GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,924
COMMITMENTS
1,125 473 0 43,506 44,288 44,631 44,761 293 163
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 452)
180 -17 0 328 505 508 488 -56 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.1 0.0 96.8 98.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 0 38 36 39 39
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,868
COMMITMENTS
250 120 50 22,493 22,578 22,793 22,748 75 120
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -95)
0 0 0 -95 -95 -95 -95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.5 0.2 98.4 98.7 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 31 30 33 32
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,539
COMMITMENTS
247 216 472 6,174 6,197 6,893 6,885 646 654
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -90)
-30 0 0 -45 -46 -75 -46 -15 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.9 6.3 81.9 82.2 91.4 91.3 8.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 28 25 29 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,449
COMMITMENTS
233 463 602 10,347 10,194 11,182 11,259 1,267 1,190
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 328)
35 257 -2 195 31 228 286 100 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.7 4.8 83.1 81.9 89.8 90.4 10.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 5 6 39 41 45 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,129
COMMITMENTS
23 211 53 9,436 9,298 9,512 9,562 617 567
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 556)
0 10 -6 603 648 597 652 -41 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.1 0.5 93.2 91.8 93.9 94.4 6.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
1 4 3 52 57 55 62
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,327
COMMITMENTS
127 0 83 4,620 4,995 4,830 5,078 1,497 1,249
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 35)
30 0 -30 25 60 25 30 10 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 1.3 73.0 78.9 76.3 80.3 23.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 19 17 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,246
COMMITMENTS
870 0 0 1,937 2,907 2,807 2,907 439 339
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 9)
60 0 0 -66 9 -6 9 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 0.0 0.0 59.7 89.6 86.5 89.6 13.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 19 21 20 21
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,425
COMMITMENTS
0 0 0 1,568 1,502 1,568 1,502 857 923
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 73)
0 0 0 85 60 85 60 -12 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 64.7 61.9 64.7 61.9 35.3 38.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 14 13 14
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,889
COMMITMENTS
0 0 0 8,889 8,889 8,889 8,889 0 0
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 19 23 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 345,940
COMMITMENTS
44,737 16,992 63,774 197,792 237,409 306,303 318,176 39,637 27,763
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -24,582)
-5,859 -189 -7,913 -6,952 -16,364 -20,725 -24,466 -3,858 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 4.9 18.4 57.2 68.6 88.5 92.0 11.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
42 22 48 69 76 130 133
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 85,009
COMMITMENTS
437 5,142 25,462 52,743 49,565 78,642 80,169 6,367 4,840
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -2,469)
-457 -450 -796 -1,034 -1,167 -2,286 -2,414 -183 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 6.0 30.0 62.0 58.3 92.5 94.3 7.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 6 8 13 13 21 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 25,080
COMMITMENTS
993 45 750 22,756 23,385 24,499 24,180 581 900
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 1,262)
193 0 300 671 1,402 1,164 1,702 98 -440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.2 3.0 90.7 93.2 97.7 96.4 2.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 1 3 44 47 49 51
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,540
COMMITMENTS
1,040 1,850 75 18,685 18,155 19,800 20,080 1,740 1,460
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -2,535)
135 50 -25 -2,045 -2,860 -1,935 -2,835 -600 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 8.6 0.3 86.7 84.3 91.9 93.2 8.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 1 24 26 28 29
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,830
COMMITMENTS
6,889 50 300 11,401 16,398 18,590 16,748 240 2,082
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -161)
810 0 -246 -725 85 -161 -161 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 0.3 1.6 60.5 87.1 98.7 88.9 1.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 11 16 15 17
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,192
COMMITMENTS
0 50 0 2,090 2,052 2,090 2,102 102 90
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 40 0 40 0 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 95.3 93.6 95.3 95.9 4.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 18 15 19
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 7,982
COMMITMENTS
0 0 0 7,204 7,690 7,204 7,690 778 292
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -10 5 -10 5 10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 96.3 90.3 96.3 9.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 15 13 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 950,785
COMMITMENTS
163,368 241,270 321,070 372,750 338,472 857,188 900,812 93,597 49,973
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -18,366)
8,086 -3,251 -17,138 -8,171 -1,940 -17,223 -22,329 -1,143 3,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 25.4 33.8 39.2 35.6 90.2 94.7 9.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
