GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,635
COMMITMENTS
1,959 630 0 44,595 45,993 46,554 46,623 81 12
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,808)
222 0 0 1,589 1,814 1,811 1,814 -3 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.4 0.0 95.6 98.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 0 34 40 36 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,503
COMMITMENTS
100 0 0 20,372 20,443 20,472 20,443 31 60
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -534)
0 0 0 -233 -234 -233 -234 -301 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.4 99.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 30 30 31 30
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,069
COMMITMENTS
0 461 367 5,645 5,162 6,012 5,990 1,057 1,079
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 76)
0 15 -10 60 136 50 141 26 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 5.2 79.9 73.0 85.0 84.7 15.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 22 21 23 23
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,877
COMMITMENTS
513 80 536 9,680 10,352 10,729 10,968 1,148 909
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 616)
141 -116 45 425 672 611 601 5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.7 4.5 81.5 87.2 90.3 92.3 9.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 4 40 45 45 50
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,730
COMMITMENTS
35 144 69 8,869 8,859 8,973 9,072 757 658
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 529)
5 -48 -5 521 672 521 619 8 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.5 0.7 91.2 91.0 92.2 93.2 7.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 2 2 48 58 50 61
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,875
COMMITMENTS
0 0 0 8,865 8,855 8,865 8,855 10 20
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 260)
0 0 0 260 260 260 260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 99.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 18 18 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 368,025
COMMITMENTS
47,119 22,651 62,936 209,586 249,105 319,641 334,693 48,384 33,332
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -21,915)
-8,171 3,556 -11,378 -4,675 -10,439 -24,224 -18,262 2,308 -3,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 6.2 17.1 56.9 67.7 86.9 90.9 13.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
40 26 51 74 81 141 140
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 90,777
COMMITMENTS
510 5,599 24,886 59,044 54,767 84,440 85,251 6,337 5,525
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -2,622)
29 555 -1,315 -1,013 -1,608 -2,299 -2,367 -323 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 6.2 27.4 65.0 60.3 93.0 93.9 7.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 5 8 16 16 24 24
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 23,703
COMMITMENTS
1,025 393 737 20,553 21,639 22,315 22,769 1,388 934
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,416)
50 -50 250 866 1,316 1,166 1,516 250 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.7 3.1 86.7 91.3 94.1 96.1 5.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
3 6 6 47 51 55 58
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,294
COMMITMENTS
575 1,350 225 18,966 17,599 19,766 19,174 1,528 2,120
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,125)
0 -450 150 975 1,425 1,125 1,125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 6.3 1.1 89.1 82.6 92.8 90.0 7.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 25 23 28 26
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,736
COMMITMENTS
5,689 50 300 9,687 13,304 15,676 13,654 60 2,082
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -459)
-600 0 0 141 -459 -459 -459 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 0.3 1.9 61.6 84.5 99.6 86.8 0.4 13.2
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 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,959
COMMITMENTS
657 0 239 2,939 3,045 3,835 3,284 1,124 1,675
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.0 4.8 59.3 61.4 77.3 66.2 22.7 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 2 15 17 18 19
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 892,079
COMMITMENTS
155,392 218,992 313,374 349,065 315,718 817,832 848,085 74,248 43,995
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -50,568)
3,633 -8,130 -21,951 -15,154 -6,189 -33,472 -36,270 -17,096 -14,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 24.5 35.1 39.1 35.4 91.7 95.1 8.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
76 87 117 90 72 244 209
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,662
COMMITMENTS
2,733 98 2,066 62,317 62,607 67,116 64,771 6,546 8,891
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 605)
706 35 -225 124 893 605 703 0 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.1 2.8 84.6 85.0 91.1 87.9 8.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 19 18 23 22
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,152
COMMITMENTS
2,461 0 4,533 35,730 30,553 42,724 35,086 5,428 13,066
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -124)
0 0 -162 0 0 -162 -162 38 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 9.4 74.2 63.5 88.7 72.9 11.3 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 3 11 15 14 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,072
COMMITMENTS
1,322 2,869 400 71,858 69,244 73,580 72,513 10,492 11,559
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,567)
-827 0 0 4,394 3,443 3,567 3,443 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.4 0.5 85.5 82.4 87.5 86.3 12.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 27 27 29 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,008
