GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,144
COMMITMENTS
1,353 630 0 46,539 47,434 47,892 48,064 252 80
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 987)
0 0 0 863 925 863 925 124 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.3 0.0 96.7 98.5 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 0 39 41 40 43
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,884
COMMITMENTS
150 120 0 20,689 20,668 20,839 20,788 45 96
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 484)
0 0 0 484 484 484 484 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.6 0.0 99.1 99.0 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 28 28 29 29
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,195
COMMITMENTS
0 470 388 5,495 5,283 5,883 6,141 1,312 1,054
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 235)
0 15 0 410 215 410 230 -175 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 5.4 76.4 73.4 81.8 85.4 18.2 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 21 20 22 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,439
COMMITMENTS
455 189 520 9,079 9,437 10,054 10,146 1,385 1,293
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 266)
22 -92 -25 100 222 97 105 169 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.7 4.5 79.4 82.5 87.9 88.7 12.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 2 5 39 44 45 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,215
COMMITMENTS
37 236 97 9,224 9,056 9,358 9,389 857 826
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 470)
0 43 25 421 277 446 345 24 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.3 0.9 90.3 88.7 91.6 91.9 8.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
1 3 3 51 60 54 65
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,840
COMMITMENTS
58 0 83 4,226 4,416 4,367 4,499 1,473 1,341
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 1.4 72.4 75.6 74.8 77.0 25.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 19 19 20 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,107
COMMITMENTS
0 0 0 8,092 8,087 8,092 8,087 15 20
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 70)
0 0 0 130 160 130 160 -60 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 16 20 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 379,670
COMMITMENTS
59,146 16,990 69,366 193,950 263,452 322,462 349,808 57,208 29,862
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -605)
4,710 510 -5,210 -10,116 2,285 -10,616 -2,416 10,011 1,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 4.5 18.3 51.1 69.4 84.9 92.1 15.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
54 22 52 66 78 144 135
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 96,853
COMMITMENTS
269 4,818 27,300 60,792 57,380 88,361 89,498 8,492 7,355
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,324)
67 -77 37 932 1,092 1,037 1,053 288 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.0 28.2 62.8 59.2 91.2 92.4 8.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 5 7 13 13 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 26,496
COMMITMENTS
841 395 735 23,162 23,319 24,738 24,449 1,758 2,047
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,545)
50 145 75 1,545 1,200 1,670 1,420 -125 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.5 2.8 87.4 88.0 93.4 92.3 6.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 4 5 50 46 57 54
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,740
COMMITMENTS
925 2,700 225 19,000 16,505 20,150 19,430 1,590 2,310
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 0 150 0 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 12.4 1.0 87.4 75.9 92.7 89.4 7.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
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 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,685
COMMITMENTS
5,944 50 300 10,301 14,253 16,545 14,603 140 2,082
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -150)
0 0 0 0 0 0 0 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 0.3 1.8 61.7 85.4 99.2 87.5 0.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 10 16 13 17
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,923
COMMITMENTS
1,132 0 238 2,453 3,139 3,823 3,377 1,100 1,546
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 66)
14 0 -8 98 -57 104 -65 -38 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 0.0 4.8 49.8 63.8 77.7 68.6 22.3 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 3 13 16 17 19
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,497
COMMITMENTS
0 127 0 2,420 1,820 2,420 1,947 77 550
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.0 96.9 72.9 96.9 78.0 3.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 0 17 13 17 16
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 7,952
COMMITMENTS
0 0 0 7,180 7,724 7,180 7,724 772 228
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 66)
0 0 0 51 63 51 63 15 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 97.1 90.3 97.1 9.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 16 15 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 922,926
COMMITMENTS
140,094 208,745 319,218 350,383 317,536 809,695 845,499 113,230 77,426
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -28,655)
-2,958 -11,140 -25,327 -12,835 -13,535 -41,120 -50,002 12,465 21,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 22.6 34.6 38.0 34.4 87.7 91.6 12.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
71 81 108 86 71 228 199
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,112
COMMITMENTS
1,837 0 2,674 66,026 67,173 70,537 69,847 6,575 7,265
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 0)
