GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,172
COMMITMENTS
0 0 0 9,046 9,057 9,046 9,057 126 115
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 1,048)
0 0 0 978 978 978 978 70 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 98.7 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 28 31 28 31
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,037
COMMITMENTS
0 235 630 9,387 9,172 10,017 10,037 20 0
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 1,843)
0 0 0 1,843 1,843 1,843 1,843 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 6.3 93.5 91.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 2 29 30 31 33
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,907
COMMITMENTS
360 939 121 5,927 5,245 6,408 6,305 499 602
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 13.6 1.8 85.8 75.9 92.8 91.3 7.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 17 16 19 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,085
COMMITMENTS
69 547 92 3,782 3,709 3,943 4,348 1,142 737
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 614)
-2 -18 -30 484 612 452 564 162 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 10.8 1.8 74.4 72.9 77.5 85.5 22.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 3 24 27 27 31
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,350
COMMITMENTS
50 10 70 3,712 3,578 3,832 3,658 518 692
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 724)
50 0 0 823 790 873 790 -149 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 1.6 85.3 82.3 88.1 84.1 11.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 2 36 41 39 43
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 260,269
COMMITMENTS
20,005 12,364 68,967 135,797 150,193 224,770 231,524 35,499 28,745
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 603)
-6,083 -2,330 3,582 2,713 -496 212 755 391 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 4.8 26.5 52.2 57.7 86.4 89.0 13.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
27 24 42 60 63 113 110
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,730
COMMITMENTS
1,932 4,179 9,493 4,424 2,704 15,849 16,376 881 353
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 227)
-471 -234 869 34 -185 432 450 -205 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 25.0 56.7 26.4 16.2 94.7 97.9 5.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 4 11 11 11 22 22
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 9,488
COMMITMENTS
355 1,263 0 8,533 7,450 8,888 8,713 600 775
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 288)
0 -125 -50 63 13 13 -162 275 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 13.3 0.0 89.9 78.5 93.7 91.8 6.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 0 28 28 30 32
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,517
COMMITMENTS
592 222 0 3,525 4,270 4,117 4,492 400 25
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 170)
0 0 0 5 175 5 175 165 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 4.9 0.0 78.0 94.5 91.1 99.4 8.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 13 17 15 19
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,282,342
COMMITMENTS
202,930 418,877 485,850 511,833 338,650 1200613 1243376 81,729 38,966
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -24,766)
-3,357 31,295 -37,703 19,776 -15,538 -21,284 -21,945 -3,482 -2,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 32.7 37.9 39.9 26.4 93.6 97.0 6.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
94 56 104 81 73 222 195
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 29,673
COMMITMENTS
12,073 17,052 3,841 13,641 7,464 29,555 28,357 118 1,316
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -82)
430 -850 -503 2 703 -72 -650 -10 569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 57.5 12.9 46.0 25.2 99.6 95.6 0.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 13 16 7 9 24 29
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,364
COMMITMENTS
0 9,175 2,312 81,352 70,470 83,664 81,957 13,700 15,407
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -4,049)
-632 2,511 -855 -8,504 -11,641 -9,991 -9,985 5,942 5,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 2.4 83.6 72.4 85.9 84.2 14.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 3 24 24 27 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,485
COMMITMENTS
2,397 11,562 5,293 45,462 37,208 53,152 54,063 7,333 6,422
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -415)
0 -1,290 1,134 -1,308 897 -174 741 -241 -1,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 19.1 8.8 75.2 61.5 87.9 89.4 12.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 4 4 27 21 31 26
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,099
COMMITMENTS
4,054 2,266 792 83,735 85,364 88,581 88,422 6,518 6,677
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 274)
0 0 0 1,186 1,306 1,186 1,306 -912 -1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.4 0.8 88.1 89.8 93.1 93.0 6.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 4 30 30 34 34
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,341
COMMITMENTS
1,922 2,947 462 72,776 71,415 75,160 74,824 10,181 10,517
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 1,574)
0 -214 214 2,145 4,243 2,359 4,243 -785 -2,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.5 0.5 85.3 83.7 88.1 87.7 11.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 21 24 25 26
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,248
COMMITMENTS
3,006 5,945 5,205 33,226 29,593 41,437 40,743 3,811 4,505
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 1,384)