110 104 133 86 74 268 247
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,570
COMMITMENTS
375 460 1,793 66,897 68,691 69,065 70,944 7,505 5,626
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -4,386)
-683 163 -510 -2,875 -4,349 -4,068 -4,696 -318 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 2.3 87.4 89.7 90.2 92.7 9.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 3 23 24 26 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,557
COMMITMENTS
532 3,268 4,036 35,247 25,757 39,815 33,061 6,742 13,496
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -3,546)
-130 -2,559 1,128 -3,901 -147 -2,903 -1,578 -643 -1,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.0 8.7 75.7 55.3 85.5 71.0 14.5 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 16 18 19 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,998
COMMITMENTS
2,420 0 586 56,303 55,374 59,309 55,960 9,689 13,038
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -7,135)
-450 0 0 -9,216 -8,725 -9,666 -8,725 2,531 1,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.8 81.6 80.3 86.0 81.1 14.0 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 24 26 27 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,511
COMMITMENTS
0 0 0 77,561 81,227 77,561 81,227 10,950 7,284
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 1,166)
0 0 0 1,156 1,166 1,156 1,166 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.6 91.8 87.6 91.8 12.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 24 23 24 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,445
COMMITMENTS
0 3,261 4,071 79,718 78,830 83,789 86,162 7,656 5,283
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 1,154)
-1,632 1,617 -532 2,751 194 587 1,279 567 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 4.5 87.2 86.2 91.6 94.2 8.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 3 28 27 31 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,834
COMMITMENTS
0 3,505 7,073 98,668 93,057 105,741 103,635 6,093 8,199
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 994)
0 -1,078 684 -18 602 666 208 328 786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 6.3 88.2 83.2 94.6 92.7 5.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 2 20 28 22 30
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,340
COMMITMENTS
0 5,032 2,346 29,781 22,989 32,127 30,367 2,213 3,973
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -1,482)
0 -421 81 -694 182 -613 -158 -869 -1,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.7 6.8 86.7 66.9 93.6 88.4 6.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 16 14 18 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,678
COMMITMENTS
0 0 0 32,901 40,097 32,901 40,097 14,777 7,581
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -3,152)
0 0 0 -2,032 -2,852 -2,032 -2,852 -1,120 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 69.0 84.1 69.0 84.1 31.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 21 17 21 17
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,234
COMMITMENTS
5,107 5,978 4,338 86,872 86,623 96,317 96,939 5,917 5,295
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 2,662)
-484 3,501 -237 3,383 -603 2,662 2,661 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.8 4.2 85.0 84.7 94.2 94.8 5.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 5 29 35 34 40
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,826,013
COMMITMENTS
55,143 130,773 589,888 1176890 1101485 1821922 1822146 4,091 3,867
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -182,082)
-3,628 -18,177 -89,700 -88,985 -74,230 -182,313 -182,107 230 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 7.2 32.3 64.5 60.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
38 36 64 61 64 127 137
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,074
COMMITMENTS
1,362 8,453 2,485 52,356 38,929 56,203 49,867 3,871 10,207
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -3,985)
339 369 -350 -3,704 -5,184 -3,715 -5,165 -270 1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 14.1 4.1 87.2 64.8 93.6 83.0 6.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 12 14 14 16
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 8,086
COMMITMENTS
1,157 1,714 1,416 4,836 3,474 7,410 6,604 676 1,483
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 21.2 17.5 59.8 43.0 91.6 81.7 8.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 5 5 9 7 18 14
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,869
COMMITMENTS
1,364 3,640 496 106,997 103,445 108,857 107,581 2,012 3,288
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -8,970)
480 -600 -480 -8,970 -7,650 -8,970 -8,730 0 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.3 0.4 96.5 93.3 98.2 97.0 1.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 17 18 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 219,263
COMMITMENTS
9,379 9,919 6,120 194,767 197,449 210,266 213,488 8,997 5,775
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -4,936)
714 -1,750 1,484 -8,391 -4,759 -6,193 -5,025 1,257 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.5 2.8 88.8 90.1 95.9 97.4 4.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 4 38 37 44 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 147,328
COMMITMENTS
642 797 3,274 130,764 140,231 134,680 144,302 12,648 3,026
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -4,511)
-270 425 -446 -3,161 -4,260 -3,877 -4,281 -634 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 2.2 88.8 95.2 91.4 97.9 8.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 2 31 27 33 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 260,285
COMMITMENTS
17,725 1,297 11,544 209,437 232,134 238,706 244,975 21,579 15,310