-120 0 120 0 0 0 120 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 3.5 85.6 87.1 91.5 90.6 8.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 3 20 20 23 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,704
COMMITMENTS
1,349 2,031 5,484 38,643 29,533 45,476 37,048 7,228 15,656
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,605)
240 720 -27 788 972 1,001 1,665 604 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.9 10.4 73.3 56.0 86.3 70.3 13.7 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 13 16 16 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,221
COMMITMENTS
2,269 0 670 55,328 55,380 58,267 56,050 13,954 16,171
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 3,646)
-889 0 270 4,357 5,084 3,738 5,354 -92 -1,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.9 76.6 76.7 80.7 77.6 19.3 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 23 26 26 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,737
COMMITMENTS
0 0 0 71,246 79,527 71,246 79,527 14,491 6,210
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -270)
0 0 0 -119 -270 -119 -270 -151 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.1 92.8 83.1 92.8 16.9 7.2
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 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,271
COMMITMENTS
240 3,309 5,086 73,452 78,618 78,778 87,013 13,493 5,258
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,784)
240 -612 320 -523 1,500 37 1,208 1,747 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.6 5.5 79.6 85.2 85.4 94.3 14.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 5 3 22 22 26 27
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,187
COMMITMENTS
0 9,771 5,489 94,332 81,726 99,821 96,986 6,366 9,201
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 117)
0 -911 207 152 87 359 -617 -242 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 5.2 88.8 77.0 94.0 91.3 6.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 3 18 24 21 27
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 32,486
COMMITMENTS
0 3,010 2,919 28,212 23,479 31,131 29,408 1,355 3,078
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -802)
0 -1,806 56 -345 1,376 -289 -374 -513 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.3 9.0 86.8 72.3 95.8 90.5 4.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 18 15 20 17
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,795
COMMITMENTS
3,129 3,552 3,303 77,667 83,730 84,099 90,585 12,696 6,210
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 395)
1,445 -979 -775 -291 1,611 379 -143 16 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.7 3.4 80.2 86.5 86.9 93.6 13.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 3 25 30 28 33
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,540,678
COMMITMENTS
41,594 110,880 478,610 1014203 944,595 1534408 1534086 6,270 6,593
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -124,157)
-6,916 -8,385 -49,080 -62,702 -69,438 -118,699 -126,903 -5,458 2,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 7.2 31.1 65.8 61.3 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
36 44 63 54 57 125 129
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,419
COMMITMENTS
1,170 7,993 4,168 54,662 39,958 60,000 52,119 4,419 12,300
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 12.4 6.5 84.9 62.0 93.1 80.9 6.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 9 14 11 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,913
COMMITMENTS
2,480 3,020 0 102,665 97,812 105,145 100,832 3,768 8,081
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 956)
0 0 0 1,862 956 1,862 956 -906 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.8 0.0 94.3 89.8 96.5 92.6 3.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 19 17 20 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 228,049
COMMITMENTS
8,943 13,451 4,415 206,278 206,299 219,636 224,165 8,413 3,884
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 762)
-1,475 2,492 -253 3,981 325 2,253 2,564 -1,491 -1,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 5.9 1.9 90.5 90.5 96.3 98.3 3.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 3 6 39 38 47 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 152,164
COMMITMENTS
4,646 1,015 3,139 133,923 143,921 141,708 148,075 10,456 4,089
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 4,275)
-238 174 315 6,310 3,786 6,387 4,275 -2,111 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.7 2.1 88.0 94.6 93.1 97.3 6.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 2 30 30 33 33
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 252,823
COMMITMENTS
21,144 178 15,184 202,671 227,130 238,999 242,492 13,824 10,331
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 3,908)
-3,846 0 4,569 4,081 244 4,804 4,813 -896 -905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.1 6.0 80.2 89.8 94.5 95.9 5.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 1 6 35 37 42 43
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,998
COMMITMENTS
1,646 0 2,314 43,400 47,583 47,360 49,897 8,638 6,101
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 576)
598 0 -215 129 552 512 337 64 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 4.1 77.5 85.0 84.6 89.1 15.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 15 16 16
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,948,013
COMMITMENTS
629,029 101,383 877,848 1412201 1952764 2919078 2931995 28,935 16,018
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 5,277)
-4,163 14,207 3,661 23,546 6,388 23,044 24,256 -17,767 -18,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 3.4 29.8 47.9 66.2 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
