GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,057
COMMITMENTS
1,353 680 0 44,522 45,317 45,875 45,997 182 60
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,908)
-144 50 0 2,081 1,881 1,937 1,931 -29 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.5 0.0 96.7 98.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 3 0 38 40 39 43
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,665
COMMITMENTS
150 120 25 20,445 20,424 20,620 20,569 45 96
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 788)
0 0 0 788 788 788 788 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.6 0.1 98.9 98.8 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 28 28 30 30
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,952
COMMITMENTS
0 455 388 5,009 5,083 5,397 5,926 1,555 1,026
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 72)
0 15 -15 15 45 0 45 72 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 5.6 72.1 73.1 77.6 85.2 22.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 20 20 21 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,701
COMMITMENTS
340 192 540 8,653 8,864 9,533 9,596 1,168 1,105
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 375)
19 -16 15 322 522 356 521 19 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.8 5.0 80.9 82.8 89.1 89.7 10.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 3 5 37 41 42 47
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,769
COMMITMENTS
42 163 102 7,997 8,124 8,141 8,389 628 380
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 623)
15 30 25 606 558 646 613 -23 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.9 1.2 91.2 92.6 92.8 95.7 7.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 3 3 47 58 50 63
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,987
COMMITMENTS
0 0 0 7,912 7,877 7,912 7,877 75 110
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 365)
0 0 0 365 365 365 365 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 98.6 99.1 98.6 0.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 15 18 15
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 367,868
COMMITMENTS
51,138 15,867 66,386 203,889 253,487 321,413 335,741 46,455 32,127
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 7,068)
2,349 -742 -520 -1,223 9,161 606 7,898 6,462 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 4.3 18.0 55.4 68.9 87.4 91.3 12.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
38 27 48 65 78 127 135
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 89,501
COMMITMENTS
8 4,146 25,706 56,016 52,701 81,730 82,554 7,771 6,948
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 4,419)
-54 -452 1,671 2,721 2,977 4,339 4,197 80 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 28.7 62.6 58.9 91.3 92.2 8.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 6 7 13 13 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 23,918
COMMITMENTS
841 250 610 20,705 21,457 22,156 22,317 1,762 1,601
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 2,810)
-462 0 60 3,078 1,950 2,676 2,010 134 800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.0 2.6 86.6 89.7 92.6 93.3 7.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 4 5 48 47 55 54
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,290
COMMITMENTS
975 2,700 225 18,500 16,505 19,700 19,430 1,590 1,860
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 255)
45 0 150 105 255 300 405 -45 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 12.7 1.1 86.9 77.5 92.5 91.3 7.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 2 23 21 27 25
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,469
COMMITMENTS
4,894 50 300 11,135 14,037 16,329 14,387 140 2,082
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -75)
150 0 0 -50 0 100 0 -175 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 0.3 1.8 67.6 85.2 99.1 87.4 0.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 10 16 13 17
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,147
COMMITMENTS
0 127 0 2,070 1,520 2,070 1,647 77 500
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 0.0 96.4 70.8 96.4 76.7 3.6 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 0 15 11 15 14
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 7,890
COMMITMENTS
0 0 0 7,154 7,695 7,154 7,695 736 195
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 324)
0 0 0 264 339 264 339 60 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.7 97.5 90.7 97.5 9.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 15 14 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 962,729
COMMITMENTS
159,357 223,407 340,160 368,002 344,847 867,519 908,413 95,210 54,315
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 53,193)
7,069 8,970 36,120 6,143 6,574 49,332 51,664 3,861 1,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 23.2 35.3 38.2 35.8 90.1 94.4 9.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
82 99 128 83 73 248 228
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,143
COMMITMENTS
1,498 0 2,616 66,485 67,142 70,599 69,758 6,544 7,385
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,700)
395 0 358 1,069 914 1,822 1,272 -122 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 3.4 86.2 87.0 91.5 90.4 8.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 3 20 20 23 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,531
COMMITMENTS
2,114 0 400 50,971 49,252 53,485 49,652 14,046 17,879
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,570)
0 0 0 1,262 3,007 1,262 3,007 308 -1,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.6 75.5 72.9 79.2 73.5 20.8 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 22 23 24 24
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,727
COMMITMENTS
0 0 0 69,783 78,517 69,783 78,517 14,944 6,210
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 3,582)
0 0 0 3,582 3,582 3,582 3,582 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.4 92.7 82.4 92.7 17.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 21 19 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,796
COMMITMENTS
155 2,754 4,788 69,987 74,588 74,930 82,130 11,866 4,666
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,472)
155 -1,123 613 254 2,949 1,022 2,439 450 -967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.2 5.5 80.6 85.9 86.3 94.6 13.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 3 22 22 25 26
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,132
COMMITMENTS
0 10,096 4,628 95,388 82,905 100,016 97,629 6,116 8,503