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -10,324)
3,893 -454 -2,704 -13,048 -7,908 -11,859 -11,066 1,535 742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.5 4.4 80.5 89.2 91.7 94.1 8.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 4 37 38 42 42
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,841
COMMITMENTS
792 1,379 933 67,639 68,390 69,364 70,702 6,477 5,139
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -6,042)
-270 -106 -18 -5,390 -5,130 -5,678 -5,254 -364 -788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.8 1.2 89.2 90.2 91.5 93.2 8.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 18 15 21 17
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,925,876
COMMITMENTS
599,907 101,152 919,434 1381098 1893864 2900439 2914450 25,437 11,426
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -75,098)
4,510 3,090 -9,004 -69,358 -68,473 -73,852 -74,387 -1,246 -711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 3.5 31.4 47.2 64.7 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
37 28 57 104 101 171 161
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,008,893
COMMITMENTS
104,860 88,912 232,963 668,140 681,213 1005963 1003088 2,930 5,805
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -106,629)
-46,013 9,726 -46,149 -14,455 -74,938 -106,617 -111,361 -12 4,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 8.8 23.1 66.2 67.5 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
24 22 32 42 43 80 83
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,655
COMMITMENTS
110 110 41 1,212 1,185 1,363 1,336 292 319
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 17)
60 15 41 -101 -45 0 11 17 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 6.6 2.5 73.2 71.6 82.4 80.7 17.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 16 14 18 16
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 128,810
COMMITMENTS
2,091 2,557 3,119 122,952 122,517 128,162 128,193 648 617
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -4,519)
-333 -559 -279 -4,051 -4,242 -4,663 -5,080 144 561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.0 2.4 95.5 95.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 6 35 34 41 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,496
COMMITMENTS
344 0 0 8,748 9,369 9,092 9,369 404 127
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 21)
0 0 0 0 0 0 0 21 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 92.1 98.7 95.7 98.7 4.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 12 18 13 18
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 27,851
COMMITMENTS
3,008 0 134 23,455 26,622 26,597 26,756 1,254 1,095
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -2,427)
-47 0 -20 -2,266 -2,397 -2,333 -2,416 -94 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.0 0.5 84.2 95.6 95.5 96.1 4.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 21 20 24 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,399
COMMITMENTS
120 560 590 28,584 29,685 29,294 30,835 2,105 564
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -609)
20 -20 -10 -515 -481 -505 -511 -104 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.8 1.9 91.0 94.5 93.3 98.2 6.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 25 22 27 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,621
COMMITMENTS
0 0 0 23,145 23,029 23,145 23,029 476 592
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -1,230)
0 0 0 -1,224 -1,142 -1,224 -1,142 -6 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 97.5 98.0 97.5 2.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 14 16 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,368
COMMITMENTS
800 0 0 11,488 12,474 12,288 12,474 1,080 894
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -146)
-20 0 0 -52 -140 -72 -140 -74 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.0 85.9 93.3 91.9 93.3 8.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 20 18 21 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,244
COMMITMENTS
1 0 0 33,960 34,648 33,961 34,648 1,283 596
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 729)
-0 0 0 506 665 506 665 222 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 98.3 96.4 98.3 3.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 20 20 21 20
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 12,844
COMMITMENTS
0 0 0 12,356 10,894 12,356 10,894 488 1,950
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -524)
0 0 0 -514 -598 -514 -598 -10 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 84.8 96.2 84.8 3.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 22 18 22 18
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 21,626
COMMITMENTS
0 1,140 0 21,436 20,296 21,436 21,436 190 190
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -945)
0 -126 0 -924 -798 -924 -924 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.0 99.1 93.8 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 8 12 9
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 94,304
COMMITMENTS
0 6,325 0 94,304 87,979 94,304 94,304 0 0
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -4,390)
0 -420 0 -4,390 -3,970 -4,390 -4,390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 0.0 100.0 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 16 14 16 16
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,568,816
COMMITMENTS
0 81,600 0 1568816 1487216 1568816 1568816 0 0
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -51,632)
0 -4,080 0 -51,632 -47,552 -51,632 -51,632 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 100.0 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 14 12 14 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 145,523
COMMITMENTS
7,990 0 0 137,533 144,573 145,523 144,573 0 950
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -9,290)
