GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,827
COMMITMENTS
1,737 630 0 43,006 44,179 44,743 44,809 84 18
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,482)
384 0 0 1,047 1,517 1,431 1,517 51 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 1.4 0.0 95.9 98.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 0 36 40 38 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,037
COMMITMENTS
100 0 0 20,605 20,677 20,705 20,677 332 360
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,556)
0 0 0 1,298 1,256 1,298 1,256 258 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.0 97.9 98.3 98.4 98.3 1.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 27 30 28 30
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,993
COMMITMENTS
0 446 377 5,585 5,026 5,962 5,849 1,031 1,144
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 277)
0 15 -11 655 231 644 235 -367 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.4 5.4 79.9 71.9 85.3 83.6 14.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 21 20 22 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,261
COMMITMENTS
372 196 491 9,255 9,680 10,118 10,367 1,143 894
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 689)
15 19 -15 704 743 704 747 -15 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 1.7 4.4 82.2 86.0 89.8 92.1 10.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 3 4 41 44 46 50
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,201
COMMITMENTS
30 192 74 8,348 8,187 8,452 8,453 749 748
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 600)
0 8 -35 434 428 399 401 201 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 2.1 0.8 90.7 89.0 91.9 91.9 8.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 3 2 47 55 49 59
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,378
COMMITMENTS
76 0 80 3,767 3,709 3,923 3,789 1,455 1,589
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 97)
15 0 0 95 62 110 62 -13 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 1.5 70.0 69.0 72.9 70.5 27.1 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 19 19 20 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,615
COMMITMENTS
0 0 0 8,605 8,595 8,605 8,595 10 20
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 702)
0 0 0 702 702 702 702 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.9 99.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 18 18 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 322,267
COMMITMENTS
55,345 15,619 40,677 185,175 231,361 281,197 287,657 41,070 34,610
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -1,055)
-2,465 3,328 -1,217 4,131 -6,398 449 -4,287 -1,504 3,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 4.8 12.6 57.5 71.8 87.3 89.3 12.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
49 25 49 74 79 148 135
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 22,287
COMMITMENTS
975 443 487 19,687 20,323 21,149 21,253 1,138 1,034
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 60)
100 -50 -50 240 1,535 290 1,435 -230 -1,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 2.0 2.2 88.3 91.2 94.9 95.4 5.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 6 5 46 47 53 54
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,169
COMMITMENTS
575 1,800 75 17,991 16,174 18,641 18,049 1,528 2,120
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 621)
0 -300 0 621 1,071 621 771 0 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 8.9 0.4 89.2 80.2 92.4 89.5 7.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 1 25 23 27 26
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,195
COMMITMENTS
6,289 50 300 9,546 13,763 16,135 14,113 60 2,082
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 0)
300 0 0 -300 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 0.3 1.9 58.9 85.0 99.6 87.1 0.4 12.9
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 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 750,106
COMMITMENTS
83,931 251,215 256,682 323,134 187,492 663,747 695,389 86,359 54,717
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 32,667)
1,021 8,386 19,401 4,820 -3,187 25,242 24,600 7,425 8,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 33.5 34.2 43.1 25.0 88.5 92.7 11.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
81 78 112 95 70 243 209
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,057
COMMITMENTS
2,027 63 2,291 62,193 61,714 66,511 64,068 6,546 8,989
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -186)
209 63 -187 -422 -62 -400 -186 214 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.1 3.1 85.1 84.5 91.0 87.7 9.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 19 18 22 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,276
COMMITMENTS
2,461 0 4,695 35,730 30,553 42,886 35,248 5,390 13,028
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -208)
1,018 0 -817 703 2,942 904 2,125 -1,112 -2,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.0 9.7 74.0 63.3 88.8 73.0 11.2 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 3 11 15 14 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,505
COMMITMENTS
2,149 2,869 400 67,464 65,801 70,013 69,070 10,492 11,435
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 6,733)