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 68)
0 -713 -793 3,389 1,196 2,596 -310 -2,528 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.5 4.4 89.9 78.1 94.2 92.0 5.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 2 17 24 19 27
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 33,366
COMMITMENTS
0 4,665 3,165 28,340 21,886 31,505 29,716 1,861 3,650
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -3,450)
0 -430 92 -4,145 -2,995 -4,053 -3,333 603 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.0 9.5 84.9 65.6 94.4 89.1 5.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 17 14 19 16
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,874
COMMITMENTS
2,270 3,266 5,085 78,644 84,914 85,999 93,265 11,875 4,609
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 964)
-755 469 293 1,426 202 964 964 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.3 5.2 80.4 86.8 87.9 95.3 12.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 4 24 31 28 35
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,644,200
COMMITMENTS
53,649 119,662 517,099 1069644 1003975 1640392 1640736 3,808 3,464
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 3,164)
-35 3,038 3,024 1,224 -1,745 4,214 4,317 -1,050 -1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 7.3 31.4 65.1 61.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
37 48 68 56 63 131 141
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 105,515
COMMITMENTS
2,480 3,020 0 99,091 94,414 101,571 97,434 3,944 8,081
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -730)
0 0 0 -730 -730 -730 -730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.9 0.0 93.9 89.5 96.3 92.3 3.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 18 16 19 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 224,327
COMMITMENTS
10,641 10,099 4,691 199,802 203,802 215,134 218,592 9,193 5,735
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 2,572)
16 -484 76 1,480 2,568 1,572 2,160 1,000 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 4.5 2.1 89.1 90.9 95.9 97.4 4.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 1 4 36 38 43 42
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 144,606
COMMITMENTS
4,812 580 2,896 125,590 137,771 133,298 141,247 11,308 3,359
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 450)
728 -372 -317 1,447 840 1,858 151 -1,408 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.4 2.0 86.8 95.3 92.2 97.7 7.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 29 26 32 28
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 249,307
COMMITMENTS
25,675 178 11,744 197,199 226,009 234,618 237,931 14,689 11,376
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -1,823)
1,964 178 1,485 -3,085 -1,128 364 535 -2,187 -2,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.1 4.7 79.1 90.7 94.1 95.4 5.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 1 5 32 36 38 41
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,920,665
COMMITMENTS
636,893 95,833 885,847 1367342 1920451 2890082 2902131 30,583 18,534
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 10,651)
-11,510 7,466 -2,786 28,389 7,321 14,093 12,001 -3,442 -1,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 3.3 30.3 46.8 65.8 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
42 22 58 102 100 172 161
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 946,126
COMMITMENTS
117,896 137,115 177,753 646,212 627,425 941,861 942,293 4,265 3,833
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -1,685)
7,324 9,743 -333 -8,257 -11,667 -1,266 -2,257 -419 572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 14.5 18.8 68.3 66.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
33 18 37 44 41 89 84
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,924
COMMITMENTS
0 306 58 1,733 1,388 1,791 1,752 133 172
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 74)
0 -10 0 41 39 41 29 33 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.9 3.0 90.1 72.1 93.1 91.1 6.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 1 8 10 9 14
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 129,330
COMMITMENTS
1,556 1,491 2,583 124,280 125,010 128,419 129,083 911 246
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,091)
-81 5 275 1,120 781 1,314 1,060 -222 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.2 2.0 96.1 96.7 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 5 35 33 40 38
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,667
COMMITMENTS
0 44 0 7,347 7,559 7,347 7,603 320 64
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 86)
0 0 0 86 86 86 86 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 95.8 98.6 95.8 99.2 4.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 12 13 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,528
COMMITMENTS
620 0 557 24,227 24,415 25,404 24,972 1,124 1,556
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 873)
-0 0 -4 877 967 873 964 -0 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 2.1 91.3 92.0 95.8 94.1 4.2 5.9
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 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,966
COMMITMENTS
0 868 586 28,978 29,762 29,564 31,216 2,402 750
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 182)
0 116 4 112 172 116 292 66 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 1.8 90.7 93.1 92.5 97.7 7.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 22 22 24 24
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,062
COMMITMENTS
772 0 0 11,482 11,942 12,254 11,942 808 1,120
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 40)
0 0 0 330 40 330 40 -290 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 87.9 91.4 93.8 91.4 6.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 21 17 23 17
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,118
COMMITMENTS
0 0 0 40,082 40,656 40,082 40,656 1,035 462
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 513)
-0 0 0 508 497 508 497 5 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 98.9 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 23 22 23
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| 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: 12,516
COMMITMENTS
0 0 0 11,948 10,718 11,948 10,718 568 1,798
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -88)
0 0 0 -108 -1,508 -108 -1,508 20 1,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 85.6 95.5 85.6 4.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 20 23 20
