GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,040
COMMITMENTS
0 0 0 12,039 11,879 12,039 11,879 1 161
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,226)
0 0 0 1,429 1,278 1,429 1,278 -203 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 98.7 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 0 0 32 34 32 34
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,903
COMMITMENTS
0 495 365 12,358 11,983 12,723 12,843 180 60
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 536)
0 0 0 536 536 536 536 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 2.8 95.8 92.9 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 2 28 30 30 33
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,065
COMMITMENTS
37 438 127 4,937 4,846 5,101 5,411 964 654
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 871)
-2 10 7 1,174 862 1,179 879 -308 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 7.2 2.1 81.4 79.9 84.1 89.2 15.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 3 29 32 32 35
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,416
COMMITMENTS
50 50 75 4,657 4,579 4,782 4,704 634 712
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,043)
0 0 5 1,027 973 1,032 978 11 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.9 1.4 86.0 84.5 88.3 86.9 11.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 2 36 39 39 42
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 255,892
COMMITMENTS
19,963 14,813 64,517 141,507 148,557 225,987 227,887 29,905 28,005
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 9,709)
-304 1,080 5,654 9,447 2,185 14,798 8,919 -5,089 790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 5.8 25.2 55.3 58.1 88.3 89.1 11.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
24 23 42 58 60 108 106
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,342
COMMITMENTS
1,729 2,969 7,066 3,861 2,993 12,655 13,027 686 315
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 93)
390 438 -545 207 206 52 100 41 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 22.3 53.0 28.9 22.4 94.9 97.6 5.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 11 13 13 24 24
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 10,980
COMMITMENTS
87 1,463 100 10,643 9,267 10,830 10,830 150 150
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 2,325)
37 100 0 2,238 2,239 2,275 2,339 50 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 13.3 0.9 96.9 84.4 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 1 28 31 30 35
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,970
COMMITMENTS
235 75 0 5,010 5,840 5,245 5,915 725 55
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 845)
0 0 0 525 1,120 525 1,120 320 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.3 0.0 83.9 97.8 87.9 99.1 12.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 19 17 20 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,236,487
COMMITMENTS
216,510 370,500 458,176 484,097 368,209 1158783 1196886 77,704 39,601
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 8,058)
-3,262 -16,450 10,407 -1,303 13,053 5,842 7,010 2,217 1,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 30.0 37.1 39.2 29.8 93.7 96.8 6.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
67 59 91 80 70 196 179
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 30,902
COMMITMENTS
453 18,997 3,471 13,577 7,956 17,501 30,423 13,400 478
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -640)
-13,867 -308 43 -17 101 -13,841 -164 13,201 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 61.5 11.2 43.9 25.7 56.6 98.5 43.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 15 13 8 10 22 29
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,226
COMMITMENTS
114 6,162 3,320 81,227 72,937 84,661 82,419 7,565 9,807
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,329)
-292 -877 574 2,499 2,190 2,781 1,887 -1,452 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.7 3.6 88.1 79.1 91.8 89.4 8.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 3 24 23 27 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,700
COMMITMENTS
3,180 8,942 4,816 39,105 32,141 47,101 45,899 7,599 8,801
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 3,550)
721 -2,175 1,297 2,387 4,873 4,405 3,995 -855 -445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 16.3 8.8 71.5 58.8 86.1 83.9 13.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 5 20 14 25 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,284
COMMITMENTS
4,139 1,336 1,131 80,685 81,359 85,955 83,826 6,329 8,458
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,634)
184 151 118 2,882 4,189 3,184 4,458 -1,550 -2,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.4 1.2 87.4 88.2 93.1 90.8 6.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 3 27 28 31 31
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,545
COMMITMENTS
12,883 964 5,165 47,800 56,511 65,848 62,640 6,697 9,905
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,856)
-3,713 -2,224 1,262 6,425 2,239 3,974 1,277 -2,118 579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 1.3 7.1 65.9 77.9 90.8 86.3 9.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 22 22 25 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,450
COMMITMENTS
2,207 10,608 3,212 78,344 72,005 83,763 85,825 8,687 6,625
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 2,557)