40 26 57 112 104 179 166
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,039,598
COMMITMENTS
168,845 147,684 193,506 676,481 692,777 1038832 1033967 766 5,631
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 57,649)
27,168 7,366 21,777 12,380 24,680 61,325 53,823 -3,676 3,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 14.2 18.6 65.1 66.6 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
34 20 42 46 45 97 90
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,204
COMMITMENTS
0 443 52 2,112 1,594 2,164 2,089 40 115
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -129)
0 65 12 242 188 254 265 -383 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.1 2.4 95.8 72.3 98.2 94.8 1.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 1 13 13 14 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 131,049
COMMITMENTS
1,115 1,583 3,214 125,746 125,889 130,075 130,687 974 362
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 486)
33 -8 219 147 77 399 288 87 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.2 2.5 96.0 96.1 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 5 36 33 42 38
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| 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 10/20/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,780
COMMITMENTS
131 80 618 25,028 25,096 25,776 25,794 1,004 986
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -701)
-513 80 44 -232 -883 -701 -759 0 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 2.3 93.5 93.7 96.3 96.3 3.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 23 21 26 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,131
COMMITMENTS
0 1,164 466 29,302 30,217 29,768 31,847 2,363 284
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -71)
0 36 0 -2 11 -2 47 -69 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 1.5 91.2 94.0 92.6 99.1 7.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 25 24 27 26
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,392
COMMITMENTS
772 0 0 11,812 12,192 12,584 12,192 808 1,200
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -84)
0 0 0 -84 -164 -84 -164 0 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 88.2 91.0 94.0 91.0 6.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 20 17 22 17
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 43,420
COMMITMENTS
0 0 0 42,274 43,144 42,274 43,144 1,146 276
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,586)
-0 0 0 1,583 1,584 1,583 1,584 3 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 99.4 97.4 99.4 2.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 23 24 24 24
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 12,248
COMMITMENTS
0 0 0 11,568 11,850 11,568 11,850 680 398
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -410)
0 0 0 -434 -410 -434 -410 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 96.8 94.4 96.8 5.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 21 23 21
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 20,523
COMMITMENTS
0 1,114 0 20,354 19,240 20,354 20,354 169 169
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 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 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 54,514
COMMITMENTS
264 44 0 53,305 54,370 53,569 54,414 945 100
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 3,960)
0 0 0 3,860 3,860 3,860 3,860 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 0.0 97.8 99.7 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 19 9 20 10
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 890,731
COMMITMENTS
0 31,040 0 890,731 859,691 890,731 890,731 0 0
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 46,880)
0 0 0 46,880 46,880 46,880 46,880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 100.0 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 14 7 14 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 94,349
COMMITMENTS
0 5,905 0 94,349 88,444 94,349 94,349 0 0
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 3,554)
0 0 0 3,554 3,554 3,554 3,554 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 0.0 100.0 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
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 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,563,506
COMMITMENTS
0 77,760 0 1563506 1485746 1563506 1563506 0 0
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 59,856)
0 0 0 59,856 59,856 59,856 59,856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.0 100.0 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 15 12 15 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 172,506
COMMITMENTS
7,019 0 0 165,467 171,641 172,486 171,641 20 865
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 5,659)
0 0 0 5,639 5,639 5,639 5,639 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 95.9 99.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 0 20 29 23 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,684,671
COMMITMENTS
111,928 0 0 2572743 2684671 2684671 2684671 0 0
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 78,737)
0 0 0 78,737 78,737 78,737 78,737 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 95.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 0 19 22 22 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 63,204
COMMITMENTS
80 3,090 0 63,060 59,646 63,140 62,736 64 468
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -404)
0 0 0 -404 -404 -404 -404 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.9 0.0 99.8 94.4 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 19 13 20 14
