GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,830
COMMITMENTS
75 0 0 27,545 27,620 27,620 27,620 210 210
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,705)
0 0 0 -1,730 -1,730 -1,730 -1,730 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.0 99.2 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 0 0 35 34 36 34
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,650
COMMITMENTS
700 595 280 15,483 15,731 16,463 16,606 187 44
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,757)
0 -175 -5 -1,749 -1,581 -1,754 -1,761 -3 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 3.6 1.7 93.0 94.5 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 3 29 34 34 38
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,888
COMMITMENTS
167 249 62 8,372 8,757 8,601 9,068 1,287 820
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -672)
19 59 -95 -528 -610 -604 -646 -68 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.5 0.6 84.7 88.6 87.0 91.7 13.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 2 32 38 35 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,655
COMMITMENTS
45 65 5 6,825 6,850 6,875 6,920 780 735
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -499)
-50 20 -85 -216 -354 -351 -419 -148 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.8 0.1 89.2 89.5 89.8 90.4 10.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 2 1 40 42 42 44
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,186
COMMITMENTS
0 219 0 3,337 3,225 3,337 3,444 849 742
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 66)
0 20 0 103 138 103 158 -37 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 79.7 77.0 79.7 82.3 20.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 18 20 18 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 249,448
COMMITMENTS
23,381 15,628 48,582 143,171 156,438 215,133 220,648 34,315 28,801
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -5,820)
-970 -215 -3,141 -3,939 -4,068 -8,050 -7,424 2,229 1,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 6.3 19.5 57.4 62.7 86.2 88.5 13.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
24 26 37 61 64 107 110
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,405
COMMITMENTS
1,832 1,190 4,674 2,337 2,836 8,843 8,700 562 705
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 163)
175 -59 35 -61 170 149 146 14 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 12.7 49.7 24.9 30.2 94.0 92.5 6.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 3 9 11 11 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,606
COMMITMENTS
103 1,038 380 10,983 10,048 11,466 11,466 140 140
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -3,576)
42 -815 140 -3,643 -2,726 -3,461 -3,401 -115 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 8.9 3.3 94.6 86.6 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 4 1 30 40 32 45
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,781
COMMITMENTS
0 25 0 9,176 9,631 9,176 9,656 605 125
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -759)
0 -25 0 -744 -734 -744 -759 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 93.8 98.5 93.8 98.7 6.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 21 24 21 25
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,027,144
COMMITMENTS
105,070 224,008 426,042 415,978 338,841 947,090 988,892 80,053 38,252
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -2,032)
-1,273 -72 -822 -3,068 968 -5,164 75 3,131 -2,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 21.8 41.5 40.5 33.0 92.2 96.3 7.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
63 58 80 72 63 186 157
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 37,969
COMMITMENTS
17,024 22,033 5,424 15,337 10,218 37,785 37,676 184 294
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 662)
416 424 28 222 214 666 666 -4 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 58.0 14.3 40.4 26.9 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 14 13 8 10 22 29
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,136
COMMITMENTS
0 3,286 3,101 85,489 81,749 88,590 88,136 6,546 7,000
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,441)
-44 305 -407 -639 -903 -1,090 -1,005 -351 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 3.3 89.9 85.9 93.1 92.6 6.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 24 24 26 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,847
COMMITMENTS
2,624 5,141 3,383 37,127 26,282 43,134 34,806 7,713 16,041
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -6,110)
83 -600 -1,209 -6,132 -6,581 -7,258 -8,390 1,148 2,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 10.1 6.7 73.0 51.7 84.8 68.5 15.2 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 2 14 11 16 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,079
COMMITMENTS
1,911 947 428 73,597 71,069 75,936 72,444 6,143 9,635
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -8,564)
-279 -48 0 -9,422 -10,929 -9,701 -10,977 1,137 2,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.2 0.5 89.7 86.6 92.5 88.3 7.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 26 26 28 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,565
COMMITMENTS
0 0 0 73,165 63,184 73,165 63,184 14,400 24,381
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,592)
0 0 0 -190 -1,643 -190 -1,643 -1,402 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.6 72.2 83.6 72.2 16.4 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 17 17 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,092
COMMITMENTS
6,731 1,625 3,591 57,947 57,118 68,269 62,334 5,823 11,758
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -3,273)
-1,891 -99 -248 1,350 -3,268 -789 -3,615 -2,484 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 2.2 4.8 78.2 77.1 92.1 84.1 7.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 23 23 26 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,141
