GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,892
COMMITMENTS
0 47 28 37,578 37,810 37,606 37,885 286 7
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 1,552)
0 0 0 1,514 1,552 1,514 1,552 38 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.1 99.2 99.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 1 1 34 37 35 38
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,994
COMMITMENTS
960 120 125 21,593 22,442 22,678 22,687 316 307
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 936)
0 0 25 906 881 931 906 5 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.5 0.5 93.9 97.6 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 32 33 34 35
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,862
COMMITMENTS
1,521 63 505 5,155 6,313 7,181 6,881 681 981
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 404)
9 0 0 360 341 369 341 35 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 0.8 6.4 65.6 80.3 91.3 87.5 8.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 3 20 23 23 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,176
COMMITMENTS
341 204 432 10,181 10,978 10,954 11,614 1,222 562
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 396)
5 -16 13 231 341 249 338 147 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.7 3.5 83.6 90.2 90.0 95.4 10.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 5 36 41 42 47
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,399
COMMITMENTS
230 154 113 8,517 8,391 8,860 8,658 539 741
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 601)
0 5 40 513 391 553 436 48 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.6 1.2 90.6 89.3 94.3 92.1 5.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 2 3 41 46 44 50
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,940
COMMITMENTS
115 347 89 4,673 4,842 4,877 5,278 1,063 662
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 117)
115 5 23 104 203 242 231 -125 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.8 1.5 78.7 81.5 82.1 88.9 17.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 23 24 25 26
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,713
COMMITMENTS
90 385 90 2,658 2,729 2,838 3,204 875 509
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 136)
0 60 -5 203 119 198 174 -62 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 10.4 2.4 71.6 73.5 76.4 86.3 23.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 21 20 24 23
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,025
COMMITMENTS
205 0 0 1,945 2,023 2,150 2,023 875 1,002
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 363)
30 0 0 372 327 402 327 -39 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.0 64.3 66.9 71.1 66.9 28.9 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 19 19 20 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 288,037
COMMITMENTS
28,763 23,569 49,133 167,752 181,189 245,649 253,892 42,389 34,146
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -5,776)
-2,563 899 -3,681 -2,986 -4,463 -9,229 -7,245 3,454 1,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 8.2 17.1 58.2 62.9 85.3 88.1 14.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
28 28 39 66 64 116 114
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,819
COMMITMENTS
91 309 0 19,309 19,070 19,400 19,379 419 440
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 1,964)
0 0 0 2,004 1,714 2,004 1,714 -40 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.6 0.0 97.4 96.2 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 2 0 43 47 44 49
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,569
COMMITMENTS
539 0 0 15,010 16,344 15,549 16,344 1,020 225
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 2,304)
-21 0 0 2,010 2,304 1,989 2,304 315 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 90.6 98.6 93.8 98.6 6.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 26 23 28 23
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,852
COMMITMENTS
0 0 0 1,712 1,602 1,712 1,602 140 250
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.4 86.5 92.4 86.5 7.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 12 16 12
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 961,157
COMMITMENTS
141,553 190,456 394,181 342,292 346,482 878,025 931,119 83,132 30,039
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -60,810)
-4,050 12,466 -26,989 -28,413 -31,727 -59,452 -46,250 -1,358 -14,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 19.8 41.0 35.6 36.0 91.4 96.9 8.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
50 77 86 78 66 190 176
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,718
COMMITMENTS
887 361 3,057 82,571 84,367 86,515 87,785 10,203 8,933
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 551)
-1,137 361 483 316 2,609 -338 3,453 889 -2,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.4 3.2 85.4 87.2 89.5 90.8 10.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 23 25 25 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,529
COMMITMENTS
2,669 8,926 1,955 48,643 33,707 53,267 44,588 7,262 15,941
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 597)
-674 -767 -35 308 -153 -401 -955 998 1,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 14.7 3.2 80.4 55.7 88.0 73.7 12.0 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 3 18 15 21 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,911
