9 60.8 59.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
51 33 70 67 62 147 136
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 50,593
COMMITMENTS
10,765 15,945 13,482 24,830 20,810 49,077 50,237 1,516 356
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -658)
208 -500 -302 -341 173 -435 -628 -223 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 31.5 26.6 49.1 41.1 97.0 99.3 3.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 11 15 19 22 38 40
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 100,712
COMMITMENTS
445 8,786 2,106 89,967 86,422 92,518 97,314 8,194 3,398
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 1,278)
25 108 358 864 844 1,247 1,310 31 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.7 2.1 89.3 85.8 91.9 96.6 8.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 3 18 27 21 30
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 84,118
COMMITMENTS
0 81 1,774 69,217 74,163 70,991 76,018 13,127 8,100
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 2.1 82.3 88.2 84.4 90.4 15.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 16 15 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 149,810
COMMITMENTS
9,974 0 3,248 122,465 138,070 135,687 141,318 14,123 8,492
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -10)
421 0 -134 641 370 928 236 -938 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 2.2 81.7 92.2 90.6 94.3 9.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 25 26 28 28
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,651,082
COMMITMENTS
506,163 105,287 832,428 1289127 1690231 2627718 2627946 23,364 23,136
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 25,703)
4,963 16,971 -7,527 24,771 15,530 22,207 24,974 3,496 729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 4.0 31.4 48.6 63.8 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
41 28 61 106 88 174 152
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,072,329
COMMITMENTS
196,999 93,634 211,862 658,297 762,423 1067158 1067919 5,171 4,410
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 36,310)
17,564 8,947 1,640 16,761 25,349 35,965 35,936 345 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 8.7 19.8 61.4 71.1 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
29 27 42 41 36 89 86
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 8,210
COMMITMENTS
390 90 0 7,344 7,548 7,734 7,638 475 572
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.1 0.0 89.5 91.9 94.2 93.0 5.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 17 16 18 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,224
COMMITMENTS
50 840 61 11,889 11,102 12,000 12,003 224 221
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 715)
-13 -135 -40 613 754 560 579 155 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.9 0.5 97.3 90.8 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 2 27 29 29 32
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,535
COMMITMENTS
62 90 24 1,892 1,556 1,978 1,670 557 865
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 125)
-61 -80 0 108 62 47 -18 78 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.6 0.9 74.6 61.4 78.0 65.9 22.0 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 17 18 18 20
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,755
COMMITMENTS
92 26 0 1,103 1,319 1,195 1,345 560 410
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 100)
5 0 0 88 133 93 133 7 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.5 0.0 62.8 75.2 68.1 76.6 31.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 20 19 21 20
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 189,966
COMMITMENTS
4,566 1,481 17,384 163,823 168,772 185,773 187,637 4,193 2,329
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 1,045)
-224 -260 573 403 507 752 820 294 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.8 9.2 86.2 88.8 97.8 98.8 2.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 4 9 35 30 45 39
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,910
COMMITMENTS
94 699 94 16,241 16,015 16,429 16,809 1,482 1,101
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 1)
1 -5 -1 -3 -8 -3 -15 4 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.9 0.5 90.7 89.4 91.7 93.9 8.3 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 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,167
COMMITMENTS
158 3,342 220 27,611 26,531 27,989 30,093 3,178 1,074
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -468)
10 32 0 -478 -500 -468 -468 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 10.7 0.7 88.6 85.1 89.8 96.6 10.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 23 17 25 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,377
COMMITMENTS
100 476 40 9,777 10,027 9,917 10,543 1,460 834
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 12)
0 12 0 12 0 12 12 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.2 0.4 85.9 88.1 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 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,027
COMMITMENTS
0 1,346 497 34,138 33,382 34,635 35,225 1,392 802
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 316)
0 31 -6 322 273 316 298 -0 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 1.4 94.8 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 02/22/11 |
--------------------------------------------------------------| 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 02/15/11 (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 0.9 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 02/22/11 |
--------------------------------------------------------------| 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 02/15/11 (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 02/22/11 |
--------------------------------------------------------------| 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 02/15/11 (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 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,760
COMMITMENTS
0 0 0 62,760 62,760 62,760 62,760 0 0
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 215)