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 20,323
COMMITMENTS
0 1,114 0 20,154 19,040 20,154 20,154 169 169
CHANGES FROM 10/06/09 (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 5.5 0.0 99.2 93.7 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 14 8 14 10
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 39,564
COMMITMENTS
264 44 0 38,035 39,520 38,299 39,564 1,265 0
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 4,103)
0 -525 0 6,548 4,628 6,548 4,103 -2,445 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.0 96.1 99.9 96.8 100.0 3.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 16 6 17 7
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 90,795
COMMITMENTS
0 5,905 0 90,795 84,890 90,795 90,795 0 0
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.0 100.0 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 15 14 15 16
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,503,650
COMMITMENTS
0 77,760 0 1503650 1425890 1503650 1503650 0 0
CHANGES FROM 10/06/09 (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 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 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 153,437
COMMITMENTS
7,019 0 0 146,418 152,592 153,437 152,592 0 845
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 11,446)
0 0 0 11,446 11,567 11,446 11,567 0 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 95.4 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 0 20 28 23 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,195,237
COMMITMENTS
111,928 0 0 2083309 2195237 2195237 2195237 0 0
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 62,259)
0 0 0 62,259 62,259 62,259 62,259 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.0 94.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 0 17 21 20 21
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 45,197
COMMITMENTS
80 3,090 0 45,053 41,639 45,133 44,729 64 468
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.8 0.0 99.7 92.1 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 17 14 18 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 49,517
COMMITMENTS
1,728 100 110 47,679 49,267 49,517 49,477 0 40
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,680)
416 100 0 1,264 1,540 1,680 1,640 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.2 0.2 96.3 99.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 24 24 27 26
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 849,190
COMMITMENTS
38,345 29,245 5,152 805,693 814,793 849,190 849,190 0 0
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 15,922)
10,042 5,845 4,000 1,880 6,077 15,922 15,922 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 3.4 0.6 94.9 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 1 21 22 24 25
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,724
COMMITMENTS
330 84 20 17,860 18,414 18,210 18,518 514 206
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -0)
0 0 0 -0 -0 -0 -0 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.4 0.1 95.4 98.3 97.3 98.9 2.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 29 34 30 36
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,948
COMMITMENTS
310 0 0 7,885 8,333 8,195 8,333 753 615
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 207)
0 0 0 -63 117 -63 117 270 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 88.1 93.1 91.6 93.1 8.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 22 21 23 21
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,215
COMMITMENTS
280 0 125 12,523 13,003 12,928 13,128 287 87
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -9)
0 0 -35 5 -11 -30 -46 21 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.9 94.8 98.4 97.8 99.3 2.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 22 19 23 20
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,849
COMMITMENTS
0 400 137 9,366 9,076 9,503 9,613 346 236
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 327)
0 -30 -47 370 424 323 347 4 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 1.4 95.1 92.2 96.5 97.6 3.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 28 26 29 27
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,516
COMMITMENTS
0 165 35 4,056 4,075 4,091 4,275 425 241
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 427)
0 105 -25 402 362 377 442 50 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.8 89.8 90.2 90.6 94.7 9.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 18 16 19 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,963,498
COMMITMENTS
256,417 104,786 1024928 1563351 1708210 2844697 2837924 118,802 125,575
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 59,572)
21,823 632 45,023 -12,024 7,451 54,823 53,107 4,750 6,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.5 34.6 52.8 57.6 96.0 95.8 4.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
152 108 204 87 100 341 320
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 95,416
COMMITMENTS
5,652 28,048 19,962 68,887 45,384 94,501 93,394 915 2,022
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 2,108)
713 3,740 -298 3,360 -1,344 3,775 2,098 -1,667 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 29.4 20.9 72.2 47.6 99.0 97.9 1.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 9 15 18 20 34 36
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 215,443
COMMITMENTS
35,429 35,812 1,101 149,586 135,703 186,116 172,616 29,327 42,827
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 4,590)
280 448 208 11,995 6,276 12,483 6,932 -7,893 -2,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 16.6 0.5 69.4 63.0 86.4 80.1 13.6 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 5 4 28 28 33 35
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 212,899
COMMITMENTS
38,267 11,622 51,134 120,234 147,238 209,634 209,994 3,265 2,906
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 12,655)
5,786 979 2,831 4,036 8,500 12,654 12,310 1 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 5.5 24.0 56.5 69.2 98.5 98.6 1.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
31 12 37 30 30 73 69
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 644,236
COMMITMENTS
45,491 2,959 80,113 494,785 540,239 620,390 623,312 23,846 20,924
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 44,413)
2,102 321 6,474 36,726 38,106 45,303 44,901 -889 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.5 12.4 76.8 83.9 96.3 96.8 3.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 1 11 32 33 43 44