COMMITMENTS
3,587 2,477 1,505 69,667 73,922 74,759 77,904 9,152 6,007
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 3,592)
-62 1,190 156 2,189 3,339 2,283 4,685 1,309 -1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.0 1.8 83.0 88.1 89.1 92.8 10.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 28 32 31 34
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,219
COMMITMENTS
0 0 0 84,360 85,753 84,360 85,753 15,859 14,466
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 527)
0 0 0 1,330 1,755 1,330 1,755 -803 -1,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.2 85.6 84.2 85.6 15.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 21 21 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,001
COMMITMENTS
1,963 703 1,264 31,203 32,446 34,430 34,413 4,571 4,588
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 167)
-176 703 407 -240 -943 -9 167 176 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.8 3.2 80.0 83.2 88.3 88.2 11.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 19 18 22 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,482
COMMITMENTS
0 7,846 2,855 85,255 77,800 88,110 88,501 6,372 5,981
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 3,698)
-556 1,682 -273 3,452 1,574 2,623 2,983 1,075 715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.3 3.0 90.2 82.3 93.3 93.7 6.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 4 2 30 32 32 36
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 136,315
COMMITMENTS
4,880 972 7,820 114,849 116,985 127,549 125,777 8,766 10,538
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 3,430)
-663 422 -393 6,407 2,847 5,351 2,876 -1,921 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.7 5.7 84.3 85.8 93.6 92.3 6.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 2 21 32 23 34
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,990
COMMITMENTS
3,174 6,206 1,612 33,881 29,034 38,667 36,852 4,323 6,138
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 3,337)
2,566 -299 -656 1,691 4,278 3,601 3,323 -264 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 14.4 3.7 78.8 67.5 89.9 85.7 10.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 17 15 20 18
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,456
COMMITMENTS
217 11,518 19,598 58,117 49,190 77,932 80,306 8,524 6,150
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -341)
0 -1,359 150 -553 868 -403 -341 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 13.3 22.7 67.2 56.9 90.1 92.9 9.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 13 16 17 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,749
COMMITMENTS
0 0 0 52,861 47,448 52,861 47,448 6,888 12,301
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 2,028)
0 0 0 4,797 1,295 4,797 1,295 -2,769 733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.5 79.4 88.5 79.4 11.5 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 23 23 23 23
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,065
COMMITMENTS
6,155 11,038 4,008 80,675 72,389 90,838 87,435 5,227 8,630
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 4,035)
2,191 6,123 -2,535 4,280 -76 3,936 3,512 99 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 11.5 4.2 84.0 75.4 94.6 91.0 5.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 4 27 28 32 33
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,686
COMMITMENTS
0 7,126 4,864 64,042 59,720 68,906 71,710 6,780 3,976
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 0)
0 -856 0 0 0 0 -856 0 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 6.4 84.6 78.9 91.0 94.7 9.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 14 14 15 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,118,731
COMMITMENTS
80,425 152,087 870,427 1162494 1092566 2113347 2115080 5,385 3,651
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -230,486)
-11,932 -1,839 -129,288 -87,203 -96,738 -228,422 -227,865 -2,064 -2,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 7.2 41.1 54.9 51.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
31 36 60 55 55 117 120
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE Code-023A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,022
COMMITMENTS
465 0 0 41,577 41,124 42,042 41,124 980 1,898
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 1,271)
217 0 0 930 1,449 1,147 1,449 124 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 96.6 95.6 97.7 95.6 2.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 12 18 14 18
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,182
COMMITMENTS
0 12,068 1,986 58,081 39,630 60,067 53,684 5,115 11,498
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 1,655)
0 886 -37 1,656 -48 1,619 801 36 854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.5 3.0 89.1 60.8 92.2 82.4 7.8 17.6
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 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,086
COMMITMENTS
2,052 12,082 3,172 27,453 21,022 32,677 36,276 17,409 13,810
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -365)
-214 0 0 0 0 -214 0 -151 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 24.1 6.3 54.8 42.0 65.2 72.4 34.8 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 4 14 15 18 20