COMMITMENTS
0 0 0 73,488 79,509 73,488 79,509 13,520 7,499
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 376)
0 0 0 1,741 248 1,741 248 -1,365 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.5 91.4 84.5 91.4 15.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 22 22 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,385
COMMITMENTS
3,691 1,444 6,042 68,962 78,631 78,695 86,117 13,690 6,268
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,364)
-486 487 503 1,133 768 1,150 1,758 214 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.6 6.5 74.6 85.1 85.2 93.2 14.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 4 24 23 28 29
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,375
COMMITMENTS
369 8,507 4,752 89,695 79,208 94,816 92,467 5,559 7,908
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -1,081)
-1,242 -452 -403 1,122 534 -523 -321 -558 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.5 4.7 89.4 78.9 94.5 92.1 5.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 3 19 25 23 28
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 30,687
COMMITMENTS
0 4,078 2,046 26,323 21,657 28,369 27,781 2,318 2,906
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -306)
0 -571 141 -447 552 -306 122 0 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.3 6.7 85.8 70.6 92.4 90.5 7.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 2 16 14 18 17
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,916
COMMITMENTS
8,451 5,132 3,876 74,933 83,176 87,260 92,184 11,656 6,732
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,496)
2,159 -1,277 -742 -195 2,207 1,222 188 274 1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 5.2 3.9 75.8 84.1 88.2 93.2 11.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 4 23 27 27 31
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,532,122
COMMITMENTS
47,443 118,848 463,271 1016210 944,389 1526924 1526509 5,198 5,613
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -123,515)
-1,558 -9,982 -57,919 -63,638 -55,518 -123,115 -123,418 -400 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 7.8 30.2 66.3 61.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
44 28 55 56 57 123 117
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,955
COMMITMENTS
6,076 2,420 0 101,777 101,600 107,853 104,020 3,102 6,935
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,596)
3,596 0 0 0 3,596 3,596 3,596 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.2 0.0 91.7 91.6 97.2 93.7 2.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 17 19 19 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 225,296
COMMITMENTS
10,438 10,161 3,921 202,101 205,623 216,460 219,705 8,836 5,591
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 2,469)
-1,483 8 571 3,297 1,617 2,385 2,196 84 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 4.5 1.7 89.7 91.3 96.1 97.5 3.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 1 4 41 38 47 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 150,642
COMMITMENTS
4,743 859 2,712 130,520 141,997 137,975 145,568 12,667 5,074
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 4,099)
445 0 334 3,480 3,891 4,259 4,225 -160 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.6 1.8 86.6 94.3 91.6 96.6 8.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 28 26 30 29
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 246,904
COMMITMENTS
6,185 0 17,305 205,370 218,474 228,860 235,779 18,044 11,125
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,430)
-2,013 0 970 2,381 548 1,338 1,518 92 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 7.0 83.2 88.5 92.7 95.5 7.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 4 34 36 38 40
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,020
COMMITMENTS
104 0 2,732 44,004 46,684 46,840 49,416 8,180 5,604
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -704)
-856 0 428 -276 -1,132 -704 -704 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 5.0 80.0 84.8 85.1 89.8 14.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 15 16 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,247
COMMITMENTS
242 1,258 682 62,296 63,634 63,220 65,574 6,027 3,673
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,771)
0 0 0 3,771 3,771 3,771 3,771 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.8 1.0 90.0 91.9 91.3 94.7 8.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 16 14 18 16
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,902,007
COMMITMENTS
565,282 122,102 876,513 1411846 1875720 2853641 2874335 48,366 27,672
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 17,534)
-17,228 4,219 9,688 11,437 -5,066 3,897 8,841 13,637 8,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 4.2 30.2 48.7 64.6 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
38 26 56 110 101 174 161
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 891,541
COMMITMENTS
109,461 138,258 152,961 625,008 597,411 887,430 888,630 4,111 2,911
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -106,166)
-48,662 -7,688 -20,677 -36,330 -78,141 -105,669 -106,506 -497 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 15.5 17.2 70.1 67.0 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 21 33 40 38 79 76
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,994
COMMITMENTS
59 800 80 2,710 1,948 2,849 2,828 145 166
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 501)
-11 99 33 424 349 446 481 55 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 26.7 2.7 90.5 65.1 95.2 94.5 4.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 2 13 14 15 18
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,120
COMMITMENTS
0 0 0 1,191 1,447 1,191 1,447 929 673
