GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,124
COMMITMENTS
0 0 0 8,068 8,079 8,068 8,079 56 45
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 1,583)
-26 0 0 1,693 1,708 1,667 1,708 -84 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.3 99.4 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 26 31 26 31
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,194
COMMITMENTS
0 235 630 7,544 7,329 8,174 8,194 20 0
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 1,164)
0 0 70 1,114 1,229 1,184 1,299 -20 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.9 7.7 92.1 89.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 2 24 26 26 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,471
COMMITMENTS
71 565 122 3,298 3,097 3,491 3,784 980 687
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 375)
-35 84 75 333 254 373 413 2 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 12.6 2.7 73.8 69.3 78.1 84.6 21.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 3 23 26 26 30
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,626
COMMITMENTS
0 10 70 2,889 2,788 2,959 2,868 667 758
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 427)
0 -5 30 487 271 517 296 -90 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.3 1.9 79.7 76.9 81.6 79.1 18.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 2 32 34 34 36
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 217,338
COMMITMENTS
30,683 16,392 34,933 120,036 140,281 185,652 191,606 31,686 25,732
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 4,743)
3,475 3,800 -220 3,250 -1,139 6,505 2,441 -1,762 2,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 7.5 16.1 55.2 64.5 85.4 88.2 14.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
34 21 38 59 60 112 104
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 9,200
COMMITMENTS
355 1,388 50 8,470 7,437 8,875 8,875 325 325
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 1,113)
0 938 -75 1,163 225 1,088 1,088 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 15.1 0.5 92.1 80.8 96.5 96.5 3.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 1 29 27 32 30
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,347
COMMITMENTS
592 222 0 3,520 4,095 4,112 4,317 235 30
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 5.1 0.0 81.0 94.2 94.6 99.3 5.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 12 17 14 19
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 928,762
COMMITMENTS
213,675 384,726 307,257 330,234 199,851 851,166 891,834 77,596 36,928
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -6,457)
482 -1,300 4,167 -9,434 -10,033 -4,785 -7,166 -1,672 709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 41.4 33.1 35.6 21.5 91.6 96.0 8.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
87 59 92 78 63 209 178
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,413
COMMITMENTS
632 6,664 3,167 89,856 82,111 93,655 91,942 7,758 9,471
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 598)
-1,938 0 898 1,638 57 598 955 0 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 6.6 3.1 88.6 81.0 92.4 90.7 7.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 26 24 29 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,900
COMMITMENTS
2,397 12,852 4,159 46,770 36,311 53,326 53,322 7,574 7,578
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 646)
0 490 589 -54 -116 535 963 111 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 21.1 6.8 76.8 59.6 87.6 87.6 12.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 3 28 22 31 27
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,825
COMMITMENTS
4,054 2,266 792 82,549 84,058 87,395 87,116 7,430 7,709
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 1,420)
960 302 -360 -874 748 -274 690 1,694 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 2.4 0.8 87.1 88.6 92.2 91.9 7.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 4 31 29 35 33
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,767
COMMITMENTS
1,922 3,161 248 70,631 67,172 72,801 70,581 10,966 13,186
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 0)
0 -180 0 0 180 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 3.8 0.3 84.3 80.2 86.9 84.3 13.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 20 24 24 26
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,864
COMMITMENTS
3,169 6,380 4,234 31,864 29,110 39,267 39,724 4,597 4,140
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 14.5 9.7 72.6 66.4 89.5 90.6 10.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 4 13 10 17 14
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,355
COMMITMENTS
16,912 503 5,286 45,929 62,472 68,127 68,261 9,228 9,094
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 3,007)
838 -368 728 -47 2,285 1,519 2,645 1,488 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 0.7 6.8 59.4 80.8 88.1 88.2 11.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 3 23 25 28 28
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,479
COMMITMENTS
3,655 7,995 3,843 80,298 78,251 87,796 90,089 7,683 5,390
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 622)
-1,100 -62 788 1,056 -852 744 -126 -122 748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 8.4 4.0 84.1 82.0 92.0 94.4 8.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 4 3 31 37 34 42
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,608
COMMITMENTS
9,176 488 5,733 86,537 85,733 101,446 91,954 6,162 15,654
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 72)
-801 0 538 295 -534 32 4 40 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 0.5 5.3 80.4 79.7 94.3 85.5 5.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 3 23 27 26 30
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,815
COMMITMENTS
2,363 6,048 2,279 35,188 28,869 39,830 37,196 4,985 7,619
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 190)
178 434 -97 16 120 97 457 93 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 13.5 5.1 78.5 64.4 88.9 83.0 11.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 4 18 19 22 23
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,651
COMMITMENTS
1,719 6,485 20,835 66,361 64,467 88,915 91,787 4,736 1,864
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 1,828)
-118 -1,530 616 1,749 4,026 2,247 3,112 -419 -1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 6.9 22.2 70.9 68.8 94.9 98.0 5.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 18 22 22 25