0 0 0 215 215 215 215 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 02/22/11 |
--------------------------------------------------------------| 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 02/15/11 (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 0.0 100.0 100.0 100.0 100.0 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 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 196,419
COMMITMENTS
0 10 200 196,219 196,209 196,419 196,419 0 0
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 215)
0 0 0 215 215 215 215 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 02/22/11 |
--------------------------------------------------------------| 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 02/15/11 (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 0.0 100.0 100.0 100.0 100.0 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 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,871
COMMITMENTS
6,030 1,600 132 55,709 59,629 61,871 61,361 0 510
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 708)
0 0 0 708 708 708 708 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.6 0.2 90.0 96.4 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 1 25 20 30 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,174,894
COMMITMENTS
24,125 86,052 5,280 1145489 1083562 1174894 1174894 0 0
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -5,082)
0 0 0 -5,082 -5,082 -5,082 -5,082 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 7.3 0.4 97.5 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
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 02/22/11 |
--------------------------------------------------------------| 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 02/15/11 (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 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 02/22/11 |
--------------------------------------------------------------| 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 02/15/11 (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 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,327
COMMITMENTS
510 86 0 34,114 34,922 34,624 35,008 703 319
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 134)
0 0 0 134 134 134 134 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.0 96.6 98.9 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 02/22/11 |
--------------------------------------------------------------| 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 02/15/11 (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 02/22/11 |
--------------------------------------------------------------| 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 02/15/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,706
COMMITMENTS
621 30 35 22,772 23,331 23,428 23,396 278 310
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -2)
130 0 -6 49 44 173 38 -175 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.1 0.1 96.1 98.4 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 1 38 32 41 33
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,997
COMMITMENTS
1,091 0 50 15,568 16,462 16,709 16,512 288 485
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 225)
80 0 5 110 220 195 225 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.3 91.6 96.9 98.3 97.1 1.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 18 19 21 20
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,322
COMMITMENTS
0 0 0 6,896 6,618 6,896 6,618 426 704
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 260)
0 0 0 250 215 250 215 10 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.2 90.4 94.2 90.4 5.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 18 19 18
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,373
COMMITMENTS
30 0 0 10,678 10,066 10,708 10,066 665 1,307
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 466)
30 0 0 335 437 365 437 101 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 93.9 88.5 94.2 88.5 5.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 15 17 16 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,756,990
COMMITMENTS
380,917 100,836 919,958 1341594 1661867 2642469 2682661 114,521 74,330
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -46,428)
38,430 -12,056 -29,785 -40,698 -7,739 -32,053 -49,580 -14,375 3,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 3.7 33.4 48.7 60.3 95.8 97.3 4.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
190 86 202 97 108 372 325
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 255,606
COMMITMENTS
127,540 28,752 50,992 75,182 172,236 253,714 251,979 1,893 3,627
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -57,969)
-10,270 -7,513 -22,680 -23,465 -27,354 -56,416 -57,547 -1,554 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 11.2 19.9 29.4 67.4 99.3 98.6 0.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 13 14 22 26 37 45
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 227,210
COMMITMENTS
37,700 16,710 10,703 141,701 141,084 190,104 168,497 37,106 58,713
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 320)
-380 238 1,236 -2,036 -2,795 -1,180 -1,321 1,500 1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 7.4 4.7 62.4 62.1 83.7 74.2 16.3 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 3 5 24 23 30 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 126,333
COMMITMENTS
29,487 1,123 22,218 69,923 99,744 121,629 123,085 4,704 3,248
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -7,410)
2,209 -158 -11,984 2,269 4,762 -7,506 -7,379 96 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 0.9 17.6 55.3 79.0 96.3 97.4 3.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
22 9 24 24 23 57 48
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 613,832
COMMITMENTS
39,334 6,673 108,227 448,020 479,942 595,580 594,841 18,252 18,991
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 45,283)
7,064 -1,050 7,813 28,884 36,792 43,761 43,555 1,521 1,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.1 17.6 73.0 78.2 97.0 96.9 3.0 3.1
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 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,096