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,401
COMMITMENTS
1,006 2,036 1,646 34,746 34,952 37,398 38,634 7,003 5,767
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 103)
-461 93 196 184 1,672 -81 1,961 184 -1,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 4.6 3.7 78.3 78.7 84.2 87.0 15.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 20 19 23 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 133,733
COMMITMENTS
4,280 2,712 0 127,869 127,357 132,149 130,069 1,584 3,664
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -31)
0 0 0 -155 -155 -155 -155 124 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.0 0.0 95.6 95.2 98.8 97.3 1.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 15 17 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 225,932
COMMITMENTS
11,539 9,647 6,541 200,322 201,629 218,402 217,817 7,530 8,115
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 4,184)
-1,262 1,409 574 9,891 2,048 9,203 4,031 -5,019 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 4.3 2.9 88.7 89.2 96.7 96.4 3.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 3 5 42 34 49 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 172,153
COMMITMENTS
424 2,943 3,871 154,832 161,201 159,127 168,015 13,026 4,138
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 3,747)
-67 1,160 -81 3,436 3,106 3,288 4,185 459 -438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.7 2.2 89.9 93.6 92.4 97.6 7.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 3 35 30 38 33
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 273,915
COMMITMENTS
7,859 2,349 15,464 232,402 243,156 255,725 260,969 18,190 12,946
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 981)
1,227 -30 -415 1,286 2,880 2,098 2,435 -1,117 -1,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.9 5.6 84.8 88.8 93.4 95.3 6.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 2 4 44 42 48 46
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 132,779
COMMITMENTS
2,089 6,004 2,554 126,052 121,292 130,695 129,850 2,084 2,929
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -501)
0 -819 124 -625 194 -501 -501 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.5 1.9 94.9 91.3 98.4 97.8 1.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 6 4 33 33 39 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,406
COMMITMENTS
0 217 0 46,921 46,906 46,921 47,123 5,485 5,283
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 3,938)
0 0 0 3,301 3,724 3,301 3,724 637 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 89.5 89.5 89.5 89.9 10.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 20 19 21
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,325,440
COMMITMENTS
751,331 138,268 1093982 1453396 2074748 3298709 3306998 26,731 18,442
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 54,211)
16,245 -1,593 11,551 26,129 44,195 53,925 54,153 286 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 4.2 32.9 43.7 62.4 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
37 20 49 115 102 169 155
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,365,527
COMMITMENTS
207,953 298,529 391,199 756,986 638,443 1356138 1328171 9,389 37,356
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 61,034)
31,605 9,915 -14,360 41,086 33,373 58,331 28,928 2,703 32,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 21.9 28.6 55.4 46.8 99.3 97.3 0.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 29 45 39 38 86 87
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 108,801
COMMITMENTS
4,226 253 8,661 95,170 99,870 108,057 108,784 744 17
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 3,741)
152 -77 571 2,955 3,655 3,678 4,150 63 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.2 8.0 87.5 91.8 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 7 33 32 40 39
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,800
COMMITMENTS
2,840 2 204 32,618 35,870 35,662 36,076 1,138 724
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 541)
0 0 0 709 491 709 491 -168 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.6 88.6 97.5 96.9 98.0 3.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 19 18 21 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,632
COMMITMENTS
0 0 0 13,904 13,074 13,904 13,074 728 1,558
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -16,171)
0 0 0 689 -15,677 689 -15,677 -16,860 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 89.4 95.0 89.4 5.0 10.6
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 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,415
COMMITMENTS
0 776 520 27,125 28,253 27,645 29,549 2,770 866
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 908)
0 -36 20 980 924 1,000 908 -92 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 1.7 89.2 92.9 90.9 97.2 9.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 22 28 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,848
COMMITMENTS
0 0 0 28,590 27,944 28,590 27,944 258 904
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -28)
0 0 0 -68 -28 -68 -28 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 96.9 99.1 96.9 0.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 16 17 16
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,672
