GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,814
COMMITMENTS
0 0 0 10,610 10,601 10,610 10,601 204 213
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 235)
0 0 0 172 172 172 172 63 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.1 98.0 98.1 98.0 1.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 0 0 31 32 31 32
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,367
COMMITMENTS
0 495 365 11,822 11,447 12,187 12,307 180 60
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 164)
0 260 -265 269 109 4 104 160 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.0 3.0 95.6 92.6 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 2 28 29 30 32
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,194
COMMITMENTS
39 428 120 3,763 3,984 3,922 4,532 1,272 662
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -268)
-24 -109 16 -366 -127 -374 -220 106 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 8.2 2.3 72.4 76.7 75.5 87.3 24.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 3 25 29 28 32
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,373
COMMITMENTS
50 50 70 3,630 3,606 3,750 3,726 623 647
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -494)
0 30 -30 -484 -279 -514 -279 20 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 1.1 1.6 83.0 82.5 85.8 85.2 14.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 2 34 36 37 39
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 208,439
COMMITMENTS
22,264 14,824 34,061 120,554 135,989 176,879 184,874 31,560 23,565
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 5,422)
1,669 3,121 -1,415 4,308 2,454 4,562 4,160 860 1,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 7.1 16.3 57.8 65.2 84.9 88.7 15.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
29 21 39 56 58 104 103
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 8,655
COMMITMENTS
50 1,363 100 8,405 7,028 8,555 8,491 100 164
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -1,483)
-305 -25 0 -1,078 -1,372 -1,383 -1,397 -100 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 15.7 1.2 97.1 81.2 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 1 27 28 28 32
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,125
COMMITMENTS
235 75 0 4,485 4,720 4,720 4,795 405 330
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -592)
-357 0 0 -265 -622 -622 -622 30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 1.5 0.0 87.5 92.1 92.1 93.6 7.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 15 17 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 878,959
COMMITMENTS
209,841 385,734 262,035 338,334 196,389 810,210 844,158 68,749 34,801
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -2,602)
-8,751 -10,464 4,115 3,548 2,100 -1,088 -4,249 -1,514 1,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 43.9 29.8 38.5 22.3 92.2 96.0 7.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
63 56 87 79 63 186 169
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,897
COMMITMENTS
406 7,039 2,746 78,728 70,747 81,880 80,532 9,017 10,365
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -2,548)
114 -478 -296 -2,593 -2,850 -2,775 -3,624 227 1,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 7.7 3.0 86.6 77.8 90.1 88.6 9.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 3 22 22 25 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,150
COMMITMENTS
2,459 11,117 3,519 36,718 27,268 42,696 41,904 8,454 9,246
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -8,443)
62 -859 -1,422 -8,962 -8,826 -10,322 -11,107 1,879 2,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 21.7 6.9 71.8 53.3 83.5 81.9 16.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 4 19 13 23 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,650
COMMITMENTS
3,955 1,185 1,013 77,803 77,170 82,771 79,368 7,879 11,282
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -5,043)
19 -1,081 103 -6,526 -8,670 -6,404 -9,648 1,361 4,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 1.3 1.1 85.8 85.1 91.3 87.6 8.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 23 25 27 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,045
COMMITMENTS
0 1,843 859 67,091 52,649 67,950 55,351 12,095 24,694
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -6,535)
-1,922 -248 -31 -5,708 -19,826 -7,661 -20,105 1,126 13,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.3 1.1 83.8 65.8 84.9 69.1 15.1 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 16 14 18 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,689
COMMITMENTS
16,596 3,188 3,903 41,375 54,272 61,874 61,363 8,815 9,326
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -3,556)
2,250 2,685 -1,486 -4,607 -6,612 -3,843 -5,413 287 1,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 4.5 5.5 58.5 76.8 87.5 86.8 12.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 1 21 21 24 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,893
COMMITMENTS
5,329 7,130 2,076 72,149 73,564 79,554 82,770 10,339 7,123
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -6,888)
-1,661 -395 -1,085 -5,201 -4,950 -7,947 -6,430 1,059 -458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 7.9 2.3 80.3 81.8 88.5 92.1 11.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 2 24 30 26 34
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 105,902
COMMITMENTS
11,716 732 5,642 78,574 82,557 95,932 88,931 9,970 16,971
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -2,548)
-267 244 73 -4,527 -2,603 -4,721 -2,286 2,173 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 0.7 5.3 74.2 78.0 90.6 84.0 9.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 17 25 19 28
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,756
COMMITMENTS
5,026 5,350 2,302 31,600 30,444 38,928 38,096 4,828 5,660
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -4,425)
3,103 -1,461 -572 -7,676 -3,017 -5,145 -5,050 720 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 12.2 5.3 72.2 69.6 89.0 87.1 11.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 3 13 14 17 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,437
COMMITMENTS
1,417 4,425 24,100 59,265 55,743 84,782 84,268 5,655 6,169
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -6,137)
-248 642 -1,258 -4,821 -9,394 -6,327 -10,010 190 3,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 4.9 26.6 65.5 61.6 93.7 93.2 6.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 3 12 16 16 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,958