COMMITMENTS
2,682 6,617 3,454 68,297 64,820 74,433 74,891 8,708 8,250
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -8,632)
653 -1,353 -200 -9,675 -10,198 -9,222 -11,751 590 3,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 8.0 4.2 82.1 78.0 89.5 90.1 10.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 5 3 22 26 26 32
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,960
COMMITMENTS
17,522 0 4,262 68,552 78,088 90,336 82,350 8,624 16,610
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -7,615)
2,747 -372 -142 -9,073 -6,484 -6,468 -6,998 -1,147 -617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 0.0 4.3 69.3 78.9 91.3 83.2 8.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 3 18 25 21 28
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,825
COMMITMENTS
2,968 7,062 2,180 27,633 22,823 32,781 32,065 4,044 4,760
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -3,681)
350 0 -569 -2,496 -2,676 -2,715 -3,245 -966 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 19.2 5.9 75.0 62.0 89.0 87.1 11.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 15 14 18 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,352
COMMITMENTS
630 8,307 19,182 56,017 47,753 75,829 75,242 5,523 6,110
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -3,552)
-124 180 -281 -2,624 -4,204 -3,029 -4,305 -523 753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 10.2 23.6 68.9 58.7 93.2 92.5 6.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 14 13 18 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,872
COMMITMENTS
0 0 0 47,353 46,116 47,353 46,116 7,519 8,756
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -5,566)
0 0 0 -4,760 -5,521 -4,760 -5,521 -806 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.3 84.0 86.3 84.0 13.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 20 22 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,567
COMMITMENTS
1,860 3,381 6,511 67,324 63,400 75,695 73,292 9,872 12,275
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -6,568)
-717 -1,083 -492 -5,615 -3,784 -6,824 -5,359 256 -1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.0 7.6 78.7 74.1 88.5 85.7 11.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 4 24 25 29 30
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,080,449
COMMITMENTS
101,132 73,975 919,354 1055048 1083318 2075535 2076646 4,914 3,802
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 20,587)
-1,473 -829 10,943 10,894 10,319 20,364 20,433 223 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.6 44.2 50.7 52.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
38 28 62 55 53 120 116
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,074
COMMITMENTS
8,444 19,373 19,699 71,313 64,565 99,456 103,637 17,618 13,437
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -5,326)
907 -224 -1,555 -4,717 -5,041 -5,365 -6,820 39 1,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 16.5 16.8 60.9 55.1 85.0 88.5 15.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 6 24 23 30 29
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,719
COMMITMENTS
13,890 1,038 10,698 91,869 96,087 116,457 107,823 7,262 15,896
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -8,523)
-1,112 -1,643 31 -7,843 -9,114 -8,924 -10,726 401 2,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.8 8.6 74.3 77.7 94.1 87.2 5.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 5 19 20 24 25
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 216,890
COMMITMENTS
10,983 7,610 5,646 184,110 194,339 200,739 207,595 16,151 9,295
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -12,028)
-2,799 -2,597 747 -12,767 -11,564 -14,819 -13,414 2,791 1,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.5 2.6 84.9 89.6 92.6 95.7 7.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 3 3 37 32 42 36
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 182,238
COMMITMENTS
0 9,658 5,442 160,506 157,492 165,948 172,592 16,290 9,646
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -11,026)
-6 -3,171 -1,864 -13,362 -6,197 -15,232 -11,232 4,206 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 3.0 88.1 86.4 91.1 94.7 8.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 2 35 31 37 34
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 250,020
COMMITMENTS
1,244 5,927 15,009 216,491 217,492 232,744 238,428 17,276 11,592
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -12,232)
-2,755 263 -909 -11,354 -12,125 -15,018 -12,771 2,786 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.4 6.0 86.6 87.0 93.1 95.4 6.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 4 5 39 43 44 48
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 212,997
COMMITMENTS
4,204 23,340 18,611 182,045 164,376 204,860 206,327 8,137 6,670
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -6,250)
-3,642 3,847 -1,601 75 -7,873 -5,168 -5,627 -1,082 -623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 11.0 8.7 85.5 77.2 96.2 96.9 3.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 5 5 34 32 40 38
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,927
COMMITMENTS
0 1,504 0 39,909 37,167 39,909 38,671 7,018 8,256
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -4,310)
-248 335 -341 -2,980 -3,466 -3,569 -3,472 -741 -838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 85.0 79.2 85.0 82.4 15.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 16 17 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,458,776
COMMITMENTS
910,711 158,368 1169488 1349056 2111196 3429255 3439052 29,521 19,724
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 6,364)
