GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,238
COMMITMENTS
0 0 0 21,172 21,163 21,172 21,163 66 75
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 4,191)
0 0 0 4,271 4,291 4,271 4,291 -80 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 0 0 35 35 35 35
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,881
COMMITMENTS
100 495 365 14,236 13,961 14,701 14,821 180 60
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 610)
0 0 0 610 610 610 610 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.3 2.5 95.7 93.8 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 2 28 30 31 33
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,633
COMMITMENTS
41 349 120 6,433 6,574 6,594 7,043 1,039 590
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 797)
5 -36 -10 719 874 714 828 83 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.6 1.6 84.3 86.1 86.4 92.3 13.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 3 33 37 36 40
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,468
COMMITMENTS
50 145 115 5,501 5,400 5,666 5,660 802 808
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 584)
0 95 40 317 390 357 525 227 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.2 1.8 85.0 83.5 87.6 87.5 12.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 2 3 40 40 44 45
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,655
COMMITMENTS
30 77 0 2,492 2,945 2,522 3,022 1,133 633
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.1 0.0 68.2 80.6 69.0 82.7 31.0 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 14 18 15 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 262,547
COMMITMENTS
23,385 15,536 65,293 142,454 155,415 231,131 236,244 31,415 26,303
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 1,609)
1,949 482 -1,634 3,751 5,351 4,066 4,198 -2,457 -2,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 5.9 24.9 54.3 59.2 88.0 90.0 12.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
28 22 42 66 68 117 115
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,393
COMMITMENTS
2,392 3,799 6,440 3,857 2,805 12,688 13,044 705 349
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 53)
501 808 -535 69 -239 35 34 17 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 28.4 48.1 28.8 20.9 94.7 97.4 5.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 3 11 13 13 24 24
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,012
COMMITMENTS
74 1,563 175 13,813 12,237 14,062 13,975 950 1,037
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 2,017)
-13 50 50 1,130 980 1,167 1,080 850 937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 10.4 1.2 92.0 81.5 93.7 93.1 6.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 4 2 34 36 37 41
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,215
COMMITMENTS
200 75 0 6,240 7,115 6,440 7,190 775 25
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -25)
-35 0 0 -40 -25 -75 -25 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.0 0.0 86.5 98.6 89.3 99.7 10.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 21 24 22 25
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,115,822
COMMITMENTS
123,840 258,179 452,900 461,081 365,958 1037820 1077037 78,002 38,785
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -104,735)
-74,296 -95,283 -5,704 -23,952 -1,310 -103,952 -102,297 -782 -2,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 23.1 40.6 41.3 32.8 93.0 96.5 7.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
67 60 88 77 66 194 172
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 32,840
COMMITMENTS
13,920 19,356 4,834 13,947 8,456 32,701 32,646 139 194
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 1,554)
1,583 1,449 -198 148 353 1,533 1,604 21 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 58.9 14.7 42.5 25.7 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 14 13 7 9 21 28
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,946
COMMITMENTS
0 6,382 2,723 82,833 70,337 85,556 79,442 7,390 13,504
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -3)
-163 925 -683 1,962 -87 1,116 155 -1,119 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 2.9 89.1 75.7 92.0 85.5 8.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 25 23 27 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,873
COMMITMENTS
3,210 10,513 4,997 45,723 34,342 53,930 49,852 5,943 10,021
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 2,750)
30 711 -179 3,535 818 3,386 1,350 -636 1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 17.6 8.3 76.4 57.4 90.1 83.3 9.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 4 21 15 25 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,737
COMMITMENTS
3,291 0 1,434 83,526 84,745 88,251 86,179 7,486 9,558
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 593)
-1,211 -1,336 425 1,853 2,511 1,067 1,600 -474 -1,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 1.5 87.2 88.5 92.2 90.0 7.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 2 27 29 30 31
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,663
COMMITMENTS
11,408 1,841 5,755 53,767 61,050 70,930 68,646 5,733 8,017
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 1,087)
-852 219 258 1,650 1,063 1,056 1,540 31 -453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 2.4 7.5 70.1 79.6 92.5 89.5 7.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 24 24 28 27
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,094
COMMITMENTS
2,666 10,865 2,959 83,485 76,133 89,110 89,957 6,984 6,137
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 1,482)
609 -1,073 -506 2,379 3,069 2,482 1,490 -1,000 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 11.3 3.1 86.9 79.2 92.7 93.6 7.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 4 2 33 32 35 37
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,510