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,194
COMMITMENTS
1,052 0 1,697 41,477 44,003 44,226 45,700 9,968 8,494
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 3.1 76.5 81.2 81.6 84.3 18.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 2 22 23 25 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,794
COMMITMENTS
3,545 4,305 6,597 74,902 75,969 85,044 86,871 6,750 4,923
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 2,528)
-1,651 -945 1,540 2,845 1,961 2,734 2,556 -206 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 4.7 7.2 81.6 82.8 92.6 94.6 7.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 4 33 35 39 40
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,744
COMMITMENTS
0 1,270 0 40,843 41,610 40,843 42,880 6,901 4,864
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 0)
0 -2,509 0 0 2,118 0 -391 0 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.7 0.0 85.5 87.2 85.5 89.8 14.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 18 15 18 16
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,280
COMMITMENTS
8,282 19,585 15,348 71,773 66,672 95,403 101,605 14,877 8,675
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 3,793)
1,888 103 -1,579 3,126 7,407 3,435 5,931 358 -2,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 17.8 13.9 65.1 60.5 86.5 92.1 13.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 6 6 34 31 40 38
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,531
COMMITMENTS
14,604 0 11,055 87,218 96,274 112,877 107,329 6,654 12,202
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 2,933)
2,593 0 31 309 2,902 2,933 2,933 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 0.0 9.2 73.0 80.5 94.4 89.8 5.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 0 4 24 22 30 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,222
COMMITMENTS
5,520 0 0 85,210 90,453 90,730 90,453 492 769
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 3,667)
0 0 0 3,667 3,667 3,667 3,667 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 0.0 0.0 93.4 99.2 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 13 14 14 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 239,562
COMMITMENTS
10,141 5,246 6,097 204,159 217,364 220,397 228,707 19,165 10,855
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 1,681)
980 22 -628 -4,394 2,133 -4,042 1,527 5,723 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 2.2 2.5 85.2 90.7 92.0 95.5 8.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 4 6 44 38 52 46
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 215,364
COMMITMENTS
5,235 18,464 11,811 187,014 178,728 204,060 209,003 11,304 6,361
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 957)
-2,296 50 462 1,783 445 -51 957 1,008 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 8.6 5.5 86.8 83.0 94.8 97.0 5.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 4 38 31 44 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 245,140
COMMITMENTS
7,268 5,103 19,983 203,733 204,641 230,984 229,727 14,156 15,413
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 18,060)
3,360 1,622 17 13,836 15,263 17,213 16,902 847 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 2.1 8.2 83.1 83.5 94.2 93.7 5.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 6 8 48 48 56 57
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,862
COMMITMENTS
2,348 798 1,857 30,733 30,945 34,938 33,600 6,924 8,262
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -34)
-517 0 242 90 -338 -185 -96 151 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 1.9 4.4 73.4 73.9 83.5 80.3 16.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 16 13 17 15
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 201,011
COMMITMENTS
18,621 4,761 22,641 152,983 165,967 194,245 193,369 6,766 7,642
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 152)
-1,557 -2,304 968 1,012 1,602 423 266 -271 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 2.4 11.3 76.1 82.6 96.6 96.2 3.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 3 6 39 38 47 45
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,161
COMMITMENTS
957 3,623 1,354 40,116 37,157 42,427 42,134 8,734 9,027
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 392)
248 -149 90 113 392 451 333 -59 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 7.1 2.6 78.4 72.6 82.9 82.4 17.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 2 23 20 27 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,960,091
COMMITMENTS
1529758 458,946 1159416 1243140 2325362 3932314 3943724 27,777 16,367
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 12,691)
-12,424 -454 7,336 16,402 8,047 11,314 14,929 1,377 -2,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 11.6 29.3 31.4 58.7 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
28 22 48 105 99 158 148
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,252,753
COMMITMENTS
148,838 532,067 289,647 809,904 429,748 1248389 1251462 4,364 1,291
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 54,116)
11,053 -1,571 39,067 5,053 18,166 55,173 55,662 -1,057 -1,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 42.5 23.1 64.6 34.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
22 25 39 43 43 84 88
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,836
COMMITMENTS
2,184 2,660 1,180 25,467 25,435 28,831 29,275 1,005 561
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 124)
120 0 -4 -154 256 -38 252 162 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 8.9 4.0 85.4 85.2 96.6 98.1 3.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 2 4 25 28 31 33
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,454
COMMITMENTS
3,018 52 457 10,318 13,153 13,793 13,662 661 792
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 200)
0 0 0 171 200 171 200 29 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 0.4 3.2 71.4 91.0 95.4 94.5 4.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 15 20 18 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 35,571
COMMITMENTS
0 616 2,324 31,310 31,092 33,634 34,032 1,937 1,539
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 5,832)
0 0 960 4,752 4,752 5,712 5,712 120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.7 6.5 88.0 87.4 94.6 95.7 5.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 3 21 17 24 20
