GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 246,183
COMMITMENTS
20,267 13,733 58,863 132,060 146,373 211,189 218,969 34,994 27,215
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 7,150)
3,097 2,471 -440 4,229 4,118 6,886 6,149 264 1,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.6 23.9 53.6 59.5 85.8 88.9 14.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
27 24 40 56 58 105 104
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED 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: 13,248
COMMITMENTS
1,338 2,531 7,610 3,654 2,786 12,603 12,927 645 321
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 667)
340 25 202 77 332 619 559 48 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 19.1 57.4 27.6 21.0 95.1 97.6 4.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 5 11 12 12 23 23
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 1,228,429
COMMITMENTS
219,772 386,950 447,770 485,400 355,156 1152942 1189876 75,487 38,553
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 5,148)
8,173 -20,994 4,905 -6,852 19,856 6,227 3,767 -1,079 1,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 31.5 36.5 39.5 28.9 93.9 96.9 6.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
70 61 96 81 70 202 185
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED 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: 31,541
COMMITMENTS
14,320 19,305 3,428 13,594 7,854 31,342 30,587 199 954
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 1,335)
1,028 886 35 190 643 1,253 1,564 82 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 61.2 10.9 43.1 24.9 99.4 97.0 0.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 14 12 7 9 21 27
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED 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: 2,102,541
COMMITMENTS
130,074 57,155 961,381 1006668 1080127 2098123 2098663 4,418 3,878
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 107,729)
-13,031 22,072 47,367 74,445 38,749 108,781 108,188 -1,052 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.7 45.7 47.9 51.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
42 23 59 53 52 118 112
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 102,115
COMMITMENTS
4,203 387 13,748 83,568 87,652 101,519 101,787 596 328
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 3,173)
851 36 670 1,739 2,466 3,261 3,173 -88 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.4 13.5 81.8 85.8 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 4 8 29 29 39 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED 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: 31,020
COMMITMENTS
2,959 52 799 26,510 29,444 30,268 30,295 752 725
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 352)
-10 -179 52 318 511 361 385 -9 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.2 2.6 85.5 94.9 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 19 21 22 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 2,980,374
COMMITMENTS
169,916 124,232 1308174 1440215 1467649 2918305 2900055 62,069 80,319
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 140,342)
-13,977 19,132 56,535 96,954 65,343 139,513 141,010 829 -668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 4.2 43.9 48.3 49.2 97.9 97.3 2.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
94 116 151 81 101 263 289
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED 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: 93,366
COMMITMENTS
16,309 14,216 26,861 49,180 51,449 92,350 92,526 1,016 840
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -3,720)
-8,293 112 577 4,150 -4,554 -3,566 -3,865 -154 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 15.2 28.8 52.7 55.1 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 10 14 14 12 29 28
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED 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 TRADER
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
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED 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: 387,760
COMMITMENTS
31,319 10,330 169,900 184,259 204,541 385,478 384,772 2,282 2,988
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 38,402)
6,800 806 14,213 18,175 23,763 39,188 38,782 -786 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 2.7 43.8 47.5 52.7 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
31 24 47 36 37 89 86
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED 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: 306,825
COMMITMENTS
13,660 6,852 78,854 207,786 213,776 300,300 299,482 6,525 7,343
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 9,932)
-202 -381 -1,673 11,814 10,911 9,939 8,856 -8 1,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.2 25.7 67.7 69.7 97.9 97.6 2.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 4 10 30 29 40 39
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 181,831
COMMITMENTS
37,604 16,587 28,589 99,257 124,355 165,450 169,530 16,381 12,301
CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -6,949)
163 259 -2,186 -5,242 -4,922 -7,265 -6,850 316 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 9.1 15.7 54.6 68.4 91.0 93.2 9.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
38 26 32 69 69 127 109
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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