-12,605 -7,369 3,258 14,383 10,185 5,036 6,074 1,328 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 4.6 33.8 39.0 61.0 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
29 23 46 97 88 148 138
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,187,629
COMMITMENTS
202,897 379,709 293,305 685,739 511,762 1181941 1184776 5,688 2,853
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 28,657)
6,891 -8,557 11,799 9,311 24,801 28,001 28,043 656 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 32.0 24.7 57.7 43.1 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 26 38 35 33 78 78
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,433
COMMITMENTS
350 0 200 2,783 3,133 3,333 3,333 100 100
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -850)
25 0 200 -1,125 -1,100 -900 -900 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 5.8 81.1 91.3 97.1 97.1 2.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 11 17 12 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 97,656
COMMITMENTS
2,798 429 11,140 82,175 85,644 96,113 97,213 1,543 443
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -8,664)
-882 -84 -2,160 -5,902 -6,681 -8,945 -8,925 281 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.4 11.4 84.1 87.7 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 5 7 30 29 39 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,157
COMMITMENTS
0 0 0 10,029 9,837 10,029 9,837 128 320
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -699)
-38 -44 0 -661 -678 -699 -722 0 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 96.8 98.7 96.8 1.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 12 13 12
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,484
COMMITMENTS
2,693 0 570 30,104 33,418 33,367 33,988 1,117 496
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,730)
-29 -65 -69 -1,644 -1,514 -1,742 -1,648 12 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 1.7 87.3 96.9 96.8 98.6 3.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 21 20 23 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,326
COMMITMENTS
0 40 0 12,122 11,988 12,122 12,028 1,204 1,298
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -522)
0 -40 0 -458 -444 -458 -484 -64 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 91.0 90.0 91.0 90.3 9.0 9.7
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 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 33,570
COMMITMENTS
40 720 720 30,033 31,461 30,793 32,901 2,777 669
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 315)
40 -180 -60 242 600 222 360 93 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.1 2.1 89.5 93.7 91.7 98.0 8.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 24 21 26 22
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,324
COMMITMENTS
80 0 20 29,024 28,402 29,124 28,422 200 902
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,326)
80 -40 -40 -1,364 -1,208 -1,324 -1,288 -2 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.1 99.0 96.9 99.3 96.9 0.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 19 23 20
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,737
COMMITMENTS
0 509 51 8,077 8,511 8,128 9,071 1,609 666
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,591)
0 -337 -323 -1,242 -959 -1,565 -1,619 -26 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.5 83.0 87.4 83.5 93.2 16.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 17 17 18 18
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| 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: 10,428
COMMITMENTS
40 0 0 10,104 9,750 10,144 9,750 284 678
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -674)
-40 0 0 -530 -592 -570 -592 -104 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 96.9 93.5 97.3 93.5 2.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 17 22 17
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,644
COMMITMENTS
0 0 0 14,624 14,240 14,624 14,240 20 404
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -278)
0 0 0 -240 -193 -240 -193 -38 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 97.2 99.9 97.2 0.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 21 21 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,013,932
COMMITMENTS
201,371 98,489 1255909 1481231 1579292 2938510 2933690 75,422 80,243
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 102,917)
8,282 -2,402 49,868 32,790 42,779 90,940 90,245 11,977 12,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 3.3 41.7 49.1 52.4 97.5 97.3 2.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
103 81 140 81 93 253 255
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 133,448
COMMITMENTS
5,859 15,565 36,946 89,082 77,055 131,887 129,565 1,561 3,882
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 7,716)
-2,975 -1,164 5,532 5,277 3,249 7,834 7,617 -118 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 11.7 27.7 66.8 57.7 98.8 97.1 1.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 7 9 10 10 19 19
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,166
COMMITMENTS
23,394 10,653 13,070 98,734 111,030 135,198 134,753 38,968 39,413
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -14,695)
-3,736 -2,158 -1,852 -6,252 1,969 -11,840 -2,041 -2,855 -12,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 6.1 7.5 56.7 63.7 77.6 77.4 22.4 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 5 22 23 28 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 294,118
COMMITMENTS
21,983 16,609 130,503 138,146 144,541 290,632 291,652 3,487 2,466
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 13,112)
202 32 6,340 6,679 6,916 13,221 13,288 -109 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 5.6 44.4 47.0 49.1 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
24 21 36 30 30 69 72
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 460,280
COMMITMENTS
