GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,539
COMMITMENTS
1,353 630 0 41,114 41,897 42,467 42,527 72 12
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -5,605)
0 0 0 -5,425 -5,537 -5,425 -5,537 -180 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 1.5 0.0 96.7 98.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 2 0 34 40 35 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,062
COMMITMENTS
100 0 0 18,890 19,002 18,990 19,002 72 60
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,822)
-50 -120 0 -1,799 -1,666 -1,849 -1,786 27 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.0 99.1 99.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 24 28 25 28
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,725
COMMITMENTS
0 431 388 4,952 4,815 5,340 5,634 1,385 1,091
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -470)
0 -39 0 -543 -468 -543 -507 73 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.4 5.8 73.6 71.6 79.4 83.8 20.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 18 18 19 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,200
COMMITMENTS
352 202 506 7,946 8,328 8,804 9,036 1,396 1,164
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,239)
-103 13 -14 -1,133 -1,109 -1,250 -1,110 11 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 2.0 5.0 77.9 81.6 86.3 88.6 13.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 2 4 37 41 42 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,166
COMMITMENTS
30 162 114 7,467 7,351 7,611 7,627 555 539
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,049)
-7 -74 17 -1,757 -1,705 -1,747 -1,762 -302 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 2.0 1.4 91.4 90.0 93.2 93.4 6.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 3 3 44 56 47 61
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,572
COMMITMENTS
0 0 0 7,562 7,552 7,562 7,552 10 20
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -535)
0 0 0 -530 -535 -530 -535 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.9 99.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 16 18 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 315,574
COMMITMENTS
58,960 13,548 41,267 170,599 234,449 270,826 289,264 44,748 26,310
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -4,905)
-493 -1,709 3,033 203 -4,881 2,743 -3,557 -7,648 -1,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 4.3 13.1 54.1 74.3 85.8 91.7 14.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
47 25 49 72 81 147 136
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,722
COMMITMENTS
714 393 587 17,863 16,943 19,164 17,923 558 1,799
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -6,774)
-127 -2 -148 -5,299 -6,376 -5,574 -6,526 -1,200 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 2.0 3.0 90.6 85.9 97.2 90.9 2.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 5 6 46 45 53 53
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,698
COMMITMENTS
700 2,700 225 17,245 14,503 18,170 17,428 1,528 2,270
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,042)
-225 0 0 -1,755 -2,002 -1,980 -2,002 -62 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 13.7 1.1 87.5 73.6 92.2 88.5 7.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 2 23 20 27 24
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,895
COMMITMENTS
5,389 50 300 10,146 13,463 15,835 13,813 60 2,082
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -790)
-555 0 0 -155 -790 -710 -790 -80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 0.3 1.9 63.8 84.7 99.6 86.9 0.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 10 16 13 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 689,411
COMMITMENTS
73,392 231,042 242,835 304,460 175,623 620,687 649,500 68,724 39,911
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -33,186)
-2,956 856 6,290 4,541 -5,350 7,875 1,796 -41,061 -34,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 33.5 35.2 44.2 25.5 90.0 94.2 10.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
73 76 105 91 71 228 197
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,202
COMMITMENTS
1,942 0 2,400 62,624 61,909 66,966 64,309 6,236 8,893
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,910)
105 0 -274 -3,402 -5,264 -3,571 -5,538 -339 1,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 3.3 85.5 84.6 91.5 87.9 8.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 3 19 18 22 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,484
COMMITMENTS
1,443 0 5,512 35,027 27,611 41,982 33,123 6,502 15,361
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -4,220)
94 -2,031 28 -3,616 -1,922 -3,494 -3,925 -726 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.0 11.4 72.2 56.9 86.6 68.3 13.4 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 3 11 13 14 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,294
COMMITMENTS
1,955 2,869 400 52,330 49,419 54,685 52,688 13,609 15,606
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,927)
-314 2,869 -270 -2,998 -5,961 -3,582 -3,362 -345 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 4.2 0.6 76.6 72.4 80.1 77.1 19.9 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 23 23 26 24