COMMITMENTS
0 864 732 41,421 39,892 42,153 41,488 8,805 9,470
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -5,635)
-504 352 -329 -3,696 -6,820 -4,529 -6,797 -1,106 1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.7 1.4 81.3 78.3 82.7 81.4 17.3 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 21 17 22 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,217
COMMITMENTS
3,217 4,624 5,857 64,634 60,574 73,708 71,055 7,509 10,162
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -9,210)
833 211 -1,770 -11,165 -12,597 -12,102 -14,156 2,892 4,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 5.7 7.2 79.6 74.6 90.8 87.5 9.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 4 24 27 29 32
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 118,327
COMMITMENTS
10,539 19,251 19,607 68,036 68,690 98,182 107,548 20,145 10,779
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -4,478)
2,153 -1,568 -2,636 -9,355 -2,304 -9,838 -6,508 5,360 2,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 16.3 16.6 57.5 58.1 83.0 90.9 17.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 5 6 26 24 32 31
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,336
COMMITMENTS
18,683 0 8,469 83,298 96,383 110,450 104,852 6,886 12,484
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -5,403)
2,101 0 -1,256 -4,871 -3,735 -4,026 -4,991 -1,377 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 0.0 7.2 71.0 82.1 94.1 89.4 5.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 0 4 20 20 25 24
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 226,975
COMMITMENTS
11,087 9,399 5,034 192,804 201,276 208,925 215,709 18,050 11,266
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -10,985)
477 -2,799 -1,161 -13,369 -6,866 -14,053 -10,826 3,068 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 4.1 2.2 84.9 88.7 92.0 95.0 8.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 5 4 39 33 45 39
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 199,369
COMMITMENTS
3,378 20,765 9,124 176,656 163,908 189,158 193,797 10,211 5,572
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -11,603)
-1,146 2,322 -3,259 -5,091 -11,236 -9,496 -12,173 -2,107 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 10.4 4.6 88.6 82.2 94.9 97.2 5.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 4 38 30 43 34
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 250,206
COMMITMENTS
7,763 6,640 17,961 212,013 215,395 237,737 239,996 12,469 10,210
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -9,891)
-2,661 654 -951 -7,258 -9,493 -10,870 -9,790 979 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 2.7 7.2 84.7 86.1 95.0 95.9 5.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 5 7 41 46 48 54
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 189,126
COMMITMENTS
20,334 6,775 19,774 142,397 156,033 182,505 182,582 6,621 6,544
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -13,219)
-2,669 -890 -2,257 -8,334 -8,644 -13,260 -11,791 41 -1,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 3.6 10.5 75.3 82.5 96.5 96.5 3.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 4 6 35 34 43 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,671
COMMITMENTS
618 2,908 984 35,598 29,642 37,200 33,534 8,471 12,137
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -4,876)
-339 -653 -370 -4,726 -6,963 -5,435 -7,986 559 3,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 6.4 2.2 77.9 64.9 81.5 73.4 18.5 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 14 13 17 16
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,843,081
COMMITMENTS
1488971 595,292 1053391 1275146 2179513 3817508 3828196 25,573 14,885
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -35,176)
-75,043 4,789 1,495 37,717 -40,763 -35,831 -34,479 655 -697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 15.5 27.4 33.2 56.7 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
27 26 47 101 96 154 145
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,088,877
COMMITMENTS
195,384 463,430 223,849 665,116 399,648 1084349 1086927 4,528 1,950
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 20,062)
9,139 -7,382 11,111 1,073 18,151 21,323 21,880 -1,261 -1,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 42.6 20.6 61.1 36.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
19 26 36 40 37 81 77
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,334
COMMITMENTS
2,766 2,346 948 25,051 25,712 28,765 29,006 569 328
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 173)
0 -110 364 -95 -81 269 173 -96 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 8.0 3.2 85.4 87.7 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 4 3 29 27 36 31
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,155
COMMITMENTS
2,980 0 449 9,999 13,006 13,428 13,455 727 700
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -796)
2 -162 -18 -766 -578 -782 -758 -14 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 0.0 3.2 70.6 91.9 94.9 95.1 5.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 3 17 20 20 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,950
COMMITMENTS
0 120 0 10,998 10,362 10,998 10,482 952 1,468
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.0 0.0 92.0 86.7 92.0 87.7 8.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 15 16 16
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 35,734
COMMITMENTS
0 640 2,240 31,144 31,674 33,384 34,554 2,350 1,180
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -865)
0 20 -80 -682 -572 -762 -632 -103 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.8 6.3 87.2 88.6 93.4 96.7 6.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 23 18 25 20
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,394
COMMITMENTS
0 300 180 28,964 27,692 29,144 28,172 250 1,222
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -1,156)
0 -40 -60 -894 -744 -954 -844 -202 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.0 0.6 98.5 94.2 99.1 95.8 0.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 22 19 23 20
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| 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: 9,978
COMMITMENTS
120 0 0 9,766 9,276 9,886 9,276 92 702
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -256)
0 -40 0 -252 -214 -252 -254 -4 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 0.0 97.9 93.0 99.1 93.0 0.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 16 20 16