-163 -435 971 1,362 483 2,170 1,019 -786 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 13.1 11.5 73.4 65.4 91.6 90.0 8.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 4 13 11 17 15
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,338
COMMITMENTS
13,586 503 5,931 45,686 61,249 65,203 67,683 9,135 6,655
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -3,017)
-3,326 0 645 -243 -1,223 -2,924 -578 -93 -2,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 0.7 8.0 61.5 82.4 87.7 91.0 12.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 3 22 25 27 28
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,437
COMMITMENTS
4,583 8,092 3,316 80,810 77,854 88,709 89,262 5,728 5,175
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -1,042)
928 97 -527 512 -397 913 -827 -1,955 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 8.6 3.5 85.6 82.4 93.9 94.5 6.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 4 3 31 38 34 43
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,511
COMMITMENTS
11,807 488 5,670 81,465 83,272 98,942 89,430 7,569 17,081
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -1,097)
2,631 0 -63 -5,072 -2,461 -2,504 -2,524 1,407 1,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.5 5.3 76.5 78.2 92.9 84.0 7.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 22 27 25 30
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,964
COMMITMENTS
2,363 5,126 2,516 35,147 30,036 40,026 37,678 4,938 7,286
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 149)
0 -922 237 -41 1,167 196 482 -47 -333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 11.4 5.6 78.2 66.8 89.0 83.8 11.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 4 17 20 21 24
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,959
COMMITMENTS
1,665 5,734 23,280 61,484 62,344 86,429 91,358 9,530 4,601
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 2,308)
-54 -751 2,445 -4,877 -2,123 -2,486 -429 4,794 2,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.0 24.3 64.1 65.0 90.1 95.2 9.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 3 17 19 21 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,233
COMMITMENTS
500 140 1,557 43,389 45,228 45,446 46,925 9,787 8,308
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 1,039)
-552 140 -140 1,912 1,225 1,220 1,225 -181 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 2.8 78.6 81.9 82.3 85.0 17.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 25 23 28 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,293
COMMITMENTS
2,124 4,480 7,469 76,204 74,089 85,797 86,038 5,496 5,255
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -501)
-1,421 175 872 1,302 -1,880 753 -833 -1,254 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 4.9 8.2 83.5 81.2 94.0 94.2 6.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 5 4 32 34 38 39
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,998
COMMITMENTS
0 3,652 257 30,361 30,165 30,618 34,074 10,380 6,924
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 0.6 74.1 73.6 74.7 83.1 25.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 15 14 16
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,744
COMMITMENTS
0 1,270 0 41,447 41,610 41,447 42,880 6,297 4,864
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 604 0 604 0 -604 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 86.8 87.2 86.8 89.8 13.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 18 15 18 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,267,280
COMMITMENTS
188,369 28,010 1083351 989,309 1151198 2261028 2262559 6,251 4,721
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -34,000)
30,119 2,497 -20,400 -33,373 -6,450 -23,653 -24,352 -10,346 -9,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 1.2 47.8 43.6 50.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
42 25 59 61 59 127 119
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 120,674
COMMITMENTS
7,420 23,316 21,055 76,668 66,811 105,143 111,182 15,531 9,492
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 10,394)
-862 3,731 5,707 4,895 139 9,740 9,577 654 817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 19.3 17.4 63.5 55.4 87.1 92.1 12.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 7 7 31 28 38 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,511
COMMITMENTS
16,482 0 10,254 89,375 99,052 116,111 109,306 6,400 13,205
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 2,980)
1,878 0 -801 2,157 2,778 3,234 1,977 -254 1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.0 8.4 73.0 80.9 94.8 89.2 5.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 0 4 24 20 30 24
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,110
COMMITMENTS
5,740 0 0 86,382 92,252 92,122 92,252 988 858
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 1,888)
220 0 0 1,172 1,799 1,392 1,799 496 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.0 92.8 99.1 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 14 17 16 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 237,007
COMMITMENTS
10,750 13,787 5,827 203,085 205,819 219,662 225,433 17,345 11,574
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -2,555)
609 8,541 -270 -1,074 -11,545 -735 -3,274 -1,820 719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.8 2.5 85.7 86.8 92.7 95.1 7.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 4 6 44 36 52 45
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 208,408
COMMITMENTS
4,702 20,335 11,093 180,182 171,736 195,977 203,164 12,431 5,244
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -6,956)