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,045,654
COMMITMENTS
0 62,320 0 1045654 983,334 1045654 1045654 0 0
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -4,664)
0 0 0 -4,664 -4,664 -4,664 -4,664 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.0 100.0 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 14 14 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 49,150
COMMITMENTS
1,537 430 110 47,248 48,570 48,895 49,110 255 40
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,154)
0 301 0 899 853 899 1,154 255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.9 0.2 96.1 98.8 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 1 26 24 28 26
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 894,129
COMMITMENTS
30,175 36,272 3,920 860,034 853,937 894,129 894,129 0 0
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 17,629)
-1,552 9,765 -2,005 21,186 9,869 17,629 17,629 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.1 0.4 96.2 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 1 24 24 27 27
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,682
COMMITMENTS
330 84 20 17,883 18,417 18,233 18,521 449 161
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -0 0 -0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.4 0.1 95.7 98.6 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 30 35 31 37
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,825
COMMITMENTS
310 0 0 7,960 8,420 8,270 8,420 555 405
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 5)
0 0 0 5 125 5 125 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 90.2 95.4 93.7 95.4 6.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 24 22 25 22
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,195
COMMITMENTS
269 0 136 12,503 12,963 12,908 13,099 287 96
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -11)
-11 0 11 -11 -11 -11 0 -0 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 1.0 94.8 98.2 97.8 99.3 2.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 18 23 19
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,089
COMMITMENTS
0 432 130 11,413 11,446 11,543 12,008 546 81
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,114)
0 0 83 934 1,206 1,017 1,289 97 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 1.1 94.4 94.7 95.5 99.3 4.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 2 27 30 29 32
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,900
COMMITMENTS
0 60 70 5,410 5,349 5,480 5,479 420 421
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 457)
0 -35 15 502 312 517 292 -60 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 1.2 91.7 90.7 92.9 92.9 7.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 19 18 20 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,933,822
COMMITMENTS
295,659 104,136 996,222 1544239 1725911 2836120 2826270 97,701 107,552
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 13,962)
10,897 -16,846 3,874 14,841 27,510 29,612 14,537 -15,649 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 3.5 34.0 52.6 58.8 96.7 96.3 3.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
163 103 193 84 100 341 307
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,844
COMMITMENTS
5,824 23,729 20,022 62,878 44,345 88,724 88,097 1,120 1,748
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 2,748)
692 -923 1,613 492 2,126 2,797 2,816 -49 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 26.4 22.3 70.0 49.4 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 7 14 19 20 33 34
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 220,869
COMMITMENTS
37,494 36,766 1,839 148,941 139,134 188,274 177,739 32,595 43,130
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 2,488)
2,049 989 891 298 1,599 3,238 3,479 -750 -991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 16.6 0.8 67.4 63.0 85.2 80.5 14.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 5 6 29 30 36 38
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 212,382
COMMITMENTS
33,873 8,399 52,145 122,847 149,257 208,865 209,801 3,517 2,581
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 870)
-811 27 35 1,491 542 715 604 155 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 4.0 24.6 57.8 70.3 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
29 12 35 29 31 70 68
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 691,275
COMMITMENTS
50,700 2,954 88,210 532,539 581,347 671,450 672,511 19,825 18,763
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 18,735)
1,049 -4 1,490 16,103 17,133 18,641 18,619 93 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.4 12.8 77.0 84.1 97.1 97.3 2.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 1 13 32 33 45 46
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,126
COMMITMENTS
152 2,130 350 77,249 76,191 77,751 78,671 2,375 1,455
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 3,043)
0 25 100 2,358 2,483 2,458 2,608 585 435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.7 0.4 96.4 95.1 97.0 98.2 3.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
2 7 3 48 52 53 59
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 167,499
COMMITMENTS
19,305 43,557 12,103 129,545 104,270 160,953 159,930 6,546 7,569
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -1,685)
-1,210 1,758 -3,078 2,155 -44 -2,133 -1,364 448 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 26.0 7.2 77.3 62.3 96.1 95.5 3.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 17 17 24 24 45 45
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,245
COMMITMENTS
2,784 2,825 2,179 29,885 31,291 34,848 36,295 3,397 1,950