COMMITMENTS
405 1,980 100 34,483 32,769 34,988 34,849 108 247
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 2,195)
25 0 0 2,170 2,095 2,195 2,095 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 5.6 0.3 98.3 93.4 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 4 1 36 37 39 42
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,477
COMMITMENTS
4,451 31,123 4,822 75,433 46,366 84,706 82,311 3,771 6,166
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -741)
-3,061 -803 2,588 -1,094 -3,275 -1,567 -1,490 826 749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 35.2 5.5 85.3 52.4 95.7 93.0 4.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 11 10 25 22 37 36
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,655
COMMITMENTS
8,104 53 1,965 16,162 24,283 26,231 26,301 4,424 4,354
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 621)
-1,095 0 240 291 205 -564 445 1,185 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 0.2 6.4 52.7 79.2 85.6 85.8 14.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 2 4 13 14 22 18
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,259
COMMITMENTS
3,950 744 0 11,309 14,434 15,259 15,178 0 81
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 150)
150 -225 0 0 390 150 165 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 4.9 0.0 74.1 94.6 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 2 0 18 19 23 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,483
COMMITMENTS
17,993 2,242 400 3,135 21,056 21,528 23,698 2,955 785
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -2,499)
-191 -153 -383 -1,815 -1,947 -2,390 -2,483 -109 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.5 9.2 1.6 12.8 86.0 87.9 96.8 12.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
93 14 10 26 34 122 57
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 42,636
COMMITMENTS
30,567 1,476 1,035 5,259 38,891 36,861 41,402 5,776 1,234
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -37)
-463 328 328 -111 -829 -246 -173 209 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.7 3.5 2.4 12.3 91.2 86.5 97.1 13.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
96 12 13 20 38 121 61
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 317,608
COMMITMENTS
75,314 13,645 36,060 179,466 255,206 290,839 304,911 26,769 12,698
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 7,829)
-667 297 1,588 4,037 6,715 4,958 8,601 2,871 -772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 4.3 11.4 56.5 80.4 91.6 96.0 8.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
76 25 50 83 98 181 154
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,261
COMMITMENTS
2,397 1,871 1,365 16,028 16,690 19,790 19,926 4,471 4,335
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 640)
72 -394 88 -249 1,352 -89 1,046 729 -406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 7.7 5.6 66.1 68.8 81.6 82.1 18.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 3 16 18 22 21
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,078
COMMITMENTS
350 0 560 6,168 6,518 7,078 7,078 0 0
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 625)
0 0 -100 775 775 675 675 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 7.9 87.1 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 4 26 29 30 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,471
COMMITMENTS
309 2,505 9 53,384 51,723 53,702 54,237 769 234
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -212)
-221 -240 0 -48 64 -269 -176 57 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.6 0.0 98.0 95.0 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 1 1 42 37 45 38
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,608
COMMITMENTS
0 0 0 20,463 20,608 20,463 20,608 145 0
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 940)
0 0 0 940 940 940 940 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: 23)
0 0 0 15 16 15 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,067
COMMITMENTS
100 3,975 150 7,477 3,942 7,727 8,067 340 0
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 325)
50 75 0 275 250 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 49.3 1.9 92.7 48.9 95.8 100.0 4.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 2 27 26 29 30
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,418
COMMITMENTS
5,167 10 330 16,895 21,930 22,392 22,270 26 148
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 704)
400 0 -150 454 854 704 704 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 0.0 1.5 75.4 97.8 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 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,304
COMMITMENTS
5,741 2,072 944 12,516 16,158 19,201 19,174 103 130
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 393)
-48 25 0 456 353 408 378 -15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 10.7 4.9 64.8 83.7 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 3 4 34 36 41 42
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,232
COMMITMENTS
213 330 276 10,258 10,481 10,747 11,087 485 145
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 341)
-45 99 -177 563 365 341 287 0 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.9 2.5 91.3 93.3 95.7 98.7 4.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 3 27 24 31 28
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,834
COMMITMENTS
10,916 1,403 1,704 20,358 30,217 32,978 33,324 856 510
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 336)
456 -47 0 60 383 516 336 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 4.1 5.0 60.2 89.3 97.5 98.5 2.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
11 5 5 29 33 43 41
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,842
COMMITMENTS
1,512 309 316 13,401 14,048 15,229 14,673 2,613 3,169
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 1,045)
-468 26 -34 1,764 1,007 1,262 999 -217 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 1.7 1.8 75.1 78.7 85.4 82.2 14.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 17 19 18
Updated February 25, 2011