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,068
COMMITMENTS
0 0 0 7,061 7,408 7,061 7,408 1,007 660
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 1,195)
0 0 0 1,230 1,092 1,230 1,092 -35 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.5 91.8 87.5 91.8 12.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 16 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,087,569
COMMITMENTS
165,772 162,082 292,938 582,858 569,694 1041568 1024714 46,001 62,855
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -4,842)
-26,987 9,416 -5,158 29,106 -6,470 -3,039 -2,212 -1,803 -2,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 14.9 26.9 53.6 52.4 95.8 94.2 4.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
69 108 119 74 96 218 258
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 139,928
COMMITMENTS
20,113 12,406 9,190 78,840 64,663 108,143 86,259 31,785 53,669
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 4,375)
695 596 -259 5,420 11,042 5,856 11,379 -1,481 -7,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 8.9 6.6 56.3 46.2 77.3 61.6 22.7 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 5 7 17 18 24 25
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,860
COMMITMENTS
195 900 685 28,965 28,275 29,845 29,860 1,015 1,000
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -1,866)
-55 0 30 159 104 134 134 -2,000 -2,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 2.9 2.2 93.9 91.6 96.7 96.8 3.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 3 33 35 36 40
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 190,057
COMMITMENTS
16,257 37,146 36,994 124,074 106,598 177,325 180,738 12,732 9,319
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 1,052)
-408 -3,037 -2,604 974 4,214 -2,038 -1,427 3,090 2,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 19.5 19.5 65.3 56.1 93.3 95.1 6.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 21 25 23 22 48 52
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,390
COMMITMENTS
5,221 9,266 3,862 19,306 15,937 28,389 29,065 3,001 2,325
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 419)
0 194 0 294 0 294 194 125 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 29.5 12.3 61.5 50.8 90.4 92.6 9.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 6 5 11 12 18 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,263
COMMITMENTS
0 540 0 8,263 7,723 8,263 8,263 0 0
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -490)
-50 40 0 -440 -530 -490 -490 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 0.0 100.0 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 0 20 20 20 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,622
COMMITMENTS
9,569 3,789 0 2,864 9,883 12,433 13,672 2,189 950
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -311)
-315 78 -33 55 -166 -293 -121 -18 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.4 25.9 0.0 19.6 67.6 85.0 93.5 15.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
45 26 0 21 23 66 49
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 14,850
COMMITMENTS
8,409 1,670 128 4,121 11,394 12,658 13,192 2,192 1,658
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 171)
664 14 -69 -195 354 400 299 -229 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.6 11.2 0.9 27.8 76.7 85.2 88.8 14.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
27 15 3 15 19 44 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 163,241
COMMITMENTS
37,883 16,706 14,645 95,691 120,546 148,219 151,897 15,022 11,344
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -7,460)
432 334 -2,522 -5,542 -5,189 -7,632 -7,377 172 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 10.2 9.0 58.6 73.8 90.8 93.1 9.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
38 25 30 69 69 125 108
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,139
COMMITMENTS
150 0 100 4,715 4,839 4,965 4,939 174 200
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -817)
-100 -100 0 -591 -667 -691 -767 -126 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.0 1.9 91.7 94.2 96.6 96.1 3.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 26 23 28 24
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,295
COMMITMENTS
1,155 342 522 10,862 12,111 12,539 12,975 756 320
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -895)
360 171 -171 -1,516 -900 -1,327 -900 432 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 2.6 3.9 81.7 91.1 94.3 97.6 5.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 2 27 27 30 29
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,102
COMMITMENTS
90 610 0 2,541 2,252 2,631 2,862 471 240
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -511)
0 130 -130 -350 -481 -480 -481 -31 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 19.7 0.0 81.9 72.6 84.8 92.3 15.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 12 15 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,500
COMMITMENTS
0 0 100 2,375 2,375 2,475 2,475 25 25
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -1,075)
-250 0 100 -875 -1,150 -1,025 -1,050 -50 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 4.0 95.0 95.0 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 1 14 15 15 16
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,346
COMMITMENTS
380 159 0 3,255 4,133 3,635 4,292 711 54
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -352)
-64 64 -64 -416 -352 -544 -352 192 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 3.7 0.0 74.9 95.1 83.6 98.8 16.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 18 12 19 14
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,132
COMMITMENTS
59 0 285 3,703 3,766 4,047 4,051 85 81
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 419)
-88 0 0 561 509 473 509 -54 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 6.9 89.6 91.1 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 19 16 20 17
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 10/07/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,103
COMMITMENTS
2,543 5,245 1,263 17,607 15,054 21,413 21,562 2,690 2,541
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 1,213)
-240 165 -106 636 1,020 290 1,079 923 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 21.8 5.2 73.0 62.5 88.8 89.5 11.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 2 4 21 27 27 32
Updated October 10, 2008