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,487
COMMITMENTS
0 0 0 69,697 77,695 69,697 77,695 13,790 5,792
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,250)
0 0 0 -1,549 -1,832 -1,549 -1,832 -701 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.5 93.1 83.5 93.1 16.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 21 19 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,727
COMMITMENTS
817 2,835 4,969 68,440 74,170 74,226 81,974 12,501 4,753
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -5,544)
577 -474 -117 -5,012 -4,448 -4,552 -5,039 -992 -505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 3.3 5.7 78.9 85.5 85.6 94.5 14.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 2 22 21 24 25
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,061
COMMITMENTS
836 8,672 5,033 88,466 77,898 94,335 91,603 5,726 8,458
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -6,126)
836 -1,099 -456 -5,866 -3,828 -5,486 -5,383 -640 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 8.7 5.0 88.4 77.9 94.3 91.5 5.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 3 16 23 19 26
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 29,972
COMMITMENTS
0 3,208 2,353 25,313 21,263 27,666 26,824 2,306 3,148
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,514)
0 198 -566 -2,899 -2,216 -3,465 -2,584 951 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.7 7.9 84.5 70.9 92.3 89.5 7.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 16 14 18 16
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,310
COMMITMENTS
3,606 3,977 3,532 71,637 77,167 78,775 84,676 12,535 6,634
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -5,438)
477 425 229 -5,983 -6,516 -5,277 -5,862 -161 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 4.4 3.9 78.5 84.5 86.3 92.7 13.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 22 25 25 28
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,476
COMMITMENTS
2,480 2,420 0 99,549 95,992 102,029 98,412 5,447 9,064
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,437)
0 -600 0 -3,116 -1,820 -3,116 -2,420 1,679 983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 2.3 0.0 92.6 89.3 94.9 91.6 5.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 17 16 18 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 217,601
COMMITMENTS
7,258 11,850 4,819 198,863 197,108 210,940 213,777 6,661 3,824
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -10,448)
-1,685 -1,601 404 -7,415 -9,191 -8,696 -10,388 -1,752 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 5.4 2.2 91.4 90.6 96.9 98.2 3.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 2 4 39 38 45 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 142,876
COMMITMENTS
4,517 859 2,818 124,960 135,080 132,295 138,757 10,581 4,119
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -7,597)
-160 -156 -290 -7,272 -7,181 -7,722 -7,627 125 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.6 2.0 87.5 94.5 92.6 97.1 7.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 29 26 32 29
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 242,289
COMMITMENTS
20,589 0 12,759 193,095 217,396 226,443 230,155 15,846 12,134
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -10,534)
-555 -178 -2,425 -9,576 -9,734 -12,556 -12,337 2,022 1,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 0.0 5.3 79.7 89.7 93.5 95.0 6.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 0 5 33 34 38 39
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,668
COMMITMENTS
1,388 0 2,304 43,796 47,816 47,488 50,120 8,180 5,548
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -330)
-258 0 -10 396 233 128 223 -458 -553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 4.1 78.7 85.9 85.3 90.0 14.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 15 16 16
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,852,888
COMMITMENTS
596,639 79,598 858,126 1364065 1894000 2818830 2831724 34,058 21,164
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -95,125)
-32,390 -21,785 -19,722 -48,136 -58,764 -100,248 -100,271 5,123 5,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 2.8 30.1 47.8 66.4 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
38 24 52 102 98 166 153
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 931,766
COMMITMENTS
112,642 121,077 172,273 632,984 628,518 917,899 921,868 13,867 9,898
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -107,832)
-56,203 -26,607 -21,233 -43,497 -64,259 -120,933 -112,099 13,101 4,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 13.0 18.5 67.9 67.5 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
29 21 37 41 39 84 83
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,755
COMMITMENTS
0 496 45 1,590 1,087 1,635 1,628 120 127
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -449)
0 53 -7 -522 -507 -529 -461 80 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 28.3 2.6 90.6 61.9 93.2 92.8 6.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 13 12 14 15
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,630
COMMITMENTS
538 216 924 36,149 37,209 37,611 38,349 1,019 281