COMMITMENTS
120 0 0 11,844 12,332 11,964 12,332 708 340
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 52)
20 0 0 32 12 52 12 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 93.5 97.3 94.4 97.3 5.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 16 13 16
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,311
COMMITMENTS
10 49 30 10,682 11,143 10,722 11,223 1,589 1,088
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.4 0.2 86.8 90.5 87.1 91.2 12.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 16 16 18 17
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| 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: 9,930
COMMITMENTS
0 0 0 9,438 9,426 9,438 9,426 492 504
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 92)
0 0 0 92 164 92 164 0 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 94.9 95.0 94.9 5.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 13 18 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 122,495
COMMITMENTS
2,224 6,492 2,350 117,701 111,497 122,275 120,339 220 2,156
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 5,266)
2,224 -630 2,350 1,836 3,326 6,410 5,046 -1,144 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 5.3 1.9 96.1 91.0 99.8 98.2 0.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 20 26 22 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,013,310
COMMITMENTS
13,920 68,023 46,640 1952750 1868287 2013310 1982950 0 30,360
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 42,619)
13,920 -32,560 32,560 -3,861 42,619 42,619 42,619 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.4 2.3 97.0 92.8 100.0 98.5 0.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 15 21 16 24
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,689
COMMITMENTS
0 0 0 16,538 16,370 16,538 16,370 151 319
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 630)
0 -125 0 634 725 634 600 -4 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 98.1 99.1 98.1 0.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 24 22 24 22
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,756
COMMITMENTS
0 0 0 4,645 5,573 4,645 5,573 1,111 183
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 279)
-40 0 0 295 390 255 390 24 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 80.7 96.8 80.7 96.8 19.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 22 19 22 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,838,829
COMMITMENTS
235,900 138,603 1050985 1473813 1571289 2760699 2760877 78,130 77,952
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -28,655)
-14,966 -1,628 13,373 -33,049 -35,327 -34,643 -23,583 5,988 -5,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 4.9 37.0 51.9 55.3 97.2 97.3 2.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
118 96 170 78 88 284 277
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 111,647
COMMITMENTS
3,383 23,106 32,749 73,181 53,281 109,314 109,136 2,334 2,511
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -16,335)
-798 6,036 -10,127 -5,473 -12,132 -16,398 -16,223 63 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 20.7 29.3 65.5 47.7 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 8 10 13 16 24 28
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 208,799
COMMITMENTS
19,697 23,650 14,575 137,108 123,373 171,380 161,598 37,419 47,201
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 5,796)
499 1,729 2,145 12,535 2,908 15,179 6,782 -9,383 -986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 11.3 7.0 65.7 59.1 82.1 77.4 17.9 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 5 6 22 22 29 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 202,731
COMMITMENTS
17,172 15,564 67,051 116,043 117,908 200,266 200,523 2,466 2,208
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 5,280)
1,911 -411 409 2,998 5,238 5,318 5,236 -38 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 7.7 33.1 57.2 58.2 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
33 14 39 27 28 69 72
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 522,690
COMMITMENTS
25,682 16,094 90,337 392,217 398,768 508,235 505,198 14,455 17,492
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 17,844)
423 409 2,022 14,710 14,385 17,154 16,816 689 1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.1 17.3 75.0 76.3 97.2 96.7 2.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 4 10 32 32 42 42
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,001
COMMITMENTS
2,000 3,696 1,675 58,109 56,393 61,784 61,764 217 237
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 6,931)
875 594 325 5,694 5,930 6,894 6,849 37 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.0 2.7 93.7 91.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 3 2 37 43 42 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 185,123
COMMITMENTS
19,985 36,114 34,826 122,668 104,071 177,479 175,011 7,644 10,112
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -703)
1,015 -1,737 -551 -584 1,005 -120 -1,283 -583 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 19.5 18.8 66.3 56.2 95.9 94.5 4.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 21 23 22 22 48 50
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,828
COMMITMENTS
0 6,350 460 54,881 43,543 55,341 50,353 13,487 18,475
