GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 259,666
COMMITMENTS
26,088 14,694 65,385 133,085 150,689 224,558 230,768 35,108 28,897
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 5,018)
2,484 1,225 1,670 3,173 -41 7,328 2,855 -2,310 2,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 5.7 25.2 51.3 58.0 86.5 88.9 13.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
34 22 43 59 60 115 107
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED 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: 16,503
COMMITMENTS
2,403 4,413 8,624 4,391 2,889 15,417 15,926 1,086 577
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 132)
647 533 -655 78 221 69 100 63 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 26.7 52.3 26.6 17.5 93.4 96.5 6.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 11 11 10 22 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 1,307,108
COMMITMENTS
206,287 387,581 523,552 492,057 354,187 1221896 1265321 85,212 41,787
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -2,372)
5,245 -20,972 13,912 -20,793 3,069 -1,636 -3,991 -736 1,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 29.7 40.1 37.6 27.1 93.5 96.8 6.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
103 63 109 79 72 232 202
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED 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: 29,755
COMMITMENTS
11,644 17,902 4,344 13,639 6,761 29,627 29,007 128 748
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -217)
1,750 870 -1,815 -115 69 -180 -876 -37 659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 60.2 14.6 45.8 22.7 99.6 97.5 0.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 13 15 6 8 22 28
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED 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: 2,301,279
COMMITMENTS
158,250 25,513 1103750 1022681 1157648 2284682 2286912 16,598 14,368
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 99,490)
-23,645 4,229 64,404 48,503 20,617 89,262 89,250 10,228 10,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.1 48.0 44.4 50.3 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
45 22 59 62 60 128 120
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 108,022
COMMITMENTS
3,259 595 16,685 86,675 89,809 106,620 107,089 1,402 932
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 1,096)
503 -63 -168 247 1,102 582 872 514 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.6 15.4 80.2 83.1 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 8 27 29 35 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED 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: 31,221
COMMITMENTS
2,993 188 789 26,777 29,452 30,560 30,429 661 792
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 730)
-5 10 22 684 698 701 730 29 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.6 2.5 85.8 94.3 97.9 97.5 2.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 20 22 23 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 3,232,663
COMMITMENTS
200,697 123,831 1471270 1463544 1536223 3135511 3131324 97,152 101,339
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 271,369)
6,616 -7,450 148,520 102,012 121,963 257,147 263,033 14,222 8,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 3.8 45.5 45.3 47.5 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
116 116 172 83 95 293 298
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED 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: 92,055
COMMITMENTS
20,798 15,161 25,739 43,850 50,301 90,387 91,200 1,668 854
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -3,348)
426 -2,036 -625 -2,825 -828 -3,023 -3,489 -325 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 16.5 28.0 47.6 54.6 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 12 14 14 12 30 28
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED 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 TRADER
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
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED 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: 417,791
COMMITMENTS
29,215 14,250 188,281 189,127 203,762 406,623 406,293 11,167 11,497
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 43,001)
5,505 2,773 18,543 10,748 13,956 34,796 35,272 8,205 7,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 3.4 45.1 45.3 48.8 97.3 97.2 2.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
28 26 45 38 37 88 86
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED 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: 297,100
COMMITMENTS
15,184 6,534 80,191 190,228 198,589 285,603 285,314 11,497 11,787
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 16,115)
-1,098 -151 -1,018 13,869 12,034 11,753 10,865 4,362 5,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.2 27.0 64.0 66.8 96.1 96.0 3.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 2 9 30 29 39 38
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 227,189
COMMITMENTS
48,841 13,047 45,834 115,778 157,190 210,452 216,071 16,737 11,118
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 333)
-4,696 -763 14,090 -7,306 -10,838 2,087 2,490 -1,754 -2,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 5.7 20.2 51.0 69.2 92.6 95.1 7.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
50 21 42 74 80 144 126
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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