GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,448
COMMITMENTS
75 0 0 22,258 22,333 22,333 22,333 115 115
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 2,372)
0 0 0 2,257 2,257 2,257 2,257 115 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.2 99.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 0 0 36 35 37 35
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,469
COMMITMENTS
100 770 135 14,099 13,549 14,334 14,454 135 15
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 1,141)
0 0 0 1,166 1,166 1,166 1,166 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 5.3 0.9 97.4 93.6 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 2 26 33 29 36
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,588
COMMITMENTS
140 149 145 7,403 7,427 7,688 7,721 900 867
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 949)
-6 121 32 1,142 989 1,168 1,142 -219 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.7 1.7 86.2 86.5 89.5 89.9 10.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 4 33 36 37 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,861
COMMITMENTS
90 130 70 5,898 5,920 6,058 6,120 803 741
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 841)
10 95 5 737 722 752 822 89 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.9 1.0 86.0 86.3 88.3 89.2 11.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 3 37 37 41 41
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 267,231
COMMITMENTS
24,010 13,203 64,699 147,302 163,019 236,010 240,921 31,220 26,310
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 3,036)
268 2,026 -1,615 6,487 2,993 5,140 3,404 -2,104 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 4.9 24.2 55.1 61.0 88.3 90.2 11.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
28 22 44 67 69 119 119
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,319
COMMITMENTS
2,337 3,882 6,905 4,330 3,088 13,571 13,875 748 444
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 848)
402 315 104 292 319 798 738 50 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 27.1 48.2 30.2 21.6 94.8 96.9 5.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 3 11 13 13 24 24
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,242
COMMITMENTS
61 1,738 250 12,616 10,939 12,927 12,927 315 315
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 712)
24 -63 88 635 812 747 837 -35 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 13.1 1.9 95.3 82.6 97.6 97.6 2.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 5 3 33 37 37 43
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,820
COMMITMENTS
0 50 0 7,795 8,745 7,795 8,795 1,025 25
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 1,980)
0 0 0 1,980 1,980 1,980 1,980 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 88.4 99.1 88.4 99.7 11.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 21 27 21 28
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,083,321
COMMITMENTS
104,754 248,613 444,536 453,294 349,293 1002584 1042442 80,737 40,878
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -12,009)
13,579 -15,258 -9,958 -18,052 8,689 -14,431 -16,527 2,422 4,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 22.9 41.0 41.8 32.2 92.5 96.2 7.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
71 62 86 73 65 191 173
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 34,673
COMMITMENTS
14,638 19,970 5,285 14,557 9,152 34,480 34,407 193 266
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 1,185)
1,244 1,147 -175 109 228 1,178 1,200 7 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.2 57.6 15.2 42.0 26.4 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 14 13 7 10 21 29
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,203
COMMITMENTS
61 2,414 3,503 81,034 76,786 84,598 82,703 6,605 8,500
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 1,331)
61 -5,429 1,434 385 8,928 1,880 4,933 -549 -3,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.6 3.8 88.9 84.2 92.8 90.7 7.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 25 23 27 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,655
COMMITMENTS
2,541 8,377 4,607 41,541 32,856 48,689 45,840 6,966 9,815
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 1,068)
-569 -657 150 1,348 1,713 929 1,206 139 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 15.1 8.3 74.6 59.0 87.5 82.4 12.5 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 3 18 14 21 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,010
COMMITMENTS
2,190 826 490 80,680 79,979 83,360 81,295 6,650 8,715
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 1,465)
-231 826 -944 2,666 1,155 1,491 1,037 -26 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.9 0.5 89.6 88.9 92.6 90.3 7.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 27 28 30 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,922
COMMITMENTS
0 0 0 72,106 63,348 72,106 63,348 11,816 20,574
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -214)
0 0 0 -307 -428 -307 -428 93 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.9 75.5 85.9 75.5 14.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 18 17 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,957
COMMITMENTS
9,212 3,921 2,952 55,241 57,803 67,405 64,676 7,552 10,281
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 1,127)
-186 1,694 -1,115 2,248 -126 947 453 180 674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 5.2 3.9 73.7 77.1 89.9 86.3 10.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 22 22 25 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,794
COMMITMENTS
2,928 8,713 2,164 73,873 69,627 78,965 80,504 7,829 6,290
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 1,017)