COMMITMENTS
11,480 732 6,363 79,379 82,586 97,222 89,681 10,288 17,829
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 31)
846 0 -846 -29 119 -29 -727 60 758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.7 5.9 73.8 76.8 90.4 83.4 9.6 16.6
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 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,732
COMMITMENTS
5,194 7,062 1,078 28,996 28,624 35,268 36,764 7,464 5,968
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -942)
276 0 -162 -1,148 124 -1,034 -38 92 -904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 16.5 2.5 67.9 67.0 82.5 86.0 17.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 2 14 15 17 18
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,500
COMMITMENTS
2,024 5,312 21,661 59,891 57,771 83,576 84,744 5,924 4,756
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -335)
120 1,129 -1,268 510 968 -638 829 303 -1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.9 24.2 66.9 64.5 93.4 94.7 6.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 15 16 19 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,318
COMMITMENTS
0 469 0 49,554 46,543 49,554 47,012 7,764 10,306
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 5,106)
0 -12 -732 4,781 4,975 4,049 4,231 1,057 875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 86.5 81.2 86.5 82.0 13.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 22 18 22 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,969
COMMITMENTS
3,368 6,157 7,571 74,614 67,443 85,553 81,171 7,416 11,798
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 2,913)
1,766 -1,285 173 2,667 3,135 4,606 2,023 -1,693 890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 6.6 8.1 80.3 72.5 92.0 87.3 8.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 5 27 28 33 34
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,539
COMMITMENTS
0 48,984 0 90,115 40,185 90,115 89,169 424 1,370
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 54.1 0.0 99.5 44.4 99.5 98.5 0.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 13 13 14
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,142,535
COMMITMENTS
107,593 69,820 961,150 1068833 1107478 2137576 2138447 4,959 4,087
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -75,335)
-19,063 4,808 -44,640 -11,765 -35,888 -75,468 -75,719 133 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.3 44.9 49.9 51.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
45 23 63 52 52 119 116
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,729
COMMITMENTS
6,405 17,481 22,256 71,126 67,540 99,787 107,277 17,942 10,452
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -2,986)
-3,038 -32 -14 -729 -2,494 -3,781 -2,540 795 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 14.8 18.9 60.4 57.4 84.8 91.1 15.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 5 6 27 26 33 32
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 127,944
COMMITMENTS
18,390 0 7,708 96,391 106,088 122,489 113,796 5,455 14,148
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 1,797)
-144 0 -312 3,959 1,717 3,503 1,405 -1,706 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 0.0 6.0 75.3 82.9 95.7 88.9 4.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 0 3 23 23 27 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,610
COMMITMENTS
4,880 240 0 91,762 95,606 96,642 95,846 4,968 5,764
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 5,325)
0 0 0 5,205 4,775 5,205 4,775 120 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.2 0.0 90.3 94.1 95.1 94.3 4.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 14 18 16 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 236,483
COMMITMENTS
12,227 10,488 5,048 205,510 210,783 222,785 226,319 13,698 10,164
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 7,386)
-760 1,177 423 9,170 7,425 8,833 9,025 -1,447 -1,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 4.4 2.1 86.9 89.1 94.2 95.7 5.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 5 4 43 35 49 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 202,458
COMMITMENTS
2,414 17,257 9,938 179,695 171,733 192,047 198,928 10,411 3,530
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 1,912)
-120 -589 235 2,140 4,084 2,255 3,730 -343 -1,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 8.5 4.9 88.8 84.8 94.9 98.3 5.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 6 37 35 43 42
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 258,246
COMMITMENTS
2,769 7,480 17,838 223,455 223,056 244,062 248,374 14,184 9,872
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 5,723)
-2,315 2,237 996 8,055 4,519 6,736 7,752 -1,013 -2,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.9 6.9 86.5 86.4 94.5 96.2 5.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 4 7 43 45 50 53
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 203,031
COMMITMENTS
19,256 6,766 25,194 152,941 163,943 197,391 195,903 5,640 7,128
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 3,407)
-189 -443 -393 3,615 3,933 3,033 3,097 374 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 3.3 12.4 75.3 80.7 97.2 96.5 2.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 4 7 37 35 46 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,633
COMMITMENTS
248 431 341 39,401 36,879 39,990 37,651 7,643 9,982
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 1,182)
0 -919 -540 984 2,095 444 636 738 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.9 0.7 82.7 77.4 84.0 79.0 16.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 16 15 18 16
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,720,085
COMMITMENTS
1091782 261,086 1194509 1402547 2237875 3688838 3693470 31,247 26,615
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -189,284)