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 1,155)
0 0 0 905 1,055 905 1,055 250 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 0.7 79.7 63.3 80.4 73.2 19.6 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 15 16 16 18
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 103,892
COMMITMENTS
2,649 7,655 11,978 64,531 57,134 79,158 76,767 24,734 27,125
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 956)
0 -405 315 3,635 3,202 3,950 3,112 -2,994 -2,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 7.4 11.5 62.1 55.0 76.2 73.9 23.8 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 4 21 22 25 26
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,626
COMMITMENTS
725 7,695 465 36,436 29,466 37,626 37,626 0 0
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 1,235)
250 0 75 1,210 1,460 1,535 1,535 -300 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 20.5 1.2 96.8 78.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 6 1 25 31 26 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,505
COMMITMENTS
8,027 2,960 19 2,558 8,691 10,604 11,670 1,901 835
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -245)
-649 -3 0 474 -384 -175 -387 -70 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 23.7 0.2 20.5 69.5 84.8 93.3 15.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
38 17 3 20 22 59 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 20,870
COMMITMENTS
11,390 1,961 102 5,956 17,487 17,448 19,550 3,422 1,320
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 360)
-346 354 19 788 -186 461 187 -101 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.6 9.4 0.5 28.5 83.8 83.6 93.7 16.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
44 13 4 11 21 58 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 213,864
COMMITMENTS
53,380 12,699 26,003 114,938 159,270 194,321 197,972 19,542 15,891
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -4,276)
3,069 4,036 -2,664 -4,830 -5,229 -4,425 -3,856 148 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 5.9 12.2 53.7 74.5 90.9 92.6 9.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
54 27 38 82 86 150 140
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,418
COMMITMENTS
0 50 0 6,118 5,972 6,118 6,022 300 396
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 558)
0 0 0 358 358 358 358 200 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 95.3 93.1 95.3 93.8 4.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 26 29 26 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,872
COMMITMENTS
1,688 0 0 26,255 28,804 27,943 28,804 929 68
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 400)
0 0 0 695 445 695 445 -295 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 90.9 99.8 96.8 99.8 3.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 0 0 32 29 35 29
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,121
COMMITMENTS
0 515 25 19,820 19,871 19,845 20,411 1,276 710
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 110)
0 0 0 110 50 110 50 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.1 93.8 94.1 94.0 96.6 6.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 18 12 19 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,671
COMMITMENTS
474 50 0 16,197 16,621 16,671 16,671 0 0
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 2,712)
0 0 0 2,712 2,712 2,712 2,712 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.3 0.0 97.2 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 0 28 24 30 25
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,435
COMMITMENTS
0 482 0 3,462 3,226 3,462 3,708 973 727
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 3)
0 0 0 168 49 168 49 -165 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.9 0.0 78.1 72.7 78.1 83.6 21.9 16.4
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 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,148
COMMITMENTS
1,469 741 299 22,892 24,000 24,660 25,040 488 108
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 961)
24 0 0 803 868 827 868 134 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.9 1.2 91.0 95.4 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 3 2 24 29 29 33
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,189
COMMITMENTS
0 480 0 4,521 5,498 4,521 5,978 1,668 211
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 224)
0 -75 0 -20 364 -20 289 244 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 0.0 73.0 88.8 73.0 96.6 27.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 12 16 12 18
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,220
COMMITMENTS
208 135 0 9,965 10,025 10,173 10,160 47 60
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 323)
-164 -178 0 541 645 377 467 -54 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.3 0.0 97.5 98.1 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 26 21 27 22
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,119
COMMITMENTS
3,891 7,879 2,318 42,611 40,991 48,820 51,188 3,299 931
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 2,883)
0 2,120 -61 3,244 717 3,183 2,776 -300 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 15.1 4.4 81.8 78.6 93.7 98.2 6.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 8 4 26 31 34 41
Updated February 27, 2009