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 56.2 68.3 56.2 68.3 43.8 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 23 22 23
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 138,505
COMMITMENTS
1,524 2,403 5,458 130,774 130,349 137,756 138,209 749 296
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 4,539)
-143 -32 940 3,888 3,637 4,685 4,546 -146 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.7 3.9 94.4 94.1 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 5 5 36 33 43 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,159
COMMITMENTS
0 44 0 6,861 7,033 6,861 7,077 298 82
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -84)
0 0 0 -84 -84 -84 -84 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 95.8 98.2 95.8 98.9 4.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 13 15 13 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,290
COMMITMENTS
17 600 590 23,693 22,843 24,300 24,033 990 1,257
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 483)
-24 520 76 451 -317 503 279 -20 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.4 2.3 93.7 90.3 96.1 95.0 3.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 3 24 20 27 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,014
COMMITMENTS
0 1,110 500 29,917 30,204 30,417 31,814 1,597 200
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -142)
0 0 0 -52 -162 -52 -162 -90 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 1.6 93.4 94.3 95.0 99.4 5.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 27 24 29 26
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,482
COMMITMENTS
750 0 8 11,706 12,144 12,464 12,152 1,018 1,330
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 276)
-8 0 8 36 52 36 60 240 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.1 86.8 90.1 92.4 90.1 7.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 20 17 22 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,460
COMMITMENTS
94 0 738 44,818 45,346 45,650 46,084 810 376
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 437)
-0 0 3 421 700 424 703 13 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 1.6 96.5 97.6 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 24 23 27 25
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 12,126
COMMITMENTS
0 0 0 10,912 11,356 10,912 11,356 1,214 770
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 68)
0 0 0 44 32 44 32 24 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.0 93.7 90.0 93.7 10.0 6.3
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 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 18,869
COMMITMENTS
0 982 0 18,722 17,740 18,722 18,722 147 147
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 99.2 94.0 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 13 8 13 10
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 54,249
COMMITMENTS
220 400 0 53,194 53,749 53,414 54,149 835 100
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 0.0 98.1 99.1 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 20 10 21 11
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 886,299
COMMITMENTS
0 31,040 0 886,299 855,259 886,299 886,299 0 0
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 100.0 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 7 15 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 101,801
COMMITMENTS
0 5,575 0 101,801 96,186 101,801 101,761 0 40
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,325)
0 0 0 1,623 1,325 1,623 1,325 -298 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 0.0 100.0 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 17 14 17 16
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,691,430
COMMITMENTS
0 73,840 0 1691430 1617590 1691430 1691430 0 0
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 40,750)
0 0 0 40,750 40,750 40,750 40,750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 100.0 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 18 12 18 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 174,089
COMMITMENTS
6,777 0 0 167,312 173,354 174,089 173,354 0 735
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 270)
0 0 0 270 270 270 270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 96.1 99.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 0 21 28 24 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,769,912
COMMITMENTS
107,616 0 0 2662296 2769912 2769912 2769912 0 0
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 4,761)
0 0 0 4,761 4,761 4,761 4,761 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 96.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 0 20 23 23 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 62,213
COMMITMENTS
80 3,090 0 62,091 58,677 62,171 61,767 42 446
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.0 0.0 99.8 94.3 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 20 15 21 16
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,056,368
COMMITMENTS
0 83,880 0 1056368 972,488 1056368 1056368 0 0
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 23,400)
0 0 0 23,400 23,400 23,400 23,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 0.0 100.0 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 15 15 16
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 59,571
COMMITMENTS
8,970 579 45 50,301 58,907 59,316 59,531 255 40
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 7,660)
5,120 0 0 2,540 7,660 7,660 7,660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 1.0 0.1 84.4 98.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 1 24 25 26 27
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,045,422
COMMITMENTS
129,300 35,400 0 916,122 1010022 1045422 1045422 0 0
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 79,258)