-266,892 -239,868 39,301 31,318 -2,271 -196,273 -202,838 6,989 13,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 7.0 32.1 37.7 60.2 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
28 25 47 113 102 164 152
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,287,279
COMMITMENTS
188,500 368,037 340,987 753,592 568,581 1283079 1277605 4,200 9,674
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 82,761)
-23,518 -103,418 76,594 29,892 101,650 82,968 74,826 -207 7,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 28.6 26.5 58.5 44.2 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
22 25 40 42 40 85 84
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,863
COMMITMENTS
275 150 200 2,388 2,413 2,863 2,763 0 100
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 350)
50 150 200 100 -100 350 250 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.2 7.0 83.4 84.3 100.0 96.5 0.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 13 11 16 12
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 108,633
COMMITMENTS
4,841 585 14,506 88,619 93,019 107,965 108,110 668 523
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 4,237)
1,083 258 107 3,066 3,689 4,256 4,053 -18 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.5 13.4 81.6 85.6 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 5 8 31 30 42 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,452
COMMITMENTS
128 228 0 8,666 8,671 8,794 8,899 658 553
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 124)
0 0 0 -256 105 -256 105 380 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.4 0.0 91.7 91.7 93.0 94.1 7.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 14 10 15 12
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,206
COMMITMENTS
2,463 106 813 30,540 33,487 33,816 34,405 1,390 801
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 1,781)
-243 17 -19 1,563 1,705 1,302 1,704 479 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.3 2.3 86.7 95.1 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 21 21 23 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,526
COMMITMENTS
0 120 0 12,396 12,036 12,396 12,156 1,130 1,370
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 98)
0 0 0 44 136 44 136 54 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 91.6 89.0 91.6 89.9 8.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 15 17 16
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 35,392
COMMITMENTS
0 640 2,240 30,642 31,284 32,882 34,164 2,510 1,228
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 544)
0 0 0 408 472 408 472 136 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 6.3 86.6 88.4 92.9 96.5 7.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 24 19 26 21
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,514
COMMITMENTS
0 60 180 32,154 31,052 32,334 31,292 180 1,222
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -120)
0 0 0 -130 -120 -130 -120 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.6 98.9 95.5 99.4 96.2 0.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 22 18 23 19
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,876
COMMITMENTS
0 1,097 638 9,866 9,865 10,504 11,600 1,372 276
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 540)
0 91 -37 510 1,133 473 1,187 67 -647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 5.4 83.1 83.1 88.4 97.7 11.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 18 17 20 19
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| 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: 11,934
COMMITMENTS
120 0 0 11,602 11,192 11,722 11,192 212 742
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 130)
0 0 0 130 130 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 97.2 93.8 98.2 93.8 1.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 17 22 17
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,738
COMMITMENTS
0 25 0 9,688 9,304 9,688 9,329 50 409
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 566)
0 25 0 546 556 546 581 20 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 99.5 95.5 99.5 95.8 0.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 20 19 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,220,414
COMMITMENTS
189,770 117,403 1400187 1581549 1636922 3171507 3154513 48,907 65,901
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 223,561)
13,175 10,330 116,014 91,101 94,324 220,291 220,668 3,271 2,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 3.6 43.5 49.1 50.8 98.5 98.0 1.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
99 108 150 76 95 259 278
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 118,876
COMMITMENTS
11,076 12,888 33,256 72,363 70,967 116,695 117,111 2,181 1,765
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 21,865)
3,344 56 873 17,735 20,878 21,952 21,808 -87 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 10.8 28.0 60.9 59.7 98.2 98.5 1.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 9 13 15 11 29 26
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 173,512
COMMITMENTS
26,849 15,209 10,866 101,861 93,538 139,576 119,613 33,936 53,899
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 14,821)
2,600 2,937 -1,030 11,775 10,065 13,345 11,972 1,476 2,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 8.8 6.3 58.7 53.9 80.4 68.9 19.6 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 5 7 20 21 27 29
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 435,343
COMMITMENTS
37,358 15,054 192,419 202,903 224,605 432,679 432,078 2,664 3,265
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 31,396)
5,583 2,911 12,283 12,722 15,203 30,588 30,396 808 999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 3.5 44.2 46.6 51.6 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
23 30 45 34 34 84 82
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 415,937