0 0 0 9,422 9,628 9,422 9,628 -2,689 -2,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 3.6 0.5 83.8 81.7 87.0 85.8 13.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 27 28 30 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,632
COMMITMENTS
0 0 0 71,747 79,261 71,747 79,261 14,885 7,371
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,749)
0 0 0 1,870 958 1,870 958 -121 791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 82.8 91.5 82.8 91.5 17.2 8.5
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 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,021
COMMITMENTS
4,177 957 5,539 67,829 77,863 77,545 84,359 13,476 6,662
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 3,501)
2,874 -2,982 1,425 -359 3,223 3,940 1,666 -439 1,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 1.1 6.1 74.5 85.5 85.2 92.7 14.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 4 23 22 27 27
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,456
COMMITMENTS
1,611 8,959 5,155 88,573 78,674 95,339 92,788 6,117 8,668
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 501)
45 48 -31 170 46 184 63 317 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 8.8 5.1 87.3 77.5 94.0 91.5 6.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 3 16 23 20 26
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 30,993
COMMITMENTS
0 4,649 1,905 26,770 21,105 28,675 27,659 2,318 3,334
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,008)
0 1,485 -461 1,457 -202 996 822 12 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 15.0 6.1 86.4 68.1 92.5 89.2 7.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 2 16 14 18 17
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,420
COMMITMENTS
6,292 6,409 4,618 75,128 80,969 86,038 91,996 11,382 5,424
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 2,815)
308 820 -190 2,880 3,133 2,998 3,763 -183 -948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 6.6 4.7 77.1 83.1 88.3 94.4 11.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 4 23 26 27 30
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,359
COMMITMENTS
2,480 2,420 0 101,777 98,004 104,257 100,424 3,102 6,935
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 234)
0 0 0 1,386 1,170 1,386 1,170 -1,152 -936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 2.3 0.0 94.8 91.3 97.1 93.5 2.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 18 18 19 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 222,827
COMMITMENTS
11,921 10,153 3,350 198,804 204,006 214,075 217,509 8,752 5,318
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 2,403)
2,984 338 -1,243 -420 2,876 1,321 1,971 1,082 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 4.6 1.5 89.2 91.6 96.1 97.6 3.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 1 4 40 38 46 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 145,857
COMMITMENTS
4,298 859 2,378 126,354 137,420 133,030 140,657 12,827 5,200
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,763)
-1,328 0 -1,193 3,942 2,118 1,421 925 342 838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.6 1.6 86.6 94.2 91.2 96.4 8.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 28 24 30 27
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 245,474
COMMITMENTS
8,198 0 16,335 202,989 217,926 227,522 234,261 17,952 11,213
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -1,129)
-6,899 0 1,294 3,714 -454 -1,891 840 762 -1,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.0 6.7 82.7 88.8 92.7 95.4 7.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 4 34 36 38 40
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,724
COMMITMENTS
960 0 2,304 44,280 47,816 47,544 50,120 8,180 5,604
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 0)
-428 0 0 428 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 4.1 79.5 85.8 85.3 89.9 14.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 15 16 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,476
COMMITMENTS
242 1,258 682 58,525 59,863 59,449 61,803 6,027 3,673
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -116)
0 0 0 -26 -26 -26 -26 -90 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 1.9 1.0 89.4 91.4 90.8 94.4 9.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 16 14 18 16
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,884,473
COMMITMENTS
582,510 117,883 866,825 1400409 1880786 2849744 2865494 34,729 18,979
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 17,123)
-16,419 10,588 19,085 13,639 -9,414 16,305 20,259 818 -3,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 4.1 30.1 48.5 65.2 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
41 20 57 105 101 171 160
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 997,707
COMMITMENTS
158,123 145,946 173,638 661,338 675,552 993,099 995,136 4,608 2,571
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 56,752)
43,846 6,457 4,796 8,683 45,380 57,325 56,633 -573 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 14.6 17.4 66.3 67.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
24 28 40 43 40 89 86
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,493
COMMITMENTS
70 701 47 2,286 1,599 2,403 2,347 90 146
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 306)