-533 1,871 -718 -6,832 -6,992 -8,083 -5,839 1,127 -1,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 9.8 5.3 86.5 82.4 94.0 97.5 6.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 4 37 31 43 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 252,023
COMMITMENTS
6,001 5,677 21,603 211,704 211,735 239,308 239,015 12,715 13,008
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 6,883)
-1,267 574 1,620 7,971 7,094 8,324 9,288 -1,441 -2,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.3 8.6 84.0 84.0 95.0 94.8 5.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 6 8 47 48 55 57
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 202,494
COMMITMENTS
21,982 6,980 22,207 148,774 162,930 192,963 192,117 9,531 10,377
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 1,483)
3,361 2,219 -434 -4,209 -3,037 -1,282 -1,252 2,765 2,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.4 11.0 73.5 80.5 95.3 94.9 4.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 3 6 37 36 45 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,855
COMMITMENTS
957 3,623 1,354 40,204 36,851 42,515 41,828 8,340 9,027
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -306)
0 0 0 88 -306 88 -306 -394 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 7.1 2.7 79.1 72.5 83.6 82.2 16.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 2 23 20 27 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 4,058,562
COMMITMENTS
1613541 532,238 1152724 1268930 2359492 4035195 4044454 23,367 14,108
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 98,471)
83,783 73,292 -6,692 25,790 34,130 102,881 100,730 -4,410 -2,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 13.1 28.4 31.3 58.1 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
27 22 47 108 98 161 145
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,239,893
COMMITMENTS
183,084 540,500 257,090 795,285 440,035 1235459 1237625 4,434 2,268
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -12,860)
34,246 8,433 -32,557 -14,619 10,287 -12,930 -13,837 70 977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 43.6 20.7 64.1 35.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
22 24 39 44 43 85 87
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 106,117
COMMITMENTS
2,335 655 16,728 86,304 88,388 105,367 105,772 749 345
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -1,905)
-924 60 43 -371 -1,421 -1,252 -1,318 -653 -587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.6 15.8 81.3 83.3 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 4 8 26 28 34 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,507
COMMITMENTS
2,991 161 752 26,049 28,790 29,792 29,703 715 804
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -714)
-3 -27 -37 -728 -662 -768 -726 54 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.5 2.5 85.4 94.4 97.7 97.4 2.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 19 21 22 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 36,913
COMMITMENTS
0 616 2,324 32,682 32,494 35,006 35,434 1,907 1,479
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 1,342)
0 0 0 1,372 1,402 1,372 1,402 -30 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 6.3 88.5 88.0 94.8 96.0 5.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 3 21 17 24 20
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,938
COMMITMENTS
0 340 240 29,126 27,704 29,366 28,284 572 1,654
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 664)
0 0 0 544 540 544 540 120 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.8 97.3 92.5 98.1 94.5 1.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 22 20 23 21
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 9,872
COMMITMENTS
120 40 0 9,656 9,008 9,776 9,048 96 824
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 4)
0 0 0 4 4 4 4 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.4 0.0 97.8 91.2 99.0 91.7 1.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 16 19 17
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,507
COMMITMENTS
0 0 0 5,455 5,990 5,455 5,990 1,052 517
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.8 92.1 83.8 92.1 16.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 18 17 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,776,137
COMMITMENTS
198,256 120,490 1203563 1302831 1364892 2704649 2688944 71,487 87,193
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -456,526)
-2,441 -3,342 -267,707 -160,714 -171,331 -430,862 -442,380 -25,664 -14,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 4.3 43.4 46.9 49.2 97.4 96.9 2.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
103 103 145 76 95 257 271
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,112
COMMITMENTS
18,239 13,682 23,921 40,694 45,692 82,854 83,295 1,259 817
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -7,943)
-2,559 -1,479 -1,817 -3,156 -4,609 -7,533 -7,905 -409 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 16.3 28.4 48.4 54.3 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 10 14 13 12 28 28
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 140,090
COMMITMENTS
19,444 12,873 9,336 81,292 54,588 110,072 76,797 30,018 63,293
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 6,227)
-359 -373 432 16,990 -3,498 17,063 -3,439 -10,836 9,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 9.2 6.7 58.0 39.0 78.6 54.8 21.4 45.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 4 7 17 16 24 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 339,357
COMMITMENTS
24,575 9,918 150,355 159,998 172,547 334,928 332,821 4,429 6,537
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -78,433)