1,186 -155 -272 600 1,023 1,514 596 -497 421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 10.0 2.5 85.1 80.2 91.0 92.8 9.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 2 29 32 31 37
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,189
COMMITMENTS
15,013 372 4,858 71,988 77,854 91,859 83,084 9,330 18,105
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 660)
1,311 0 -123 -621 355 567 232 93 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 0.4 4.8 71.1 76.9 90.8 82.1 9.2 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 18 25 20 28
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,362
COMMITMENTS
4,818 7,062 1,078 26,765 25,875 32,661 34,015 6,701 5,347
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 211)
180 0 0 0 0 180 0 31 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 17.9 2.7 68.0 65.7 83.0 86.4 17.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 14 14 17 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,622
COMMITMENTS
1,043 7,346 20,591 56,950 49,988 78,584 77,925 6,038 6,697
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -793)
-84 2,576 -1,221 -72 -4,239 -1,377 -2,884 584 2,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 8.7 24.3 67.3 59.1 92.9 92.1 7.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 3 13 14 17 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,077
COMMITMENTS
0 0 0 47,274 47,123 47,274 47,123 7,803 7,954
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 422)
0 0 0 180 590 180 590 242 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.8 85.6 85.8 85.6 14.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 20 22 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,358
COMMITMENTS
1,281 4,709 8,202 67,978 62,861 77,461 75,772 9,897 11,586
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 674)
-1,622 -765 536 694 571 -392 342 1,066 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 5.4 9.4 77.8 72.0 88.7 86.7 11.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 4 27 29 32 34
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,195,271
COMMITMENTS
109,176 60,181 1000349 1080778 1130598 2190302 2191128 4,969 4,143
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 57,822)
-2,303 29,869 14,703 45,114 13,151 57,514 57,723 308 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 2.7 45.6 49.2 51.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
46 23 64 56 54 123 120
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,548
COMMITMENTS
7,245 20,500 21,091 70,668 62,834 99,004 104,425 17,544 12,123
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 3,962)
-266 164 1,731 2,029 2,241 3,494 4,136 468 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 17.6 18.1 60.6 53.9 84.9 89.6 15.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 6 26 24 32 30
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 125,464
COMMITMENTS
11,606 633 12,103 94,018 97,792 117,727 110,528 7,737 14,936
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 1,788)
-919 137 1,338 1,481 2,877 1,900 4,352 -112 -2,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.5 9.6 74.9 77.9 93.8 88.1 6.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 5 20 20 26 25
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 105,724
COMMITMENTS
4,900 0 0 100,824 104,682 105,724 104,682 0 1,042
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 4,114)
20 -240 0 9,062 9,076 9,082 8,836 -4,968 -4,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 95.4 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 10 16 12 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 222,971
COMMITMENTS
12,367 8,799 4,892 192,696 200,707 209,955 214,398 13,016 8,573
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -621)
-546 58 -38 -296 -645 -880 -625 259 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 3.9 2.2 86.4 90.0 94.2 96.2 5.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 4 41 35 47 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 195,336
COMMITMENTS
2,833 13,919 9,208 171,679 164,801 183,720 187,928 11,616 7,408
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 1,129)
-368 -240 64 820 1,305 516 1,129 613 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 7.1 4.7 87.9 84.4 94.1 96.2 5.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 6 36 33 42 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 250,042
COMMITMENTS
1,165 9,237 14,003 220,975 214,132 236,143 237,372 13,899 12,670
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 5,593)
-949 -1,540 54 5,992 5,201 5,097 3,715 496 1,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.7 5.6 88.4 85.6 94.4 94.9 5.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 3 5 41 45 46 50
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 208,386
COMMITMENTS
7,392 14,813 21,825 173,556 163,325 202,773 199,963 5,613 8,423
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 10,926)
-8,177 6,188 -3,434 22,537 7,752 10,926 10,506 0 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 7.1 10.5 83.3 78.4 97.3 96.0 2.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 4 6 34 33 42 40
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,885
COMMITMENTS
248 1,169 341 40,030 36,948 40,619 38,458 7,266 9,427
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 524)
0 620 0 213 -159 213 461 311 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.4 0.7 83.6 77.2 84.8 80.3 15.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 16 15 18 16
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,568,272
COMMITMENTS
1041225 212,746 1146187 1359251 2193250 3546663 3552183 21,609 16,089
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 26,800)