16 147 -25 351 124 342 246 -36 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 28.1 1.9 91.7 64.1 96.4 94.1 3.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 2 14 12 16 16
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,384
COMMITMENTS
1,780 216 804 36,926 39,083 39,510 40,103 874 281
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 756)
662 80 -180 240 856 722 756 34 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.5 2.0 91.4 96.8 97.8 99.3 2.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 4 35 29 41 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,243
COMMITMENTS
0 44 0 6,945 7,117 6,945 7,161 298 82
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 86)
0 0 0 86 86 86 86 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 0.0 95.9 98.3 95.9 98.9 4.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 13 14 13 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,461
COMMITMENTS
26 80 478 17,947 17,850 18,451 18,408 1,010 1,053
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 774)
-30 0 -10 736 700 696 690 78 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.4 2.5 92.2 91.7 94.8 94.6 5.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 22 19 24 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,156
COMMITMENTS
0 1,110 500 29,969 30,366 30,469 31,976 1,687 180
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -74)
0 -4 4 -156 -70 -152 -70 78 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 1.6 93.2 94.4 94.8 99.4 5.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 27 24 29 26
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,206
COMMITMENTS
758 0 0 11,670 12,092 12,428 12,092 778 1,114
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 48)
0 0 0 100 24 100 24 -52 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 0.0 0.0 88.4 91.6 94.1 91.6 5.9 8.4
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 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,914
COMMITMENTS
702 0 0 13,467 14,272 14,169 14,272 745 642
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 74)
702 0 0 -740 -56 -38 -56 112 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 0.0 0.0 90.3 95.7 95.0 95.7 5.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 21 21 23 21
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| 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: 12,058
COMMITMENTS
0 0 0 10,868 11,324 10,868 11,324 1,190 734
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -90)
0 0 0 -124 -132 -124 -132 34 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.1 93.9 90.1 93.9 9.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 20 23 20
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 18,869
COMMITMENTS
0 982 0 18,722 17,740 18,722 18,722 147 147
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.2 0.0 99.2 94.0 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 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 54,289
COMMITMENTS
220 400 0 53,234 53,789 53,454 54,189 835 100
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 0)
0 400 0 0 -400 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.7 0.0 98.1 99.1 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 20 10 21 11
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 886,299
COMMITMENTS
0 31,040 0 886,299 855,259 886,299 886,299 0 0
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 3,880)
0 0 0 3,880 3,880 3,880 3,880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 0.0 100.0 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 7 15 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 100,476
COMMITMENTS
0 5,575 0 100,178 94,861 100,178 100,436 298 40
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 2,375)
0 0 0 2,077 2,335 2,077 2,335 298 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.5 0.0 99.7 94.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 17 15 17 17
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,650,680
COMMITMENTS
0 73,840 0 1650680 1576840 1650680 1650680 0 0
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 40,908)
0 0 0 40,908 40,908 40,908 40,908 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.5 0.0 100.0 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 16 12 16 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 173,819
COMMITMENTS
6,777 0 0 167,042 173,084 173,819 173,084 0 735
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,983)
440 0 0 1,543 1,983 1,983 1,983 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.0 0.0 96.1 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 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,765,151
COMMITMENTS
107,616 0 0 2657535 2765151 2765151 2765151 0 0
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 74,488)
0 0 0 74,488 74,488 74,488 74,488 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.0 0.0 96.1 100.0 100.0 100.0 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 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 62,213
COMMITMENTS
80 3,090 0 62,091 58,677 62,171 61,767 42 446
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 5.0 0.0 99.8 94.3 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 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,032,968
COMMITMENTS
0 83,880 0 1032968 949,088 1032968 1032968 0 0
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -1,960)