-4,639 -4,332 -37,926 -29,130 -31,215 -71,695 -73,473 -6,739 -4,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.9 44.3 47.1 50.8 98.7 98.1 1.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
27 27 45 36 35 86 84
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 311,358
COMMITMENTS
16,500 6,472 88,927 197,566 208,262 302,994 303,661 8,364 7,697
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 14,257)
1,316 -63 8,737 7,338 9,673 17,391 18,347 -3,133 -4,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.1 28.6 63.5 66.9 97.3 97.5 2.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 4 10 29 28 39 38
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,821
COMMITMENTS
150 875 825 26,181 25,471 27,156 27,171 665 650
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 1,955)
-150 0 300 1,805 1,655 1,955 1,955 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.1 3.0 94.1 91.6 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 4 3 38 34 41 40
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 191,293
COMMITMENTS
16,664 41,076 40,628 120,749 99,568 178,041 181,272 13,252 10,021
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -7,696)
-2,934 10,668 -5,882 -2,507 -15,931 -11,323 -11,145 3,627 3,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 21.5 21.2 63.1 52.0 93.1 94.8 6.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 22 25 22 21 49 51
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,831
COMMITMENTS
5,311 8,547 3,537 18,702 15,967 27,550 28,051 4,281 3,780
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 140)
0 0 0 -1,605 -1,605 -1,605 -1,605 1,745 1,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 26.9 11.1 58.8 50.2 86.6 88.1 13.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 4 11 12 17 18
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,542
COMMITMENTS
50 500 0 7,892 7,442 7,942 7,942 600 600
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 483)
0 0 0 -117 -117 -117 -117 600 600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.9 0.0 92.4 87.1 93.0 93.0 7.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 19 19 20 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,984
COMMITMENTS
9,917 3,972 71 2,796 9,750 12,784 13,793 2,200 1,191
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 407)
354 -414 5 -313 732 46 323 361 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.2 26.5 0.5 18.7 65.1 85.3 92.1 14.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
48 30 3 20 24 71 54
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 14,572
COMMITMENTS
7,853 3,177 106 3,833 9,165 11,792 12,448 2,780 2,124
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 1,167)
1,055 -80 -21 -178 790 856 689 311 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 21.8 0.7 26.3 62.9 80.9 85.4 19.1 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
23 11 3 11 22 35 36
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 231,005
COMMITMENTS
42,135 16,162 41,620 127,830 155,100 211,585 212,882 19,420 18,123
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 3,816)
-6,706 3,115 -4,214 12,052 -2,090 1,133 -3,189 2,683 7,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 7.0 18.0 55.3 67.1 91.6 92.2 8.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
45 22 36 76 79 139 122
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,925
COMMITMENTS
250 100 100 4,350 4,450 4,700 4,650 225 275
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 225)
0 0 0 200 200 200 200 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.0 2.0 88.3 90.4 95.4 94.4 4.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 25 22 27 24
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,766
COMMITMENTS
1,299 0 864 11,279 12,587 13,442 13,451 324 315
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 75)
-100 0 0 250 150 150 150 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 6.3 81.9 91.4 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 2 29 29 32 31
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,829
COMMITMENTS
0 530 130 2,182 1,924 2,312 2,584 517 245
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 325)
0 30 0 196 270 196 300 129 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.7 4.6 77.1 68.0 81.7 91.3 18.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 12 14 13 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,150
COMMITMENTS
275 0 0 2,850 3,100 3,125 3,100 25 50
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -125)
0 0 0 0 -100 0 -100 -125 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 0.0 90.5 98.4 99.2 98.4 0.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 18 22 20 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,187
COMMITMENTS
444 32 64 3,035 4,037 3,543 4,133 644 54
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 11)
0 0 0 342 239 342 239 -331 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.8 1.5 72.5 96.4 84.6 98.7 15.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 16 15 18 16
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,800
COMMITMENTS
178 0 135 2,316 2,343 2,629 2,478 171 322
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 4.8 82.7 83.7 93.9 88.5 6.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 12 16 13
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,237
COMMITMENTS
2,001 4,727 1,823 12,385 9,554 16,209 16,104 2,028 2,133
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 923)
345 285 -102 551 848 794 1,031 129 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 25.9 10.0 67.9 52.4 88.9 88.3 11.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 5 6 22 25 30 33
Updated September 26, 2008