-2,239 8,889 -7,499 40,543 25,063 30,805 26,453 -4,005 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 6.0 32.1 38.1 61.5 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
32 24 50 106 100 162 153
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,203,145
COMMITMENTS
160,710 368,989 320,210 717,869 511,151 1198789 1200350 4,356 2,795
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 37,796)
20,320 15,380 9,791 8,283 12,068 38,394 37,239 -598 557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 30.7 26.6 59.7 42.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
21 27 38 38 38 80 82
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,303
COMMITMENTS
275 100 0 2,978 3,153 3,253 3,253 50 50
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 500)
250 100 -50 300 450 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 3.0 0.0 90.2 95.5 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 17 13 19 14
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 101,532
COMMITMENTS
3,513 460 13,235 83,974 87,724 100,722 101,419 810 113
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 129)
33 -24 -166 212 306 79 115 50 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.5 13.0 82.7 86.4 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 5 7 32 30 42 38
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,412
COMMITMENTS
38 44 0 9,735 10,052 9,773 10,096 639 316
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 960)
-90 -184 0 1,069 1,381 979 1,197 -19 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.4 0.0 93.5 96.5 93.9 97.0 6.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 11 15 12
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,437
COMMITMENTS
2,744 22 610 29,895 33,272 33,250 33,904 1,187 533
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 1,856)
-5 6 18 1,893 2,355 1,905 2,379 -50 -524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.1 1.8 86.8 96.6 96.6 98.5 3.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 21 21 23 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,388
COMMITMENTS
0 80 0 12,144 11,996 12,144 12,076 1,244 1,312
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 90.7 89.6 90.7 90.2 9.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 15 17 16
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 33,082
COMMITMENTS
0 900 780 30,425 30,653 31,205 32,333 1,877 749
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 546)
0 0 0 534 546 534 546 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 2.4 92.0 92.7 94.3 97.7 5.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 24 21 26 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,688
COMMITMENTS
0 40 60 30,426 29,648 30,486 29,748 202 940
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -106)
0 0 -60 -46 -46 -106 -106 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.2 99.1 96.6 99.3 96.9 0.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 22 18 23 19
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,301
COMMITMENTS
0 721 433 9,374 9,750 9,806 10,903 1,495 398
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 508)
0 38 -6 327 596 320 628 188 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 3.8 82.9 86.3 86.8 96.5 13.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 17 17 19 19
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| 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: 11,444
COMMITMENTS
80 0 0 11,176 10,724 11,256 10,724 188 720
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 148)
0 0 0 148 148 148 148 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 97.7 93.7 98.4 93.7 1.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 20 17 21 17
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,089
COMMITMENTS
0 0 0 13,001 12,690 13,001 12,690 88 399
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 1,653)
0 0 0 1,623 1,698 1,623 1,698 30 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 97.0 99.3 97.0 0.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 20 21 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,329,695
COMMITMENTS
199,425 118,876 1465045 1607317 1684802 3271788 3268723 57,908 60,972
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 131,389)
12,234 10,556 43,514 66,047 91,797 121,796 145,867 9,593 -14,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 3.6 44.0 48.3 50.6 98.3 98.2 1.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
101 110 161 79 95 272 283
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,313
COMMITMENTS
10,789 16,062 40,077 84,378 77,294 135,244 133,433 2,069 3,881
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 6,298)
-137 1,883 2,248 4,207 2,346 6,318 6,477 -21 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 11.7 29.2 61.4 56.3 98.5 97.2 1.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 10 14 15 12 30 26
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 178,924
COMMITMENTS
25,913 12,242 11,709 96,980 101,447 134,602 125,398 44,322 53,526
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 2,355)
-1,025 805 770 -4,544 2,821 -4,799 4,396 7,154 -2,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 6.8 6.5 54.2 56.7 75.2 70.1 24.8 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 4 6 20 20 26 28
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 456,536
COMMITMENTS
36,277 16,700 197,891 219,008 237,737 453,176 452,328 3,359 4,208
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 32,924)
4,450 3,849 12,600 15,122 15,365 32,172 31,815 752 1,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.7 43.3 48.0 52.1 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
24 29 45 35 35 85 83
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 431,450
COMMITMENTS
19,033 9,875 89,242 312,140 317,167 420,415 416,284 11,035 15,166