0 0 0 -1,960 -1,960 -1,960 -1,960 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 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 51,911
COMMITMENTS
3,850 579 45 47,761 51,247 51,656 51,871 255 40
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 0)
2,560 0 0 -2,560 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 1.1 0.1 92.0 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 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 966,164
COMMITMENTS
82,660 35,400 0 883,504 930,764 966,164 966,164 0 0
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 9,803)
46,640 0 0 -36,837 9,803 9,803 9,803 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 3.7 0.0 91.4 96.3 100.0 100.0 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 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,544
COMMITMENTS
280 84 20 15,773 16,284 16,073 16,388 471 156
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.5 0.1 95.3 98.4 97.2 99.1 2.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 29 31 30 33
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,396
COMMITMENTS
285 0 0 6,391 6,921 6,676 6,921 720 475
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -90 -60 -90 -60 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.0 0.0 86.4 93.6 90.3 93.6 9.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 24 21 25 21
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,991
COMMITMENTS
235 0 155 11,381 11,770 11,771 11,925 220 66
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 22)
11 0 24 22 22 57 46 -35 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.0 1.3 94.9 98.2 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 25 19 26 20
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,701
COMMITMENTS
83 310 24 13,133 13,187 13,240 13,521 461 180
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,375)
83 50 -122 1,282 1,368 1,243 1,296 132 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 2.3 0.2 95.9 96.2 96.6 98.7 3.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 27 28 29 29
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,705
COMMITMENTS
0 285 25 8,391 8,335 8,416 8,645 289 60
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,626)
0 0 0 1,771 1,596 1,771 1,596 -145 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.3 0.3 96.4 95.7 96.7 99.3 3.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 14 16 15 17
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,867
COMMITMENTS
0 240 55 5,402 5,351 5,457 5,646 410 221
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 328)
0 70 -30 442 252 412 292 -84 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.1 0.9 92.1 91.2 93.0 96.2 7.0 3.8
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 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,250,074
COMMITMENTS
250,170 163,822 249,372 609,511 722,123 1109053 1135317 141,021 114,757
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 15,122)
-19,709 -18,012 -3,268 1,375 2,916 -21,602 -18,364 36,724 33,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 13.1 19.9 48.8 57.8 88.7 90.8 11.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
114 87 144 84 100 282 259
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,968
COMMITMENTS
38,162 34,276 2,293 147,092 129,732 187,547 166,301 20,421 41,667
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,618)
276 1,022 60 8,690 1,723 9,026 2,805 -7,408 -1,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 16.5 1.1 70.7 62.4 90.2 80.0 9.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 5 6 32 32 39 40
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,223
COMMITMENTS
182 1,435 275 83,913 83,458 84,370 85,168 1,853 1,055
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 7,340)
0 -175 75 7,212 7,390 7,287 7,290 53 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 1.7 0.3 97.3 96.8 97.9 98.8 2.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
2 3 2 48 54 51 59
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 149,746
COMMITMENTS
22,434 30,497 15,736 105,304 95,207 143,474 141,440 6,272 8,306
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -6,591)
3,977 -16,288 4,255 -14,358 5,447 -6,126 -6,586 -465 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 20.4 10.5 70.3 63.6 95.8 94.5 4.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 13 17 26 25 51 44
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,902
COMMITMENTS
496 2,641 1,480 19,641 17,805 21,617 21,926 2,285 1,976
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -9,479)
-2,088 -1 -909 -5,392 -8,787 -8,389 -9,697 -1,090 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 11.0 6.2 82.2 74.5 90.4 91.7 9.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 3 13 15 17 20
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 105,392
COMMITMENTS
1,980 2,250 1,739 74,080 79,691 77,799 83,680 27,593 21,712
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,366)
0 -524 198 5,826 -98 6,024 -424 -4,658 1,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 2.1 1.7 70.3 75.6 73.8 79.4 26.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 26 23 29 25
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,162
COMMITMENTS
0 1,218 0 42,082 40,047 42,082 41,265 80 897