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -739)
-32 -40 -60 -752 -619 -844 -719 105 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.6 2.4 93.6 96.3 97.4 99.3 2.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 4 35 29 41 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,069
COMMITMENTS
0 44 0 6,771 6,943 6,771 6,987 298 82
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -598)
0 0 0 -576 -616 -576 -616 -22 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 0.0 95.8 98.2 95.8 98.8 4.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 12 13 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,021
COMMITMENTS
56 80 488 17,565 17,484 18,109 18,052 912 969
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -499)
-22 0 0 -385 -482 -407 -482 -92 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.4 2.6 92.3 91.9 95.2 94.9 4.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 22 20 24 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,094
COMMITMENTS
0 1,234 436 29,754 30,240 30,190 31,910 1,904 184
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -37)
0 70 -30 452 23 422 63 -459 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.8 1.4 92.7 94.2 94.1 99.4 5.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 23 28 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,080
COMMITMENTS
758 0 0 11,492 11,990 12,250 11,990 830 1,090
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -312)
-14 0 0 -320 -202 -334 -202 22 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 0.0 0.0 87.9 91.7 93.7 91.7 6.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 20 17 22 17
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,818
COMMITMENTS
0 0 0 14,195 14,310 14,195 14,310 623 508
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 656)
0 0 0 1,112 424 1,112 424 -456 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 95.8 96.6 95.8 96.6 4.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 22 21 22
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| 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: 11,712
COMMITMENTS
0 0 0 11,012 11,324 11,012 11,324 700 388
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -536)
0 0 0 -556 -526 -556 -526 20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.0 96.7 94.0 96.7 6.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 21 23 21
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 18,649
COMMITMENTS
0 982 0 18,502 17,520 18,502 18,502 147 147
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,874)
0 -132 0 -1,852 -1,720 -1,852 -1,852 -22 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.3 0.0 99.2 93.9 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 13 8 13 10
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 52,468
COMMITMENTS
0 0 0 51,633 52,368 51,633 52,368 835 100
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,046)
-264 -44 0 -1,672 -2,002 -1,936 -2,046 -110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.4 99.8 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 9 19 9
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 858,979
COMMITMENTS
0 31,040 0 858,979 827,939 858,979 858,979 0 0
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -31,752)
0 0 0 -31,752 -31,752 -31,752 -31,752 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.6 0.0 100.0 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 14 7 14 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 90,909
COMMITMENTS
0 5,575 0 90,909 85,334 90,909 90,909 0 0
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,440)
0 -330 0 -3,440 -3,110 -3,440 -3,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.1 0.0 100.0 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 17 14 17 16
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,497,740
COMMITMENTS
0 73,840 0 1497740 1423900 1497740 1497740 0 0
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -65,766)
0 -3,920 0 -65,766 -61,846 -65,766 -65,766 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.9 0.0 100.0 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 15 12 15 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 165,316
COMMITMENTS
6,557 0 0 158,759 164,581 165,316 164,581 0 735
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -7,190)
-462 0 0 -6,708 -7,060 -7,170 -7,060 -20 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.0 0.0 96.0 99.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 0 21 28 24 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,581,887
COMMITMENTS
107,616 0 0 2474271 2581887 2581887 2581887 0 0
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -102,784)
-4,312 0 0 -98,472 -102,784 -102,784 -102,784 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 0.0 95.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 0 20 22 23 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 61,448
COMMITMENTS
80 3,090 0 61,326 57,912 61,406 61,002 42 446
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,756)
0 0 0 -1,734 -1,734 -1,734 -1,734 -22 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 5.0 0.0 99.8 94.2 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 20 15 21 16