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 24,086)
2,648 1,071 4,570 17,103 18,216 24,321 23,857 -234 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.3 20.7 72.3 73.5 97.4 96.5 2.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 3 10 34 33 44 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,385
COMMITMENTS
85 2,882 1,000 46,770 44,048 47,855 47,930 530 455
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 764)
25 625 175 34 -491 234 309 530 455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.0 2.1 96.7 91.0 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 4 4 37 38 43 44
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 203,599
COMMITMENTS
21,528 34,652 39,335 132,469 120,683 193,332 194,670 10,267 8,929
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -440)
167 1,014 -2,006 1,828 339 -11 -653 -429 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 17.0 19.3 65.1 59.3 95.0 95.6 5.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 19 28 22 21 52 51
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,897
COMMITMENTS
5,853 8,241 4,379 18,843 17,517 29,075 30,137 2,822 1,760
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -2,633)
-374 -1,557 -802 -1,300 226 -2,476 -2,133 -157 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 25.8 13.7 59.1 54.9 91.2 94.5 8.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 4 5 12 14 20 22
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,727
COMMITMENTS
0 6,710 620 52,095 43,786 52,715 51,116 9,012 10,611
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 3,325)
0 150 -100 3,554 2,990 3,454 3,040 -129 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.9 1.0 84.4 70.9 85.4 82.8 14.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 2 20 19 22 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,147
COMMITMENTS
0 670 0 16,147 15,477 16,147 16,147 0 0
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 777)
0 -300 0 777 1,077 777 777 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 0.0 100.0 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 0 24 26 24 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,278
COMMITMENTS
8,733 2,980 5 2,723 9,455 11,461 12,440 1,817 838
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -192)
-56 -319 5 58 90 7 -224 -199 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.8 22.4 0.0 20.5 71.2 86.3 93.7 13.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
40 17 1 22 24 62 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 16,055
COMMITMENTS
9,086 1,337 56 4,718 13,059 13,860 14,452 2,195 1,603
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 294)
787 -165 30 -120 232 697 97 -403 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.6 8.3 0.3 29.4 81.3 86.3 90.0 13.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
31 12 2 14 22 46 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 189,458
COMMITMENTS
45,127 9,427 33,733 95,315 132,283 174,176 175,442 15,282 14,015
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 7,248)
-1,980 -1,510 5,011 3,770 2,018 6,800 5,518 448 1,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 5.0 17.8 50.3 69.8 91.9 92.6 8.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
41 26 37 67 78 129 123
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,407
COMMITMENTS
250 250 0 6,957 6,957 7,207 7,207 200 200
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 835)
0 100 0 835 735 835 835 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.4 0.0 93.9 93.9 97.3 97.3 2.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 0 26 23 28 25
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,022
COMMITMENTS
1,280 378 290 15,460 17,279 17,030 17,947 992 75
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 456)
0 0 1 425 455 426 456 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 2.1 1.6 85.8 95.9 94.5 99.6 5.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 24 24 27 26
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,271
COMMITMENTS
40 335 0 4,695 4,721 4,735 5,056 536 215
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 310)
-20 0 0 330 280 310 280 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.4 0.0 89.1 89.6 89.8 95.9 10.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 14 16 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,750
COMMITMENTS
0 50 50 5,650 5,600 5,700 5,700 50 50
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 15)
0 0 0 15 15 15 15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.9 98.3 97.4 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 18 24 19 25
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,150
COMMITMENTS
421 159 0 14,881 15,871 15,302 16,030 848 120
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 2,290)
60 0 0 2,176 2,261 2,236 2,261 54 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.0 0.0 92.1 98.3 94.7 99.3 5.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 0 19 22 20 24
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,251
COMMITMENTS
8 0 177 7,990 8,056 8,175 8,233 76 18
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 1,308)
0 0 -81 1,380 1,371 1,299 1,290 9 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 2.1 96.8 97.6 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 23 18 24 19
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,075
COMMITMENTS
3,847 11,946 1,037 30,451 20,826 35,335 33,809 1,740 3,266
CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 19)
-1,479 0 135 1,404 -240 60 -105 -41 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 32.2 2.8 82.1 56.2 95.3 91.2 4.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 3 4 22 26 28 32
Updated November 14, 2007