-1,806 0 0 -7,484 -9,185 -9,290 -9,185 0 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 0.0 94.5 99.3 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 0 18 27 21 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,154,634
COMMITMENTS
108,392 0 0 2046242 2154634 2154634 2154634 0 0
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -84,878)
3,672 0 -12,240 -76,310 -72,638 -84,878 -84,878 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.0 95.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 0 16 22 19 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 44,642
COMMITMENTS
38 3,195 42 44,477 40,982 44,557 44,219 85 423
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -504)
0 -315 0 -441 -147 -441 -462 -63 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.2 0.1 99.6 91.8 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 12 16 14
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 712,357
COMMITMENTS
0 64,240 0 712,357 648,117 712,357 712,357 0 0
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -33,288)
0 -2,040 0 -33,288 -31,248 -33,288 -33,288 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.0 0.0 100.0 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 14 12 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 46,462
COMMITMENTS
1,290 320 0 45,172 46,142 46,462 46,462 0 0
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -140)
-3,930 110 -110 3,900 -140 -140 -140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.7 0.0 97.2 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 0 17 25 18 27
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 762,503
COMMITMENTS
27,151 0 2,304 733,048 760,199 762,503 762,503 0 0
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -24,308)
-69,886 0 -24 45,602 -24,284 -24,308 -24,308 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.3 96.1 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 18 23 20 24
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,595
COMMITMENTS
291 84 74 21,473 22,251 21,838 22,409 757 186
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 253)
0 0 0 253 253 253 253 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.4 0.3 95.0 98.5 96.6 99.2 3.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 1 33 37 34 39
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,334
COMMITMENTS
217 0 0 7,910 8,022 8,127 8,022 206 311
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -922)
-20 0 0 -895 -1,041 -915 -1,041 -7 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 94.9 96.3 97.5 96.3 2.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 19 22 19
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,873
COMMITMENTS
250 0 140 14,201 14,643 14,591 14,783 282 90
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -1,122)
55 0 -120 -1,039 -972 -1,104 -1,092 -18 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.9 95.5 98.5 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 21 23 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,772,709
COMMITMENTS
225,750 99,667 963,247 1499200 1634416 2688197 2697330 84,512 75,378
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 39,341)
-12,924 -778 20,429 34,831 24,547 42,337 44,199 -2,995 -4,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 3.6 34.7 54.1 58.9 97.0 97.3 3.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
139 95 175 86 101 309 295
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 104,639
COMMITMENTS
8,591 24,353 24,773 67,503 52,812 100,868 101,938 3,772 2,701
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 1,011)
247 1,078 220 227 -334 694 964 317 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 23.3 23.7 64.5 50.5 96.4 97.4 3.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 7 12 15 17 27 30
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 203,806
COMMITMENTS
33,608 31,421 1,043 142,080 120,358 176,731 152,822 27,075 50,984
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -8,090)
-125 -1,929 5 -5,172 -4,991 -5,292 -6,915 -2,798 -1,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 15.4 0.5 69.7 59.1 86.7 75.0 13.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 5 27 26 33 32
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 206,157
COMMITMENTS
29,870 9,586 54,712 117,111 138,452 201,693 202,750 4,464 3,407
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 413)
-975 -145 476 717 -53 219 278 194 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 4.6 26.5 56.8 67.2 97.8 98.3 2.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
27 14 37 28 28 68 68
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 601,674
COMMITMENTS
39,571 2,816 72,604 466,697 505,069 578,872 580,489 22,802 21,185
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -27,977)
-3,708 343 -2,808 -21,141 -24,825 -27,657 -27,290 -320 -687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.5 12.1 77.6 83.9 96.2 96.5 3.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 3 11 31 32 42 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,149
COMMITMENTS
570 1,785 520 59,759 58,744 60,849 61,049 300 100
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -7,105)
-75 1,060 -75 -6,895 -8,105 -7,045 -7,120 -60 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.9 0.9 97.7 96.1 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 5 4 43 47 49 54
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 179,445
COMMITMENTS
19,548 44,361 14,516 138,896 112,205 172,960 171,082 6,485 8,363
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 1,769)
-2,400 452 -225 4,543 1,346 1,918 1,573 -149 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 24.7 8.1 77.4 62.5 96.4 95.3 3.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 18 18 24 23 45 45
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,732