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,034,928
COMMITMENTS
0 83,880 0 1034928 951,048 1034928 1034928 0 0
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -10,726)
0 21,560 0 -10,726 -32,286 -10,726 -10,726 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.1 0.0 100.0 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 15 15 16
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 51,422
COMMITMENTS
1,290 579 45 49,832 50,758 51,167 51,382 255 40
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 2,272)
-247 149 -65 2,584 2,188 2,272 2,272 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 1.1 0.1 96.9 98.7 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 1 24 25 26 27
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 923,657
COMMITMENTS
36,020 35,400 0 887,637 888,257 923,657 923,657 0 0
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 29,528)
5,845 -872 -3,920 27,603 34,320 29,528 29,528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 3.8 0.0 96.1 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 0 24 24 26 26
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,874
COMMITMENTS
330 195 20 18,075 18,498 18,425 18,713 449 161
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 192)
0 111 0 192 81 192 192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.0 0.1 95.8 98.0 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 1 28 31 29 34
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,366
COMMITMENTS
305 0 25 6,526 6,911 6,856 6,936 510 430
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,118)
-5 0 25 -1,093 -1,168 -1,073 -1,143 -45 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.0 0.3 88.6 93.8 93.1 94.2 6.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 23 20 25 21
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,965
COMMITMENTS
224 0 131 11,359 11,743 11,714 11,874 251 91
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,204)
-45 0 -5 -1,118 -1,194 -1,168 -1,199 -36 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 1.1 94.9 98.1 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 18 23 19
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,615
COMMITMENTS
0 432 130 11,980 11,946 12,110 12,508 505 107
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 526)
0 0 0 567 500 567 500 -41 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.4 1.0 95.0 94.7 96.0 99.2 4.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 2 27 29 29 31
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,579
COMMITMENTS
0 170 85 5,000 5,109 5,085 5,364 494 215
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -321)
0 110 15 -410 -240 -395 -115 74 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.0 1.5 89.6 91.6 91.1 96.1 8.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 20 18 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,191,055
COMMITMENTS
277,025 173,208 262,921 578,797 694,916 1118743 1131045 72,312 60,010
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -29,485)
-8,450 -2,648 -13,349 5,406 22,782 -16,393 6,785 -13,092 -36,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 14.5 22.1 48.6 58.3 93.9 95.0 6.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
132 97 149 88 100 299 274
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 205,986
COMMITMENTS
37,797 32,867 1,818 138,280 126,327 177,895 161,012 28,091 44,974
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -14,883)
303 -3,899 -21 -10,661 -12,807 -10,379 -16,727 -4,504 1,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 16.0 0.9 67.1 61.3 86.4 78.2 13.6 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 5 5 30 30 36 38
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 76,968
COMMITMENTS
302 1,685 200 75,241 74,653 75,743 76,538 1,225 430
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,158)
150 -445 -150 -2,008 -1,538 -2,008 -2,133 -1,150 -1,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 2.2 0.3 97.8 97.0 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 4 3 44 53 49 58
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 173,037
COMMITMENTS
19,396 48,541 12,670 134,448 104,036 166,514 165,247 6,523 7,790
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 5,538)
91 4,984 567 4,903 -234 5,561 5,317 -23 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 28.1 7.3 77.7 60.1 96.2 95.5 3.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 18 17 24 24 45 46
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,045
COMMITMENTS
2,234 2,825 3,479 30,685 32,091 36,398 38,395 3,647 1,650
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 1,800)
-550 0 1,300 800 800 1,550 2,100 250 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 7.1 8.7 76.6 80.1 90.9 95.9 9.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 7 14 15 21 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 102,703
COMMITMENTS
4,045 2,885 1,785 65,111 78,309 70,941 82,979 31,762 19,724
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -5,907)
-570 -150 -90 -5,848 -1,921 -6,508 -2,161 601 -3,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 2.8 1.7 63.4 76.2 69.1 80.8 30.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 23 21 27 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,552