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 75,163
COMMITMENTS
152 1,980 200 72,356 71,153 72,708 73,333 2,455 1,830
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 4,688)
0 -50 0 3,538 3,588 3,538 3,538 1,150 1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.6 0.3 96.3 94.7 96.7 97.6 3.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 5 3 46 51 51 57
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,751
COMMITMENTS
20,515 43,561 16,460 132,143 105,303 169,118 165,324 5,633 9,427
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 853)
245 -303 2,699 -1,999 -1,782 945 614 -92 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 24.9 9.4 75.6 60.3 96.8 94.6 3.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 16 18 25 25 46 45
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,385
COMMITMENTS
3,284 2,825 2,229 30,980 32,875 36,493 37,929 3,892 2,456
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -888)
791 -700 -97 -1,600 200 -906 -597 18 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 7.0 5.5 76.7 81.4 90.4 93.9 9.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 6 15 16 22 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 105,947
COMMITMENTS
4,755 2,001 1,645 68,878 78,245 75,278 81,891 30,669 24,056
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 439)
0 0 0 -46 133 -46 133 485 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.9 1.6 65.0 73.9 71.1 77.3 28.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 20 19 23 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,763
COMMITMENTS
0 1,368 0 39,568 38,293 39,568 39,661 195 102
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 450 150 450 0 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 99.5 96.3 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 3 0 26 37 26 40
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,914
COMMITMENTS
14,068 2,341 70 4,638 18,880 18,776 21,291 3,138 623
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 691)
218 -152 5 360 856 583 709 108 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 10.7 0.3 21.2 86.2 85.7 97.2 14.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
84 11 1 12 29 97 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 31,813
COMMITMENTS
21,518 2,109 40 5,011 28,502 26,569 30,651 5,244 1,162
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 2,070)
1,562 108 6 167 1,905 1,735 2,019 335 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.6 6.6 0.1 15.8 89.6 83.5 96.3 16.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
85 10 2 14 32 100 43
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 228,986
COMMITMENTS
53,293 12,649 31,106 124,183 167,172 208,582 210,928 20,404 18,059
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 11,605)
3,091 -1,557 7,503 -3,734 4,128 6,860 10,074 4,746 1,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 5.5 13.6 54.2 73.0 91.1 92.1 8.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
46 23 38 70 87 135 131
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,618
COMMITMENTS
1,124 0 285 14,971 14,748 16,380 15,033 5,238 6,585
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 916)
0 0 0 351 536 351 536 565 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 1.3 69.3 68.2 75.8 69.5 24.2 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 15 16 17 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,494
COMMITMENTS
2,004 150 50 6,857 8,638 8,911 8,838 583 656
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 728)
0 50 0 640 590 640 640 88 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 1.6 0.5 72.2 91.0 93.9 93.1 6.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 1 26 34 31 36
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,600
COMMITMENTS
3,010 180 0 34,397 38,360 37,407 38,540 1,193 60
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,965)
290 0 -60 1,680 2,030 1,910 1,970 55 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.5 0.0 89.1 99.4 96.9 99.8 3.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 1 0 33 29 37 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,130
COMMITMENTS
915 0 0 18,005 17,870 18,920 17,870 210 1,260
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 94.1 93.4 98.9 93.4 1.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 25 16 27 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,692
COMMITMENTS
100 50 75 12,817 13,267 12,992 13,392 700 300
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 596)
0 0 75 -179 521 -104 596 700 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.4 0.5 93.6 96.9 94.9 97.8 5.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 25 27 27 29
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,944
COMMITMENTS
372 121 0 2,348 2,844 2,720 2,965 1,224 979
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 96)
0 0 0 103 60 103 60 -7 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 3.1 0.0 59.5 72.1 69.0 75.2 31.0 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 17 15 19 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,032
COMMITMENTS
300 0 0 15,372 16,007 15,672 16,007 360 25
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,546)
0 0 0 1,521 1,521 1,521 1,521 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 95.9 99.8 97.8 99.8 2.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 22 18 23 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,055
COMMITMENTS
2,977 358 0 15,542 18,512 18,519 18,870 536 185
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 474)
570 0 0 -288 474 282 474 192 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 1.9 0.0 81.6 97.2 97.2 99.0 2.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 0 26 31 31 32
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,632
COMMITMENTS
826 267 18 8,607 9,212 9,451 9,497 181 135
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 758)
331 0 0 568 932 899 932 -141 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 2.8 0.2 89.4 95.6 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 25 21 26 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,832
COMMITMENTS
11,512 270 1,932 39,334 51,685 52,778 53,887 3,054 1,945
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 523)
1,005 0 -639 82 3 448 -636 75 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 0.5 3.5 70.5 92.6 94.5 96.5 5.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 1 3 30 33 38 37
Updated October 16, 2009