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,274
COMMITMENTS
0 340 240 28,582 27,164 28,822 27,744 452 1,530
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 254)
0 0 0 254 254 254 254 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 0.8 97.6 92.8 98.5 94.8 1.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 23 19 24 20
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 9,868
COMMITMENTS
120 40 0 9,652 9,004 9,772 9,044 96 824
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 12)
0 0 0 12 12 12 12 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.4 0.0 97.8 91.2 99.0 91.6 1.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 16 19 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,241,629
COMMITMENTS
202,219 182,840 361,813 618,286 638,509 1182318 1183162 59,311 58,467
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 10,179)
3,891 -9,152 18,348 2,136 24,881 24,375 34,077 -14,196 -23,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 14.7 29.1 49.8 51.4 95.2 95.3 4.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
94 102 129 77 93 248 255
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 133,863
COMMITMENTS
19,803 13,246 8,904 64,302 58,086 93,009 80,236 40,854 53,627
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 3,744)
105 -696 528 2,290 8,331 2,923 8,163 821 -4,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 9.9 6.7 48.0 43.4 69.5 59.9 30.5 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 4 7 16 16 23 23
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,866
COMMITMENTS
300 875 525 24,376 23,816 25,201 25,216 665 650
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 1,865)
-850 375 300 3,715 2,440 3,165 3,115 -1,300 -1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 3.4 2.0 94.2 92.1 97.4 97.5 2.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 4 2 36 33 39 38
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 198,989
COMMITMENTS
19,598 30,408 46,510 123,256 115,499 189,364 192,417 9,625 6,572
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 388)
1,723 -383 -135 681 2,737 2,269 2,219 -1,881 -1,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 15.3 23.4 61.9 58.0 95.2 96.7 4.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 17 27 23 22 51 51
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,691
COMMITMENTS
5,311 8,547 3,537 20,307 17,572 29,155 29,656 2,536 2,035
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -1,601)
2,230 -194 -806 -2,731 -351 -1,307 -1,351 -294 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 27.0 11.2 64.1 55.4 92.0 93.6 8.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 4 12 13 18 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,059
COMMITMENTS
50 500 0 8,009 7,559 8,059 8,059 0 0
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 48)
0 0 0 48 48 48 48 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 6.2 0.0 99.4 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 19 20 20 22
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,577
COMMITMENTS
9,563 4,386 66 3,109 9,018 12,738 13,470 1,839 1,107
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 1,307)
2,080 -22 56 -594 1,267 1,542 1,301 -235 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.6 30.1 0.5 21.3 61.9 87.4 92.4 12.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
43 31 3 21 24 67 56
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,405
COMMITMENTS
6,798 3,257 127 4,011 8,375 10,936 11,759 2,469 1,646
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 263)
189 17 101 -245 324 45 442 218 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.7 24.3 0.9 29.9 62.5 81.6 87.7 18.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
22 10 3 11 20 34 32
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 200,068
COMMITMENTS
51,654 14,004 24,763 108,612 151,557 185,029 190,324 15,039 9,744
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -585)
-3,624 -829 12,885 -7,610 -10,321 1,651 1,735 -2,236 -2,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 7.0 12.4 54.3 75.8 92.5 95.1 7.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
56 13 40 73 78 140 123
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,700
COMMITMENTS
250 100 100 4,150 4,250 4,500 4,450 200 250
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 100)
0 0 100 -25 0 75 100 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 2.1 2.1 88.3 90.4 95.7 94.7 4.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 23 22 25 24
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,691
COMMITMENTS
1,399 0 864 11,029 12,437 13,292 13,301 399 390
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 145)
-50 0 0 103 -5 53 -5 92 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 0.0 6.3 80.6 90.8 97.1 97.2 2.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 2 29 28 31 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,504
COMMITMENTS
0 500 130 1,986 1,654 2,116 2,284 388 220
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 171)
0 -170 130 29 171 159 131 12 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 20.0 5.2 79.3 66.1 84.5 91.2 15.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 12 14 13 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,275
COMMITMENTS
275 0 0 2,850 3,200 3,125 3,200 150 75
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 115)
225 -125 -75 -185 290 -35 90 150 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.0 0.0 87.0 97.7 95.4 97.7 4.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 19 22 21 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,176
COMMITMENTS
444 32 64 2,693 3,798 3,201 3,894 975 282
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 471)
-32 32 64 112 336 144 432 327 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 0.8 1.5 64.5 90.9 76.7 93.2 23.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 15 15 17 16
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,314
COMMITMENTS
1,656 4,442 1,925 11,834 8,706 15,415 15,073 1,899 2,241
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 2,095)
0 2,152 537 1,474 -813 2,011 1,876 84 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 25.7 11.1 68.3 50.3 89.0 87.1 11.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 4 6 24 26 32 33
Updated September 19, 2008