46,640 0 0 32,618 79,258 79,258 79,258 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 3.4 0.0 87.6 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 0 24 24 26 26
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,639
COMMITMENTS
280 84 20 16,805 17,364 17,105 17,468 533 171
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,094)
0 0 0 1,032 1,079 1,032 1,079 62 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.5 0.1 95.3 98.4 97.0 99.0 3.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 31 34 32 36
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,754
COMMITMENTS
225 0 60 6,764 7,234 7,049 7,294 705 460
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 16)
-60 0 60 31 -29 31 31 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.8 87.2 93.3 90.9 94.1 9.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 24 21 25 22
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,049
COMMITMENTS
235 0 130 11,439 11,823 11,804 11,953 245 96
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 32)
0 0 -25 32 27 7 2 25 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 1.1 94.9 98.1 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 25 19 26 20
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,520
COMMITMENTS
83 245 24 13,882 14,056 13,989 14,325 531 195
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 819)
0 -65 0 749 869 749 804 70 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.7 0.2 95.6 96.8 96.3 98.7 3.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 27 30 29 31
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,249
COMMITMENTS
0 285 25 9,985 9,879 10,010 10,189 239 60
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,544)
0 0 0 1,594 1,544 1,594 1,544 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.2 97.4 96.4 97.7 99.4 2.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 15 16 16 17
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,604
COMMITMENTS
0 125 85 6,109 6,003 6,194 6,213 410 391
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 737)
0 -115 30 707 652 737 567 0 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 1.3 92.5 90.9 93.8 94.1 6.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 18 20 19 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,453,132
COMMITMENTS
247,429 103,987 763,533 1342469 1518564 2353431 2386084 99,701 67,048
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -38,068)
-18,117 -7,933 25,082 5,375 -118 12,341 17,031 -50,409 -55,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 4.2 31.1 54.7 61.9 95.9 97.3 4.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
148 76 171 83 101 307 282
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,818
COMMITMENTS
3,474 25,655 16,060 60,474 40,710 80,008 82,425 6,809 4,392
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -7,196)
-960 -848 -2,542 -6,884 -5,343 -10,386 -8,733 3,190 1,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 29.6 18.5 69.7 46.9 92.2 94.9 7.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 7 9 10 12 19 21
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,391
COMMITMENTS
37,599 33,458 2,548 150,879 135,416 191,026 171,422 20,365 39,969
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,423)
-563 -818 255 3,787 5,684 3,479 5,121 -56 -1,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 15.8 1.2 71.4 64.1 90.4 81.1 9.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 7 33 33 41 41
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 164,852
COMMITMENTS
30,972 5,995 39,165 90,763 116,052 160,899 161,211 3,952 3,640
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -4,719)
-1,961 75 -1,643 -1,052 -3,285 -4,656 -4,853 -63 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 3.6 23.8 55.1 70.4 97.6 97.8 2.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
24 11 29 23 23 59 53
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 660,139
COMMITMENTS
44,233 2,819 73,114 523,161 567,296 640,508 643,229 19,631 16,910
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -8,192)
-1,112 -86 -123 -6,711 -7,516 -7,946 -7,725 -246 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.4 11.1 79.3 85.9 97.0 97.4 3.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 1 11 35 36 46 47
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,288
COMMITMENTS
182 1,435 275 88,103 87,548 88,560 89,258 1,728 1,030
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 4,065)
0 0 0 4,190 4,090 4,190 4,090 -125 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.6 0.3 97.6 97.0 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
2 3 2 49 55 52 60
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 131,715
COMMITMENTS
15,442 29,582 10,101 100,929 85,430 126,472 125,113 5,243 6,602
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -18,031)
-6,992 -915 -5,635 -4,375 -9,777 -17,002 -16,327 -1,029 -1,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 22.5 7.7 76.6 64.9 96.0 95.0 4.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 13 15 24 24 43 42
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,781
COMMITMENTS
350 3,435 1,968 21,391 19,005 23,709 24,408 2,072 1,373
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,879)
-146 794 488 1,750 1,200 2,092 2,482 -213 -603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 13.3 7.6 83.0 73.7 92.0 94.7 8.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 5 4 14 16 19 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,010
COMMITMENTS
1,980 2,250 1,739 74,641 80,056 78,360 84,045 27,650 21,965
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 618)
0 0 0 561 365 561 365 57 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.1 1.6 70.4 75.5 73.9 79.3 26.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 26 23 29 25
