GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,464
COMMITMENTS
60 0 0 36,174 36,404 36,234 36,404 230 60
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 3,115)
0 0 0 3,115 3,115 3,115 3,115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.2 99.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 33 36 34 36
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,910
COMMITMENTS
1,400 120 125 24,214 25,366 25,739 25,611 171 299
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 1,754)
300 0 0 1,504 1,804 1,804 1,804 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.5 0.5 93.5 97.9 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 1 31 33 34 35
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,685
COMMITMENTS
1,818 0 310 4,642 6,457 6,770 6,767 915 918
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 56)
-26 0 36 63 148 73 184 -17 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 0.0 4.0 60.4 84.0 88.1 88.1 11.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 21 25 22 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,312
COMMITMENTS
201 169 189 10,735 11,356 11,125 11,714 1,187 598
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 352)
5 19 13 234 378 252 410 100 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.4 1.5 87.2 92.2 90.4 95.1 9.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 3 3 38 43 42 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,385
COMMITMENTS
153 208 78 8,610 8,406 8,841 8,692 544 693
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 302)
-4 33 -110 263 192 149 115 153 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.2 0.8 91.7 89.6 94.2 92.6 5.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 4 2 38 44 40 49
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,626
COMMITMENTS
0 385 66 4,240 4,309 4,306 4,760 1,320 866
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 225)
0 107 66 163 50 229 223 -4 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 1.2 75.4 76.6 76.5 84.6 23.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 19 23 20 24
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,800
COMMITMENTS
0 233 50 2,639 3,035 2,689 3,318 1,111 482
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 213)
0 95 10 354 149 364 254 -151 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 1.3 69.4 79.9 70.8 87.3 29.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 16 18 17 20
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,937
COMMITMENTS
35 0 0 1,089 1,391 1,124 1,391 813 546
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 134)
35 0 0 77 69 112 69 22 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 56.2 71.8 58.0 71.8 42.0 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 16 14 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 279,470
COMMITMENTS
25,202 16,467 51,191 163,472 181,929 239,864 249,586 39,605 29,883
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -7,181)
1,667 -1,047 -7,063 -1,302 392 -6,698 -7,718 -483 537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 5.9 18.3 58.5 65.1 85.8 89.3 14.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
20 31 43 60 64 112 113
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 18,552
COMMITMENTS
91 483 0 18,376 17,979 18,467 18,462 85 90
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 1,625)
-50 -505 0 1,665 2,130 1,615 1,625 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.6 0.0 99.1 96.9 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 3 0 42 42 43 45
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,535
COMMITMENTS
150 0 0 10,470 11,310 10,620 11,310 915 225
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 1,025)
0 0 0 1,025 1,025 1,025 1,025 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 90.8 98.0 92.1 98.0 7.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 20 20 21 20
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 3,723
COMMITMENTS
75 0 0 3,373 3,348 3,448 3,348 275 375
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 90.6 89.9 92.6 89.9 7.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 19 21 21 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 969,129
COMMITMENTS
131,117 192,020 378,082 375,739 353,702 884,938 923,804 84,191 45,325
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -31,288)
-5,055 -1,911 -19,405 -10,527 -11,160 -34,987 -32,476 3,699 1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 19.8 39.0 38.8 36.5 91.3 95.3 8.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
54 67 81 77 63 184 165
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 46,664
COMMITMENTS
20,646 24,977 5,728 20,042 15,719 46,416 46,425 248 239
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 297)
209 321 -129 211 110 290 303 7 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 53.5 12.3 42.9 33.7 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 11 13 8 11 22 30
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,408
COMMITMENTS
3,007 0 1,969 85,677 84,285 90,653 86,254 8,755 13,154
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 2,464)