-3,122 3,478 1,136 6,195 -1,559 4,209 3,055 -1,652 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 11.5 3.5 84.7 77.9 90.6 92.8 9.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 2 27 31 29 36
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 104,609
COMMITMENTS
12,200 732 5,679 76,592 81,003 94,471 87,414 10,138 17,195
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -1,293)
484 0 37 -1,982 -1,554 -1,461 -1,517 168 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 0.7 5.4 73.2 77.4 90.3 83.6 9.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 19 26 21 29
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,048
COMMITMENTS
4,750 6,848 2,478 32,712 29,094 39,940 38,420 5,108 6,628
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,292)
-276 1,498 176 1,112 -1,350 1,012 324 280 968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 15.2 5.5 72.6 64.6 88.7 85.3 11.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 3 14 14 18 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,994
COMMITMENTS
1,834 1,743 26,245 56,909 56,837 84,988 84,825 6,006 6,169
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 557)
417 -2,682 2,145 -2,356 1,094 206 557 351 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.9 28.8 62.5 62.5 93.4 93.2 6.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 12 16 16 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,614
COMMITMENTS
0 481 732 44,175 40,672 44,907 41,885 6,707 9,729
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 656)
0 -383 0 2,754 780 2,754 397 -2,098 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 1.4 85.6 78.8 87.0 81.2 13.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 22 17 23 18
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,058
COMMITMENTS
1,482 5,770 7,240 66,789 60,204 75,511 73,214 7,547 9,844
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,841)
-1,735 1,146 1,383 2,155 -370 1,803 2,159 38 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 6.9 8.7 80.4 72.5 90.9 88.1 9.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 6 5 25 28 31 34
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,162,098
COMMITMENTS
120,812 65,898 988,871 1047597 1103388 2157281 2158157 4,817 3,941
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 59,558)
-9,262 8,742 27,490 40,929 23,261 59,158 59,494 400 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.0 45.7 48.5 51.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
40 24 58 54 53 118 112
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,691
COMMITMENTS
10,223 18,567 20,343 68,401 69,670 98,967 108,580 20,724 11,111
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,364)
-316 -684 736 365 980 785 1,032 579 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 15.5 17.0 57.1 58.2 82.7 90.7 17.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 5 6 26 25 32 31
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,991
COMMITMENTS
15,033 0 9,166 86,270 95,308 110,469 104,474 6,522 12,517
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -345)
-3,650 0 697 2,972 -1,075 19 -378 -364 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.0 7.8 73.7 81.5 94.4 89.3 5.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 4 21 22 26 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,889
COMMITMENTS
4,280 240 0 80,609 84,283 84,889 84,523 0 366
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -9,713)
-1,398 240 -310 -6,703 -9,395 -8,411 -9,465 -1,302 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.3 0.0 95.0 99.3 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 13 12 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 225,893
COMMITMENTS
11,305 9,443 4,121 193,184 200,458 208,610 214,022 17,283 11,871
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -1,082)
218 44 -913 380 -818 -315 -1,687 -767 605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.2 1.8 85.5 88.7 92.3 94.7 7.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 5 4 40 33 46 39
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 198,781
COMMITMENTS
2,587 17,589 9,266 175,917 166,335 187,770 193,190 11,011 5,591
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -588)
-791 -3,176 142 -739 2,427 -1,388 -607 800 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.8 4.7 88.5 83.7 94.5 97.2 5.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 5 37 32 42 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 248,822
COMMITMENTS
4,850 4,450 19,246 209,361 213,561 233,457 237,257 15,365 11,565
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -1,384)
-2,913 -2,190 1,285 -2,652 -1,834 -4,280 -2,739 2,896 1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.8 7.7 84.1 85.8 93.8 95.4 6.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 4 5 42 46 47 52
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 197,305
COMMITMENTS
19,064 8,684 25,334 146,810 156,795 191,208 190,813 6,097 6,492
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 8,179)
-1,270 1,909 5,560 4,413 762 8,703 8,231 -524 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 4.4 12.8 74.4 79.5 96.9 96.7 3.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 4 6 37 35 45 42
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,346
COMMITMENTS
355 2,908 984 36,079 30,309 37,418 34,201 8,928 12,145
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 675)
-263 0 0 481 667 218 667 457 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.3 2.1 77.8 65.4 80.7 73.8 19.3 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 14 13 17 16