COMMITMENTS
2,096 3,925 1,555 32,833 32,680 36,484 38,160 4,248 2,572
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -3,523)
-10,488 -550 -97 6,440 -3,748 -4,145 -4,395 622 872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 9.6 3.8 80.6 80.2 89.6 93.7 10.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 4 15 17 20 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 107,187
COMMITMENTS
4,803 2,283 1,537 66,488 80,116 72,828 83,936 34,359 23,251
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -4,344)
-153 203 -89 -4,329 -4,539 -4,571 -4,425 227 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.1 1.4 62.0 74.7 67.9 78.3 32.1 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 22 20 25 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,038
COMMITMENTS
400 1,248 0 41,428 40,578 41,828 41,826 210 212
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -2,894)
-400 -60 0 -2,479 -2,829 -2,879 -2,889 -15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.0 0.0 98.5 96.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 0 27 35 28 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,655
COMMITMENTS
14,794 2,684 163 4,363 18,281 19,320 21,128 2,335 527
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 269)
-374 -296 -79 827 614 374 239 -105 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 12.4 0.8 20.1 84.4 89.2 97.6 10.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
84 12 2 18 24 104 37
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 26,857
COMMITMENTS
16,388 2,353 525 5,308 22,813 22,221 25,691 4,636 1,166
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -196)
-744 -47 230 166 -584 -348 -401 152 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.0 8.8 2.0 19.8 84.9 82.7 95.7 17.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
58 13 3 14 26 73 42
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 237,239
COMMITMENTS
52,695 10,132 32,729 137,212 183,587 222,637 226,449 14,603 10,790
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -33,633)
-8,646 -3,321 -14,034 -9,527 -15,851 -32,207 -33,206 -1,426 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 4.3 13.8 57.8 77.4 93.8 95.5 6.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
59 19 41 67 83 145 128
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,475
COMMITMENTS
1,224 0 201 14,498 15,700 15,923 15,901 4,552 4,574
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -3,481)
-213 0 -43 -3,086 -3,416 -3,342 -3,459 -139 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 1.0 70.8 76.7 77.8 77.7 22.2 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 16 18 18 19
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,074
COMMITMENTS
2,304 0 100 9,937 12,074 12,341 12,174 733 900
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 560)
50 0 100 210 310 360 410 200 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.0 0.8 76.0 92.4 94.4 93.1 5.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 0 1 35 33 40 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,622
COMMITMENTS
2,895 0 12 34,964 38,608 37,871 38,620 751 2
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 584)
0 0 0 529 649 529 649 55 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 0.0 90.5 100.0 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 0 1 34 32 37 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,382
COMMITMENTS
885 0 195 22,042 21,812 23,122 22,007 260 1,375
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 275)
-85 0 75 285 185 275 260 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.8 94.3 93.3 98.9 94.1 1.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 22 16 25 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,242
COMMITMENTS
450 100 0 18,792 18,842 19,242 18,942 0 300
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.5 0.0 97.7 97.9 100.0 98.4 0.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 0 27 29 29 30
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,982
COMMITMENTS
400 188 0 2,472 3,166 2,872 3,354 1,110 628
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -607)
-17 -95 -9 -485 -490 -511 -594 -96 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 4.7 0.0 62.1 79.5 72.1 84.2 27.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 0 16 17 19 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,854
COMMITMENTS
145 0 0 16,195 16,364 16,340 16,364 514 490
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 805)
0 0 0 730 805 730 805 75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 96.1 97.1 97.0 97.1 3.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 23 15 24 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,106
COMMITMENTS
2,322 714 82 16,254 17,969 18,658 18,765 448 341
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -2,751)
-193 -256 -16 -2,617 -2,532 -2,826 -2,804 75 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 3.7 0.4 85.1 94.0 97.7 98.2 2.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 2 29 32 34 37
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,758
COMMITMENTS
222 90 1 7,215 7,445 7,438 7,536 320 222
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -2,695)
-44 0 0 -2,607 -2,621 -2,651 -2,621 -44 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.2 0.0 93.0 96.0 95.9 97.1 4.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 22 18 23 20
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,315
COMMITMENTS
9,934 0 1,256 41,768 53,605 52,958 54,861 2,357 454
CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -4,475)
1,136 -11 -903 -4,520 -3,592 -4,287 -4,506 -188 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 0.0 2.3 75.5 96.9 95.7 99.2 4.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 0 4 32 38 40 42
Updated September 4, 2009