-174 0 428 -467 168 -213 596 2,677 1,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 2.0 86.2 84.8 91.2 86.8 8.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 23 26 25 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,035
COMMITMENTS
2,645 7,815 1,575 49,444 35,713 53,664 45,103 5,371 13,932
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 4,050)
0 5,435 -1,815 7,347 -569 5,532 3,051 -1,482 999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 13.2 2.7 83.8 60.5 90.9 76.4 9.1 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 19 18 21 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,583
COMMITMENTS
3,951 0 236 70,188 73,520 74,375 73,756 7,208 7,827
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 2,137)
1,290 0 19 -165 1,326 1,144 1,345 993 792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.3 86.0 90.1 91.2 90.4 8.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 27 27 29 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,596
COMMITMENTS
0 0 0 81,979 82,577 81,979 82,577 15,617 15,019
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -2,451)
0 0 0 -1,166 -5,005 -1,166 -5,005 -1,285 2,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.0 84.6 84.0 84.6 16.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 22 22 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,516
COMMITMENTS
4,088 0 1,100 33,083 38,196 38,271 39,296 5,245 4,220
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 336)
224 0 0 512 2,006 736 2,006 -400 -1,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 2.5 76.0 87.8 87.9 90.3 12.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 22 23 24 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,259
COMMITMENTS
550 9,937 3,573 80,252 71,839 84,375 85,349 5,884 4,910
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 3,215)
56 3,280 -689 4,609 736 3,976 3,327 -761 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 11.0 4.0 88.9 79.6 93.5 94.6 6.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 2 29 30 32 34
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 135,557
COMMITMENTS
7,959 851 7,826 108,375 111,984 124,160 120,661 11,397 14,896
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 2,666)
2,266 -800 -368 720 3,814 2,618 2,646 48 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.6 5.8 79.9 82.6 91.6 89.0 8.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 3 18 29 21 32
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,047
COMMITMENTS
2,489 6,206 3,589 33,166 28,725 39,244 38,520 4,803 5,527
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 14.1 8.1 75.3 65.2 89.1 87.5 10.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 15 15 18 18
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,688
COMMITMENTS
413 12,897 19,841 58,961 47,266 79,215 80,004 6,473 5,684
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 3,151)
0 -999 1,659 1,536 2,794 3,195 3,454 -44 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 15.1 23.2 68.8 55.2 92.4 93.4 7.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 3 15 17 19 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,526
COMMITMENTS
0 0 0 49,004 46,313 49,004 46,313 9,522 12,213
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 3,769)
0 0 0 1,333 3,386 1,333 3,386 2,436 383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.7 79.1 83.7 79.1 16.3 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 20 21 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,616
COMMITMENTS
6,546 2,879 6,286 71,773 71,129 84,605 80,294 7,011 11,322
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 4,241)
2,681 574 -736 2,406 3,890 4,351 3,728 -110 513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 3.1 6.9 78.3 77.6 92.3 87.6 7.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 4 29 29 34 34
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,809
COMMITMENTS
0 10,476 3,784 69,185 60,419 72,969 74,679 3,840 2,130
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.6 4.9 90.1 78.7 95.0 97.2 5.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 15 15 16 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,202,803
COMMITMENTS
92,447 119,995 934,993 1170173 1143284 2197613 2198272 5,190 4,531
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -98,092)
8,194 -1,468 -44,120 -61,658 -52,401 -97,584 -97,989 -508 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.4 42.4 53.1 51.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
41 28 62 52 51 118 116
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE Code-023A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,718
COMMITMENTS
0 0 0 41,862 40,270 41,862 40,270 856 2,448
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 94.3 98.0 94.3 2.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 18 14 18
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,139
COMMITMENTS
0 10,205 2,732 54,545 39,632 57,277 52,569 4,862 9,570
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.4 4.4 87.8 63.8 92.2 84.6 7.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 14 12 16 14
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,735
COMMITMENTS
3,078 14,394 3,492 31,064 23,391 37,634 41,277 18,101 14,458