COMMITMENTS
0 1,343 0 37,422 36,067 37,422 37,410 130 142
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,461)
0 -25 0 -3,396 -3,476 -3,396 -3,501 -65 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.6 0.0 99.7 96.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 0 25 36 25 39
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,255
COMMITMENTS
14,282 1,746 191 5,115 19,876 19,588 21,813 2,667 442
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -439)
-507 -139 78 283 -342 -146 -403 -293 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.2 7.8 0.9 23.0 89.3 88.0 98.0 12.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
82 12 5 15 31 101 47
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 31,269
COMMITMENTS
21,025 1,721 6 5,535 28,869 26,566 30,596 4,703 673
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -380)
221 344 -36 87 -61 272 247 -652 -627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.2 5.5 0.0 17.7 92.3 85.0 97.8 15.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
86 11 2 11 31 98 43
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 251,089
COMMITMENTS
84,909 15,388 20,806 124,305 199,269 230,020 235,463 21,069 15,626
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 3,337)
5,083 1,023 -1,390 12,557 5,434 16,250 5,067 -12,913 -1,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 6.1 8.3 49.5 79.4 91.6 93.8 8.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
73 18 43 72 80 163 127
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,384
COMMITMENTS
1,704 0 440 15,388 16,457 17,532 16,897 4,852 5,487
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,054)
-290 0 -4 -2,145 -2,921 -2,439 -2,925 -615 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 0.0 2.0 68.7 73.5 78.3 75.5 21.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 3 19 19 22 22
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,189
COMMITMENTS
1,454 0 50 6,182 7,633 7,686 7,683 503 506
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,418)
-675 -50 -100 -1,478 -2,003 -2,253 -2,153 -165 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 0.0 0.6 75.5 93.2 93.9 93.8 6.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 0 1 26 29 32 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 41,915
COMMITMENTS
2,619 0 0 38,055 41,605 40,674 41,605 1,241 310
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -259)
-250 0 0 84 -259 -166 -259 -93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 0.0 0.0 90.8 99.3 97.0 99.3 3.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 0 32 31 34 31
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,820
COMMITMENTS
460 0 0 18,080 17,560 18,540 17,560 280 1,260
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,530)
-455 0 0 -3,025 -3,530 -3,480 -3,530 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.0 0.0 96.1 93.3 98.5 93.3 1.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 24 15 25 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,790
COMMITMENTS
2,200 50 150 12,340 13,540 14,690 13,740 100 1,050
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -550)
300 0 0 -850 -550 -550 -550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 0.3 1.0 83.4 91.5 99.3 92.9 0.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 1 25 27 29 29
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,765
COMMITMENTS
399 90 0 2,334 3,044 2,733 3,134 1,032 631
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -371)
32 -31 0 -224 6 -192 -25 -179 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 2.4 0.0 62.0 80.8 72.6 83.2 27.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 19 18 21 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,068
COMMITMENTS
420 0 0 14,403 15,058 14,823 15,058 245 10
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,526)
0 0 0 -3,441 -3,511 -3,441 -3,511 -85 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.0 0.0 95.6 99.9 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 19 22 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,654
COMMITMENTS
2,367 260 27 14,775 17,286 17,169 17,573 485 81
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,150)
-384 -98 0 -1,662 -1,985 -2,046 -2,083 -104 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 1.5 0.2 83.7 97.9 97.3 99.5 2.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 1 2 28 32 34 35
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,410
COMMITMENTS
934 178 0 8,440 9,172 9,374 9,350 36 60
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,066)
-27 -89 -18 -898 -846 -943 -953 -123 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 1.9 0.0 89.7 97.5 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 22 22 23 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,256
COMMITMENTS
12,811 390 1,178 37,694 50,828 51,683 52,396 2,573 1,860
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,968)
326 -30 -352 -2,120 -2,114 -2,146 -2,496 -822 -472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 0.7 2.2 69.5 93.7 95.3 96.6 4.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 2 3 30 36 38 41
Updated November 6, 2009