20,601 10,632 88,643 341,023 346,914 450,268 446,189 10,012 14,090
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -15,789)
-1,246 -889 -7,957 -3,365 -5,627 -12,569 -14,473 -3,220 -1,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.3 19.3 74.1 75.4 97.8 96.9 2.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 3 10 34 34 44 44
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,855
COMMITMENTS
765 2,597 625 44,303 42,333 45,693 45,555 1,162 1,300
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -7,232)
650 -185 -825 -7,189 -6,567 -7,364 -7,577 132 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.5 1.3 94.6 90.3 97.5 97.2 2.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 3 2 40 40 45 44
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 169,646
COMMITMENTS
19,249 33,162 26,044 115,592 102,303 160,885 161,509 8,761 8,137
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 85)
674 -832 -598 5 712 81 -718 4 803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 19.5 15.4 68.1 60.3 94.8 95.2 5.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 17 21 21 20 43 44
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,932
COMMITMENTS
0 7,700 10 52,590 42,598 52,600 50,308 9,332 11,624
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -2,537)
0 190 -610 -322 -2,840 -932 -3,260 -1,605 723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.4 0.0 84.9 68.8 84.9 81.2 15.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 20 17 21 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,772
COMMITMENTS
0 420 65 19,707 19,287 19,772 19,772 0 0
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -715)
0 -200 60 -775 -575 -715 -715 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.3 99.7 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 1 24 29 25 32
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,056
COMMITMENTS
9,005 3,200 50 2,343 8,818 11,398 12,068 1,658 988
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -238)
71 226 -77 -32 -462 -38 -313 -200 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.0 24.5 0.4 17.9 67.5 87.3 92.4 12.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
38 20 1 19 20 57 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 17,325
COMMITMENTS
8,993 2,108 141 5,566 13,461 14,700 15,710 2,625 1,615
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -33)
-773 91 -5 102 -442 -676 -356 643 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 12.2 0.8 32.1 77.7 84.8 90.7 15.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
31 14 3 15 22 48 38
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 194,337
COMMITMENTS
51,690 6,296 29,772 98,446 145,247 179,908 181,314 14,429 13,023
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 456)
1,234 -1,548 454 -1,568 2,144 119 1,049 336 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 3.2 15.3 50.7 74.7 92.6 93.3 7.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
38 25 33 72 82 129 123
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,085
COMMITMENTS
1,850 0 0 11,311 13,305 13,161 13,305 924 780
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 1,454)
-655 0 0 2,428 1,699 1,773 1,699 -319 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.0 0.0 80.3 94.5 93.4 94.5 6.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 18 14 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,327
COMMITMENTS
100 50 150 5,877 5,927 6,127 6,127 200 200
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,105)
0 -300 100 -1,185 -905 -1,085 -1,105 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.8 2.4 92.9 93.7 96.8 96.8 3.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 26 23 29 25
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,094
COMMITMENTS
1,380 489 4 14,704 16,593 16,088 17,086 1,006 8
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -2,004)
100 186 -286 -1,803 -1,908 -1,989 -2,008 -15 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 2.9 0.0 86.0 97.1 94.1 100.0 5.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 1 26 22 28 24
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,568
COMMITMENTS
100 0 200 5,737 6,583 6,037 6,783 1,531 785
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 577)
20 0 -60 -118 142 -158 82 735 495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 2.6 75.8 87.0 79.8 89.6 20.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 15 13 16 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,365
COMMITMENTS
50 300 0 6,290 6,065 6,340 6,365 25 0
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -360)
-50 100 0 -285 -410 -335 -310 -25 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.7 0.0 98.8 95.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 18 19 19 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,088
COMMITMENTS
336 96 72 17,819 18,776 18,227 18,944 861 144
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 270)
-332 -63 72 572 240 312 249 -42 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.5 0.4 93.4 98.4 95.5 99.2 4.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 21 20 23 22
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,944
COMMITMENTS
0 120 57 8,815 8,749 8,872 8,926 72 18
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -831)
0 20 -20 -807 -831 -827 -831 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.6 98.6 97.8 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 16 18 17 19
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,600
COMMITMENTS
4,291 13,101 1,418 29,850 21,271 35,559 35,790 3,041 2,810
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -811)
39 75 -27 -823 -926 -811 -878 0 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 33.9 3.7 77.3 55.1 92.1 92.7 7.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 3 4 22 27 28 33
Updated December 05, 2008