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,902,453
COMMITMENTS
1421086 531,251 1127759 1329596 2228646 3878441 3887656 24,012 14,797
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 59,372)
-67,885 -64,041 74,368 54,450 49,133 60,933 59,460 -1,561 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 13.6 28.9 34.1 57.1 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
28 26 47 101 96 154 145
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,142,182
COMMITMENTS
200,719 453,650 247,889 688,872 438,590 1137480 1140129 4,702 2,053
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 53,305)
5,335 -9,780 24,040 23,756 38,942 53,131 53,202 174 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 39.7 21.7 60.3 38.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
22 25 38 40 37 82 80
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,254
COMMITMENTS
225 0 0 2,029 2,254 2,254 2,254 0 0
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 90.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 13 10 15 10
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 103,805
COMMITMENTS
3,984 437 14,301 84,847 88,743 103,132 103,480 673 325
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,691)
-219 50 553 1,279 1,091 1,614 1,694 77 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.4 13.8 81.7 85.5 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 5 8 30 29 40 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,532
COMMITMENTS
2,959 72 795 28,023 30,939 31,778 31,807 755 726
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,512)
-0 20 -4 1,514 1,495 1,509 1,511 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.2 2.4 86.1 95.1 97.7 97.8 2.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 20 21 23 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,416
COMMITMENTS
0 120 0 11,364 10,888 11,364 11,008 1,052 1,408
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 466)
0 0 0 366 526 366 526 100 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 91.5 87.7 91.5 88.7 8.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 16 17 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 34,986
COMMITMENTS
0 640 2,240 30,372 30,950 32,612 33,830 2,374 1,156
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -748)
0 0 0 -772 -724 -772 -724 24 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 6.4 86.8 88.5 93.2 96.7 6.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 23 18 25 20
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,762
COMMITMENTS
0 300 180 30,412 29,060 30,592 29,540 170 1,222
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,368)
0 0 0 1,448 1,368 1,448 1,368 -80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.6 98.9 94.5 99.4 96.0 0.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 22 19 23 20
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| 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: 10,224
COMMITMENTS
120 0 0 10,012 9,542 10,132 9,542 92 682
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 246)
0 0 0 246 266 246 266 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 97.9 93.3 99.1 93.3 0.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 16 20 16
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,348
COMMITMENTS
0 0 0 8,318 7,979 8,318 7,979 30 369
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 280)
0 0 0 1,257 571 1,257 571 -977 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 95.6 99.6 95.6 0.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 19 17 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,102,850
COMMITMENTS
171,637 118,481 1372496 1497700 1532036 3041833 3023013 61,017 79,837
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 122,476)
1,721 -5,751 64,322 57,485 64,387 123,528 122,958 -1,051 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 3.8 44.2 48.3 49.4 98.0 97.4 2.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
90 116 154 79 95 259 283
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 101,488
COMMITMENTS
11,675 14,539 32,719 54,420 53,282 98,813 100,540 2,675 948
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 8,122)
-4,634 323 5,857 5,240 1,833 6,463 8,014 1,659 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 14.3 32.2 53.6 52.5 97.4 99.1 2.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 11 14 13 12 28 28
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 148,537
COMMITMENTS
20,053 11,407 10,753 82,607 78,408 113,413 100,568 35,124 47,969
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 8,609)
-60 -999 1,563 3,767 13,745 5,270 14,309 3,339 -5,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 7.7 7.2 55.6 52.8 76.4 67.7 23.6 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 5 7 18 19 25 26
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 414,322
COMMITMENTS
34,454 11,015 185,511 192,018 213,861 411,983 410,387 2,339 3,934
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 26,562)
3,135 685 15,611 7,759 9,319 26,505 25,615 57 946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 2.7 44.8 46.3 51.6 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
32 22 46 36 36 89 83
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 328,628
COMMITMENTS
11,551 6,852 81,242 227,412 231,602 320,206 319,696 8,422 8,932
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 21,803)