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -737)
0 0 -500 314 414 -186 -86 -551 -651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 7.4 5.7 78.1 81.8 91.1 94.9 8.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 5 14 15 20 20
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 108,610
COMMITMENTS
4,615 3,035 1,875 70,959 80,230 77,449 85,140 31,161 23,470
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 977)
0 -15 8 671 492 679 485 298 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.8 1.7 65.3 73.9 71.3 78.4 28.7 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 23 20 27 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,013
COMMITMENTS
0 1,368 0 40,818 39,543 40,818 40,911 195 102
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 615)
0 0 0 615 615 615 615 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 99.5 96.4 99.5 99.8 0.5 0.2
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 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,694
COMMITMENTS
14,789 1,885 113 4,832 20,218 19,734 22,216 2,960 478
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 447)
418 -317 40 19 756 477 479 -30 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.2 8.3 0.5 21.3 89.1 87.0 97.9 13.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
89 12 3 11 30 102 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 31,649
COMMITMENTS
20,804 1,377 42 5,448 28,930 26,294 30,349 5,355 1,300
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -578)
-629 -859 -91 -137 76 -857 -874 279 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.7 4.4 0.1 17.2 91.4 83.1 95.9 16.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
85 7 3 10 31 96 40
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 272,334
COMMITMENTS
78,999 13,813 35,054 123,341 205,170 237,394 254,038 34,940 18,296
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 12,750)
4,349 1,223 951 -6,753 9,317 -1,453 11,490 14,203 1,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 5.1 12.9 45.3 75.3 87.2 93.3 12.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
67 21 42 65 86 153 132
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,438
COMMITMENTS
1,994 0 444 17,533 19,378 19,971 19,822 5,467 5,616
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,939)
774 0 -171 1,629 3,330 2,232 3,159 -293 -1,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 1.7 68.9 76.2 78.5 77.9 21.5 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 3 20 22 23 25
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,607
COMMITMENTS
2,129 50 150 7,660 9,636 9,939 9,836 668 771
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 340)
75 -100 100 350 525 525 525 -185 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 0.5 1.4 72.2 90.8 93.7 92.7 6.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 1 2 29 36 35 38
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,174
COMMITMENTS
2,869 0 0 37,971 41,864 40,840 41,864 1,334 310
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 2,857)
24 0 0 2,768 2,602 2,792 2,602 65 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.0 90.0 99.3 96.8 99.3 3.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 0 0 34 31 37 31
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,350
COMMITMENTS
915 0 0 21,105 21,090 22,020 21,090 330 1,260
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 2,720)
0 0 0 2,600 2,720 2,600 2,720 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 94.4 94.4 98.5 94.4 1.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 26 16 28 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,340
COMMITMENTS
1,900 50 150 13,190 14,090 15,240 14,290 100 1,050
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 193)
150 0 0 43 193 193 193 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.3 1.0 86.0 91.9 99.3 93.2 0.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 1 28 27 32 29
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,136
COMMITMENTS
367 121 0 2,558 3,038 2,925 3,159 1,211 977
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 64)
3 0 0 91 83 94 83 -30 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 2.9 0.0 61.8 73.5 70.7 76.4 29.3 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 0 17 17 19 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,594
COMMITMENTS
420 0 0 17,844 18,569 18,264 18,569 330 25
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,377)
120 0 0 1,287 1,377 1,407 1,377 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 96.0 99.9 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 24 18 25 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,804
COMMITMENTS
2,751 358 27 16,437 19,271 19,215 19,656 589 148
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 716)
-31 0 6 613 672 588 678 128 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 1.8 0.1 83.0 97.3 97.0 99.3 3.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 1 2 28 32 34 35
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,476
COMMITMENTS
961 267 18 9,338 10,018 10,317 10,303 159 173
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 340)
0 0 0 362 302 362 302 -22 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 2.5 0.2 89.1 95.6 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 24 21 25 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,224
COMMITMENTS
12,485 420 1,530 39,814 52,942 53,829 54,892 3,395 2,332
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 602)
-1 150 0 632 407 631 557 -29 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 0.7 2.7 69.6 92.5 94.1 95.9 5.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 2 3 31 35 38 40
Updated October 30, 2009