COMMITMENTS
17,310 8,264 92,466 295,712 301,360 405,488 402,090 10,448 13,847
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 57,877)
4,739 740 6,895 45,551 49,445 57,185 57,080 692 797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.0 22.2 71.1 72.5 97.5 96.7 2.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 3 10 33 33 43 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,172
COMMITMENTS
80 925 835 45,982 43,990 46,897 45,750 1,275 2,422
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 4,492)
-125 25 100 4,192 2,895 4,167 3,020 325 1,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.9 1.7 95.5 91.3 97.4 95.0 2.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 4 3 39 40 43 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,155
COMMITMENTS
18,527 35,309 36,549 129,547 116,875 184,623 188,733 11,532 7,422
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 1,029)
506 27 70 -31 803 545 900 484 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 18.0 18.6 66.0 59.6 94.1 96.2 5.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 22 26 23 22 50 54
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,765
COMMITMENTS
6,242 9,798 4,936 19,748 16,696 30,926 31,430 2,839 2,335
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 800)
0 0 500 300 300 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 29.0 14.6 58.5 49.4 91.6 93.1 8.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 5 6 11 12 20 21
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,288
COMMITMENTS
971 8,305 1,836 48,269 38,782 51,076 48,923 9,212 11,365
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 3,689)
-960 930 700 4,769 599 4,509 2,229 -820 1,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 13.8 3.0 80.1 64.3 84.7 81.1 15.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 4 17 16 21 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,683
COMMITMENTS
0 1,020 0 15,533 14,513 15,533 15,533 150 150
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 3,460)
0 300 0 3,310 3,010 3,310 3,310 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.0 99.0 92.5 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 4 0 23 26 23 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,186
COMMITMENTS
9,369 3,438 0 2,953 9,724 12,322 13,162 1,864 1,024
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -338)
-224 12 -15 -81 -334 -320 -337 -18 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.0 24.2 0.0 20.8 68.5 86.9 92.8 13.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
42 23 0 18 22 60 45
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,434
COMMITMENTS
8,440 1,256 79 4,431 12,539 12,950 13,874 2,484 1,560
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 328)
312 58 -96 1 570 217 532 111 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 8.1 0.5 28.7 81.2 83.9 89.9 16.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
25 10 3 12 19 39 30
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 181,771
COMMITMENTS
42,228 11,787 28,078 96,524 130,504 166,830 170,370 14,942 11,401
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -2,308)
1,958 -2,459 -931 -4,057 463 -3,030 -2,926 721 618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 6.5 15.4 53.1 71.8 91.8 93.7 8.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
42 21 35 68 77 128 118
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,886
COMMITMENTS
150 100 100 7,378 7,390 7,628 7,590 258 296
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 522)
0 0 0 322 272 322 272 200 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.3 1.3 93.6 93.7 96.7 96.2 3.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 28 26 30 28
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,473
COMMITMENTS
1,255 342 425 15,743 17,301 17,423 18,068 1,050 405
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 1,783)
0 0 0 1,559 1,708 1,559 1,708 224 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.9 2.3 85.2 93.7 94.3 97.8 5.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 2 28 28 31 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,324
COMMITMENTS
90 610 0 3,733 3,499 3,823 4,109 501 215
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 817)
0 0 0 787 792 787 792 30 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 14.1 0.0 86.3 80.9 88.4 95.0 11.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 17 15 18 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,135
COMMITMENTS
0 50 100 4,960 4,910 5,060 5,060 75 75
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 1,350)
0 50 0 1,500 1,314 1,500 1,364 -150 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 1.9 96.6 95.6 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 19 19 20 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,874
COMMITMENTS
425 159 0 11,727 12,610 12,152 12,769 722 105
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 2,351)
0 0 0 2,255 2,351 2,255 2,351 96 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.2 0.0 91.1 97.9 94.4 99.2 5.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 0 21 19 22 21
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,132
COMMITMENTS
45 375 212 5,747 5,475 6,004 6,062 128 70
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 862)
45 170 0 765 640 810 810 52 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 6.1 3.5 93.7 89.3 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 1 20 17 22 20
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,465
COMMITMENTS
4,914 12,396 1,320 25,752 18,533 31,986 32,249 3,479 3,216
CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 3,301)
845 900 -238 1,965 2,324 2,572 2,986 729 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 35.0 3.7 72.6 52.3 90.2 90.9 9.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 5 4 21 27 27 35
Updated October 31, 2008