-2,108 0 2,388 19,626 17,826 19,906 20,214 1,897 1,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.1 24.7 69.2 70.5 97.4 97.3 2.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 3 10 30 29 40 39
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,885
COMMITMENTS
180 900 735 36,970 36,250 37,885 37,885 1,000 1,000
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 8,025)
-15 0 50 8,005 7,975 8,040 8,025 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.3 1.9 95.1 93.2 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 3 3 36 37 40 42
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 195,177
COMMITMENTS
16,798 37,515 37,134 128,815 111,991 182,747 186,640 12,430 8,537
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 5,120)
541 369 140 4,741 5,393 5,422 5,902 -302 -782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 19.2 19.0 66.0 57.4 93.6 95.6 6.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
10 22 27 23 22 50 54
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,473
COMMITMENTS
6,052 9,266 3,668 19,112 16,314 28,832 29,248 2,641 2,225
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 83)
831 0 -194 -194 377 443 183 -360 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 29.4 11.7 60.7 51.8 91.6 92.9 8.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 6 5 11 12 19 20
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,079
COMMITMENTS
1,931 3,670 831 37,095 34,858 39,857 39,359 13,222 13,720
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 6.9 1.6 69.9 65.7 75.1 74.2 24.9 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 15 14 17 17
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,100
COMMITMENTS
0 720 0 10,100 9,380 10,100 10,100 0 0
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,837)
0 180 0 1,837 1,657 1,837 1,837 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.0 100.0 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 0 21 24 21 27
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,074
COMMITMENTS
10,386 3,591 0 2,677 10,561 13,063 14,152 2,011 922
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 452)
817 -198 0 -187 678 630 480 -178 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.9 23.8 0.0 17.8 70.1 86.7 93.9 13.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
44 21 0 19 22 63 43
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,240
COMMITMENTS
8,581 1,683 119 4,367 11,854 13,067 13,656 2,173 1,584
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 390)
172 13 -9 246 460 409 464 -19 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 11.0 0.8 28.7 77.8 85.7 89.6 14.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
27 17 2 13 17 42 34
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 182,513
COMMITMENTS
38,335 17,194 27,439 102,272 126,683 168,047 171,317 14,466 11,196
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 682)
732 607 -1,150 3,015 2,329 2,597 1,786 -1,915 -1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 9.4 15.0 56.0 69.4 92.1 93.9 7.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
39 28 40 69 75 129 125
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,536
COMMITMENTS
150 0 150 6,028 6,340 6,328 6,490 208 46
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,397)
0 0 50 1,313 1,501 1,363 1,551 34 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 2.3 92.2 97.0 96.8 99.3 3.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 2 26 25 29 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,536
COMMITMENTS
1,255 342 425 12,055 13,464 13,735 14,231 801 305
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,241)
100 0 -97 1,193 1,353 1,196 1,256 45 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 2.4 2.9 82.9 92.6 94.5 97.9 5.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 2 28 27 31 29
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,248
COMMITMENTS
90 610 0 2,627 2,448 2,717 3,058 531 190
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 146)
0 0 0 86 196 86 196 60 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 18.8 0.0 80.9 75.4 83.7 94.2 16.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 12 15 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,850
COMMITMENTS
0 0 100 2,725 2,725 2,825 2,825 25 25
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 3.5 95.6 95.6 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 1 16 17 17 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,838
COMMITMENTS
380 159 0 5,619 6,401 5,999 6,560 839 278
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 2,492)
0 0 0 2,364 2,268 2,364 2,268 128 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.3 0.0 82.2 93.6 87.7 95.9 12.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 19 14 20 16
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,086
COMMITMENTS
0 205 212 4,789 4,366 5,001 4,783 85 303
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 954)
-59 205 -73 1,086 600 954 732 0 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 4.2 94.2 85.8 98.3 94.0 1.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 20 17 21 18
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,764
COMMITMENTS
2,905 6,474 1,558 19,671 16,176 24,134 24,208 2,630 2,556
CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 2,661)
362 1,229 295 2,064 1,122 2,721 2,646 -60 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 24.2 5.8 73.5 60.4 90.2 90.4 9.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 4 5 20 27 26 35
Updated October 17, 2008