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -31 0 -31 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 25.8 6.3 55.7 42.0 67.5 74.1 32.5 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 3 16 17 19 22
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,118
COMMITMENTS
1,528 3,076 2,734 40,854 36,149 45,116 41,959 5,002 8,159
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -7,014)
436 -102 -112 -7,282 -3,302 -6,958 -3,516 -56 -3,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 6.1 5.5 81.5 72.1 90.0 83.7 10.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 4 21 19 25 23
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,037
COMMITMENTS
4,280 0 0 118,757 119,273 123,037 119,273 0 3,764
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 96.5 96.9 100.0 96.9 0.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 13 14 14 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 227,716
COMMITMENTS
7,199 7,732 6,949 202,164 206,283 216,312 220,964 11,404 6,752
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 8,487)
-216 610 148 8,233 7,865 8,165 8,623 322 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.4 3.1 88.8 90.6 95.0 97.0 5.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 5 4 42 33 48 39
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 176,422
COMMITMENTS
0 5,554 4,572 160,732 161,376 165,304 171,502 11,118 4,920
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 2,803)
0 -699 -545 6,577 5,691 6,032 4,447 -3,229 -1,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 2.6 91.1 91.5 93.7 97.2 6.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 3 34 29 37 32
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 278,892
COMMITMENTS
568 12,115 14,807 248,684 241,982 264,059 268,904 14,833 9,988
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 7,653)
-75 5,924 -2,446 14,219 5,197 11,698 8,675 -4,045 -1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.3 5.3 89.2 86.8 94.7 96.4 5.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 4 5 42 41 47 46
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 144,594
COMMITMENTS
3,237 6,308 4,898 133,074 129,061 141,209 140,267 3,385 4,327
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 119)
0 83 29 90 63 119 175 0 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.4 3.4 92.0 89.3 97.7 97.0 2.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 6 6 32 33 40 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,501
COMMITMENTS
0 1,070 0 40,603 38,637 40,603 39,707 6,898 7,794
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -430)
0 0 0 -705 -856 -705 -856 275 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 85.5 81.3 85.5 83.6 14.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 20 17 20 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,279,784
COMMITMENTS
740,599 146,582 1089090 1424166 2023774 3253855 3259446 25,929 20,338
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 57,646)
-15,153 2,628 8,702 65,134 47,160 58,683 58,490 -1,037 -844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 4.5 33.2 43.4 61.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
34 18 49 108 100 160 152
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,345,006
COMMITMENTS
157,755 230,608 428,588 741,133 649,668 1327476 1308864 17,530 36,142
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 52,490)
7,650 -16,554 15,715 17,198 22,126 40,563 21,287 11,927 31,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 17.1 31.9 55.1 48.3 98.7 97.3 1.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
20 36 42 36 36 84 86
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 105,232
COMMITMENTS
4,346 889 9,247 90,939 94,838 104,532 104,974 700 258
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 4,123)
-202 84 973 3,720 3,371 4,491 4,428 -369 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.8 8.8 86.4 90.1 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 8 33 33 42 41
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,273
COMMITMENTS
2,730 0 424 33,815 37,165 36,969 37,589 1,304 684
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 57)
6 0 -8 34 59 33 51 24 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 1.1 88.4 97.1 96.6 98.2 3.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 20 19 22 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,213
COMMITMENTS
0 0 0 12,967 12,765 12,967 12,765 1,246 1,448
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 202)
0 0 0 210 202 210 202 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.2 89.8 91.2 89.8 8.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 14 17 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,391
COMMITMENTS
0 720 480 25,741 27,701 26,221 28,901 3,170 490
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -3,158)
0 0 -240 -2,968 -2,678 -3,208 -2,918 50 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 1.6 87.6 94.2 89.2 98.3 10.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 27 21 28 22
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,432
COMMITMENTS
0 0 0 28,220 27,608 28,220 27,608 212 824
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -208)
0 0 0 -228 -228 -228 -228 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 97.1 99.3 97.1 0.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 18 18 18