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,257
COMMITMENTS
0 1,518 0 42,177 40,587 42,177 42,105 80 152
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 95)
0 300 0 95 540 95 840 0 -745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 99.8 96.0 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 3 0 27 36 27 39
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,929
COMMITMENTS
0 0 0 50,884 48,787 50,884 48,787 5,044 7,141
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -471)
0 0 0 -970 -411 -970 -411 499 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.0 87.2 91.0 87.2 9.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 20 19 20 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,916
COMMITMENTS
14,909 1,651 213 4,742 20,520 19,864 22,384 3,052 532
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 382)
60 169 -203 641 574 498 540 -116 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.1 7.2 0.9 20.7 89.5 86.7 97.7 13.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
88 13 6 23 29 114 46
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,981
COMMITMENTS
23,772 2,189 254 5,586 31,750 29,612 34,193 5,369 788
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 325)
93 355 49 174 154 316 558 9 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.0 6.3 0.7 16.0 90.8 84.7 97.7 15.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
91 16 4 13 32 108 50
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 277,904
COMMITMENTS
73,910 17,501 34,739 150,239 211,795 258,888 264,035 19,016 13,869
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -21,780)
-4,376 -891 -6,488 -6,418 -10,470 -17,283 -17,850 -4,498 -3,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 6.3 12.5 54.1 76.2 93.2 95.0 6.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
60 24 48 75 92 163 144
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,185
COMMITMENTS
1,933 0 423 15,105 16,014 17,461 16,437 5,724 6,748
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 102)
37 0 -17 73 -161 93 -178 9 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 1.8 65.1 69.1 75.3 70.9 24.7 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 3 17 18 20 21
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,041
COMMITMENTS
1,454 0 125 6,959 8,410 8,538 8,535 503 506
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 567)
0 0 50 467 417 517 467 50 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 0.0 1.4 77.0 93.0 94.4 94.4 5.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 0 2 28 32 34 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,044
COMMITMENTS
2,499 0 0 40,310 43,719 42,809 43,719 1,235 325
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 615)
0 0 0 651 600 651 600 -36 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.0 91.5 99.3 97.2 99.3 2.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 0 34 30 36 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,434
COMMITMENTS
3,010 0 0 20,150 22,180 23,160 22,180 274 1,254
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,534)
150 0 0 1,390 1,540 1,540 1,540 -6 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.0 0.0 86.0 94.6 98.8 94.6 1.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 0 25 16 28 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,690
COMMITMENTS
2,500 50 0 13,090 14,440 15,590 14,490 100 1,200
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 550)
0 0 0 600 600 600 600 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.3 0.0 83.4 92.0 99.4 92.4 0.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 0 29 30 32 31
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,993
COMMITMENTS
244 90 11 2,632 3,063 2,887 3,164 1,106 829
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 108)
43 0 11 -13 37 41 48 67 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.3 0.3 65.9 76.7 72.3 79.2 27.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 20 18 22 21
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,225
COMMITMENTS
420 0 0 15,560 16,215 15,980 16,215 245 10
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 662)
0 0 0 662 662 662 662 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 95.9 99.9 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 21 19 22 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,434
COMMITMENTS
1,773 0 41 17,501 19,315 19,315 19,356 119 78
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,322)
-353 0 14 1,661 1,308 1,322 1,322 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 0.2 90.1 99.4 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 0 3 31 34 37 37
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,293
COMMITMENTS
486 294 58 9,638 9,881 10,182 10,233 111 60
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 576)
224 0 0 277 576 501 576 75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.9 0.6 93.6 96.0 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 1 22 23 25 26
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,939
COMMITMENTS
9,633 311 1,802 39,904 50,335 51,339 52,448 2,600 1,491
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 142)
-1,186 -287 464 789 -35 67 142 75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 0.6 3.3 74.0 93.3 95.2 97.2 4.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 4 33 36 39 41
RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE Code-967652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,389
COMMITMENTS
5,237 550 1,827 13,862 18,031 20,926 20,408 3,463 3,981
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 405)
-162 0 225 521 -416 584 -191 -179 596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 2.3 7.5 56.8 73.9 85.8 83.7 14.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 5 12 14 17 19
Updated November 30, 2009