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 4,395)
0 180 0 4,445 3,460 4,445 3,640 -50 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.9 0.0 99.8 95.0 99.8 97.9 0.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 0 26 37 26 39
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,534
COMMITMENTS
14,849 1,482 416 4,101 19,946 19,366 21,844 3,168 690
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 27)
461 -222 281 -890 -37 -148 22 175 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.9 6.6 1.8 18.2 88.5 85.9 96.9 14.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
88 12 3 19 28 108 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,656
COMMITMENTS
23,679 1,834 205 5,412 31,596 29,296 33,635 5,360 1,021
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,882)
1,782 252 108 -412 1,632 1,478 1,992 404 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.3 5.3 0.6 15.6 91.2 84.5 97.1 15.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
90 13 3 13 32 106 47
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 269,477
COMMITMENTS
79,741 18,953 24,982 142,601 209,042 247,324 252,977 22,153 16,500
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 16,877)
778 2,823 2,659 13,294 10,693 16,731 16,175 146 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 7.0 9.3 52.9 77.6 91.8 93.9 8.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
68 22 47 79 92 169 145
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,083
COMMITMENTS
1,896 0 440 15,032 16,175 17,368 16,615 5,715 6,468
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 600)
0 0 0 400 647 400 647 200 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 0.0 1.9 65.1 70.1 75.2 72.0 24.8 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 3 17 18 20 21
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,474
COMMITMENTS
1,454 0 75 6,492 7,993 8,021 8,068 453 406
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 235)
0 0 25 260 410 285 435 -50 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 0.0 0.9 76.6 94.3 94.7 95.2 5.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 0 2 27 32 33 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,429
COMMITMENTS
2,499 0 0 39,659 43,119 42,158 43,119 1,271 310
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,120)
0 0 0 1,390 1,120 1,390 1,120 -270 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 0.0 0.0 91.3 99.3 97.1 99.3 2.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 34 30 36 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,900
COMMITMENTS
2,860 0 0 18,760 20,640 21,620 20,640 280 1,260
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,120)
1,200 0 0 -80 1,120 1,120 1,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 0.0 0.0 85.7 94.2 98.7 94.2 1.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 25 15 27 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,140
COMMITMENTS
2,500 50 0 12,490 13,840 14,990 13,890 150 1,250
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 250)
0 0 0 200 50 200 50 50 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 0.3 0.0 82.5 91.4 99.0 91.7 1.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 0 27 29 30 30
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,885
COMMITMENTS
201 90 0 2,645 3,026 2,846 3,116 1,039 769
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 86)
6 0 0 66 -48 72 -48 14 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 2.3 0.0 68.1 77.9 73.3 80.2 26.7 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 19 17 20 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,563
COMMITMENTS
420 0 0 14,898 15,553 15,318 15,553 245 10
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 249)
0 0 0 249 249 249 249 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 0.0 95.7 99.9 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 21 20 22 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,112
COMMITMENTS
2,126 0 27 15,840 18,007 17,993 18,034 119 78
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -408)
0 0 0 -312 -216 -312 -216 -96 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 0.0 0.1 87.5 99.4 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 0 2 30 35 35 37
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,717
COMMITMENTS
262 294 58 9,361 9,305 9,681 9,657 36 60
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 223)
-318 116 58 822 253 562 427 -339 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 3.0 0.6 96.3 95.8 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 22 22 24 25
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,797
COMMITMENTS
10,819 598 1,338 39,115 50,370 51,272 52,306 2,525 1,491
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -894)
-528 60 201 -273 -711 -600 -450 -294 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 1.1 2.5 72.7 93.6 95.3 97.2 4.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 3 3 32 37 38 42
RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE Code-967652
FUTURES ONLY POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,984
COMMITMENTS
5,399 550 1,602 13,341 18,447 20,342 20,599 3,642 3,385
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 2.3 6.7 55.6 76.9 84.8 85.9 15.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 5 12 14 17 19
Updated November 20, 2009