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,344
COMMITMENTS
140 0 0 12,316 12,844 12,456 12,844 888 500
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 92.3 96.3 93.3 96.3 6.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 16 13 16
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| 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: 10,278
COMMITMENTS
0 0 0 9,756 9,654 9,756 9,654 522 624
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 93.9 94.9 93.9 5.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 13 17 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 57,241
COMMITMENTS
0 9,170 0 56,801 47,815 56,801 56,985 440 256
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 9,249)
0 200 0 9,249 9,049 9,249 9,249 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.0 0.0 99.2 83.5 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 17 22 17 24
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 790,324
COMMITMENTS
0 167,440 0 790,324 622,884 790,324 790,324 0 0
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 150,836)
0 0 0 150,836 220,636 150,836 220,636 0 -69,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.2 0.0 100.0 78.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 12 17 12 19
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,430
COMMITMENTS
0 0 0 17,370 16,887 17,370 16,887 60 543
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 443)
0 0 0 455 333 455 333 -12 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 96.9 99.7 96.9 0.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 19 21 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,036,928
COMMITMENTS
241,847 109,781 1155885 1545229 1665498 2942961 2931165 93,967 105,763
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 18,263)
-68 -9,324 5,552 11,338 20,417 16,822 16,645 1,441 1,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 3.6 38.1 50.9 54.8 96.9 96.5 3.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
108 91 154 77 86 263 260
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 117,676
COMMITMENTS
3,562 13,655 39,870 72,859 62,331 116,291 115,855 1,385 1,821
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 6)
920 -1,724 318 -1,122 1,598 115 191 -109 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 11.6 33.9 61.9 53.0 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 8 11 10 12 21 25
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 188,693
COMMITMENTS
21,900 9,651 10,266 106,546 107,379 138,712 127,296 49,981 61,397
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 10,019)
-253 -727 -3,340 13,976 12,758 10,383 8,691 -364 1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 5.1 5.4 56.5 56.9 73.5 67.5 26.5 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 4 18 19 23 25
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 230,668
COMMITMENTS
15,689 19,177 86,832 125,196 122,389 227,717 228,398 2,950 2,270
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 8,400)
-233 1,977 4,257 4,416 2,700 8,439 8,933 -39 -533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 8.3 37.6 54.3 53.1 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
25 23 41 27 28 71 74
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 508,225
COMMITMENTS
22,200 11,774 95,506 379,049 383,029 496,755 490,308 11,470 17,917
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 18,983)
-2,579 492 6,888 13,245 10,697 17,555 18,078 1,428 905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.3 18.8 74.6 75.4 97.7 96.5 2.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 3 11 31 31 42 42
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,394
COMMITMENTS
780 2,572 1,880 54,724 52,642 57,384 57,094 10 300
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 2,850)
-75 -772 75 2,888 3,301 2,888 2,604 -38 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 4.5 3.3 95.3 91.7 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 3 4 38 45 45 50
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 179,461
COMMITMENTS
17,777 38,240 31,529 122,650 101,680 171,956 171,449 7,505 8,012
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 3,481)
80 -1,132 3,393 -247 407 3,226 2,668 255 813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 21.3 17.6 68.3 56.7 95.8 95.5 4.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 20 21 24 23 48 50
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,784
COMMITMENTS
4,463 6,135 6,169 17,198 16,017 27,830 28,321 2,954 2,463
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 279)
350 0 0 0 350 350 350 -71 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 19.9 20.0 55.9 52.0 90.4 92.0 9.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 5 11 12 19 19
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,221
COMMITMENTS
0 6,005 180 55,444 43,274 55,624 49,459 12,597 18,762
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 3,256)
0 -30 0 2,641 871 2,641 841 615 2,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 0.3 81.3 63.4 81.5 72.5 18.5 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 17 16 18 18
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 103,609
COMMITMENTS
2,605 9,159 11,891 58,540 48,715 73,036 69,765 30,573 33,844
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 2,316)
-178 444 541 229 1,090 592 2,075 1,724 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 8.8 11.5 56.5 47.0 70.5 67.3 29.5 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 4 18 18 22 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,445
COMMITMENTS
0 7,165 95 32,350 25,185 32,445 32,445 0 0
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 1,225)
0 -75 0 1,225 1,300 1,225 1,225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 22.1 0.3 99.7 77.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 7 1 22 30 23 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,759
COMMITMENTS
8,696 3,601 92 2,225 8,278 11,013 11,971 1,746 788
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 372)
325 90 7 120 398 452 495 -80 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.2 28.2 0.7 17.4 64.9 86.3 93.8 13.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
41 20 3 16 23 59 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 18,522
COMMITMENTS
9,778 2,394 67 5,514 15,017 15,359 17,478 3,163 1,044
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 690)
566 425 -60 -138 425 368 790 322 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 12.9 0.4 29.8 81.1 82.9 94.4 17.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
33 14 3 16 23 51 38
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 210,051
COMMITMENTS
49,838 3,460 28,763 112,444 163,552 191,045 195,775 19,006 14,277
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -18,342)
-2,708 803 -5,258 -8,497 -12,073 -16,463 -16,528 -1,880 -1,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 1.6 13.7 53.5 77.9 91.0 93.2 9.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
50 17 40 74 86 142 130
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,860
COMMITMENTS
0 687 81 12,633 12,647 12,714 13,415 5,146 4,445
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 389)
0 55 -15 646 162 631 202 -242 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.5 70.7 70.8 71.2 75.1 28.8 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 16 19 17 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,822
COMMITMENTS
150 0 0 4,672 4,822 4,822 4,822 0 0
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 300)
100 0 0 200 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 96.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 22 23 24 23
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,089
COMMITMENTS
1,208 325 0 23,738 25,760 24,946 26,085 1,143 4
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 2,035)
0 275 0 1,915 1,760 1,915 2,035 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.2 0.0 91.0 98.7 95.6 100.0 4.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 0 30 26 32 27
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,805
COMMITMENTS
0 100 100 18,244 18,825 18,344 19,025 1,461 780
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 3,278)
-75 100 75 3,278 3,058 3,278 3,233 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.5 92.1 95.1 92.6 96.1 7.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 17 14 18 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,275
COMMITMENTS
225 0 0 11,050 11,275 11,275 11,275 0 0
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 1,295)
-50 0 0 1,345 1,295 1,295 1,295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 98.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 0 29 21 31 21
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,564
COMMITMENTS
0 417 0 3,481 3,364 3,481 3,781 1,083 783
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 99)
0 279 0 153 131 153 410 -54 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.1 0.0 76.3 73.7 76.3 82.8 23.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 16 17 16 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,227
COMMITMENTS
300 381 168 20,182 20,642 20,650 21,191 577 36
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 648)
0 96 60 588 510 648 666 0 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.8 0.8 95.1 97.2 97.3 99.8 2.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 1 20 23 22 25
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,224
COMMITMENTS
29 459 2 4,445 4,430 4,476 4,891 748 333
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 8.8 0.0 85.1 84.8 85.7 93.6 14.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 1 11 13 12 17
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,495
COMMITMENTS
405 90 44 9,016 9,345 9,465 9,479 30 16
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 369)
-44 45 44 369 280 369 369 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.9 0.5 95.0 98.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 23 19 24 21
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,734
COMMITMENTS
3,621 6,053 2,326 39,220 39,407 45,167 47,786 3,567 948
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 3,574)
480 2,554 -184 3,050 886 3,346 3,256 228 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 12.4 4.8 80.5 80.9 92.7 98.1 7.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 7 4 26 28 34 36
Updated January 30, 2009