GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,635
COMMITMENTS
1,959 630 0 44,595 45,993 46,554 46,623 81 12
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,808)
222 0 0 1,589 1,814 1,811 1,814 -3 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 1.4 0.0 95.6 98.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 0 34 40 36 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,503
COMMITMENTS
100 0 0 20,372 20,443 20,472 20,443 31 60
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -534)
0 0 0 -233 -234 -233 -234 -301 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.0 99.4 99.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 30 30 31 30
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,069
COMMITMENTS
0 461 367 5,645 5,162 6,012 5,990 1,057 1,079
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 76)
0 15 -10 60 136 50 141 26 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 5.2 79.9 73.0 85.0 84.7 15.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 22 21 23 23
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,877
COMMITMENTS
513 80 536 9,680 10,352 10,729 10,968 1,148 909
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 616)
141 -116 45 425 672 611 601 5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.7 4.5 81.5 87.2 90.3 92.3 9.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 4 40 45 45 50
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,730
COMMITMENTS
35 144 69 8,869 8,859 8,973 9,072 757 658
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 529)
5 -48 -5 521 672 521 619 8 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 1.5 0.7 91.2 91.0 92.2 93.2 7.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 2 2 48 58 50 61
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,875
COMMITMENTS
0 0 0 8,865 8,855 8,865 8,855 10 20
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 260)
0 0 0 260 260 260 260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.9 99.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 18 18 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 325,501
COMMITMENTS
47,784 18,852 43,187 190,719 232,575 281,690 294,614 43,811 30,887
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,234)
-7,561 3,233 2,510 5,544 1,214 493 6,957 2,741 -3,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 5.8 13.3 58.6 71.5 86.5 90.5 13.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
40 25 48 74 81 140 137
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 23,703
COMMITMENTS
1,025 393 737 20,553 21,639 22,315 22,769 1,388 934
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,416)
50 -50 250 866 1,316 1,166 1,516 250 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 1.7 3.1 86.7 91.3 94.1 96.1 5.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
3 6 6 47 51 55 58
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,294
COMMITMENTS
575 1,350 225 18,966 17,599 19,766 19,174 1,528 2,120
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,125)
0 -450 150 975 1,425 1,125 1,125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 6.3 1.1 89.1 82.6 92.8 90.0 7.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 25 23 28 26
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,736
COMMITMENTS
5,689 50 300 9,687 13,304 15,676 13,654 60 2,082
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -459)
-600 0 0 141 -459 -459 -459 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 0.3 1.9 61.6 84.5 99.6 86.8 0.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 10 16 13 17
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,959
COMMITMENTS
657 0 239 2,939 3,045 3,835 3,284 1,124 1,675
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 0.0 4.8 59.3 61.4 77.3 66.2 22.7 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 2 15 17 18 19
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 707,788
COMMITMENTS
86,638 244,145 240,288 310,493 182,283 637,419 666,716 70,369 41,072
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -42,318)
2,707 -7,070 -16,394 -12,641 -5,209 -26,328 -28,673 -15,990 -13,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 34.5 33.9 43.9 25.8 90.1 94.2 9.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
75 79 108 89 66 233 196
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,662
COMMITMENTS
2,733 98 2,066 62,317 62,607 67,116 64,771 6,546 8,891
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 605)
706 35 -225 124 893 605 703 0 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.1 2.8 84.6 85.0 91.1 87.9 8.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 19 18 23 22
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,152
COMMITMENTS
2,461 0 4,533 35,730 30,553 42,724 35,086 5,428 13,066
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -124)
0 0 -162 0 0 -162 -162 38 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.0 9.4 74.2 63.5 88.7 72.9 11.3 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 3 11 15 14 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,072
COMMITMENTS
1,322 2,869 400 71,858 69,244 73,580 72,513 10,492 11,559
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,567)
-827 0 0 4,394 3,443 3,567 3,443 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 3.4 0.5 85.5 82.4 87.5 86.3 12.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 27 27 29 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,008
COMMITMENTS
0 0 0 73,488 79,509 73,488 79,509 13,520 7,499
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 376)
0 0 0 1,741 248 1,741 248 -1,365 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 84.5 91.4 84.5 91.4 15.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 22 22 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,385
COMMITMENTS
3,691 1,444 6,042 68,962 78,631 78,695 86,117 13,690 6,268
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,364)
-486 487 503 1,133 768 1,150 1,758 214 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 1.6 6.5 74.6 85.1 85.2 93.2 14.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 4 24 23 28 29
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,375
COMMITMENTS
369 8,507 4,752 89,695 79,208 94,816 92,467 5,559 7,908
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -1,081)
-1,242 -452 -403 1,122 534 -523 -321 -558 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 8.5 4.7 89.4 78.9 94.5 92.1 5.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 3 19 25 23 28
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 30,687
COMMITMENTS
0 4,078 2,046 26,323 21,657 28,369 27,781 2,318 2,906
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -306)
0 -571 141 -447 552 -306 122 0 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.3 6.7 85.8 70.6 92.4 90.5 7.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 2 16 14 18 17
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,916
COMMITMENTS
8,451 5,132 3,876 74,933 83,176 87,260 92,184 11,656 6,732
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,496)
2,159 -1,277 -742 -195 2,207 1,222 188 274 1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 5.2 3.9 75.8 84.1 88.2 93.2 11.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 4 23 26 27 30
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,955
COMMITMENTS
6,076 2,420 0 101,777 101,600 107,853 104,020 3,102 6,935
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,596)
3,596 0 0 0 3,596 3,596 3,596 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 2.2 0.0 91.7 91.6 97.2 93.7 2.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 17 19 19 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 225,296
COMMITMENTS
10,438 10,161 3,921 202,101 205,623 216,460 219,705 8,836 5,591
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 2,469)
-1,483 8 571 3,297 1,617 2,385 2,196 84 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 4.5 1.7 89.7 91.3 96.1 97.5 3.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 1 4 41 38 47 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 149,796
COMMITMENTS
4,743 859 2,712 129,674 141,151 137,129 144,722 12,667 5,074
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,939)
445 0 334 3,320 3,731 4,099 4,065 -160 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.6 1.8 86.6 94.2 91.5 96.6 8.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 28 26 30 29
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 246,904
COMMITMENTS
6,185 0 17,305 205,370 218,474 228,860 235,779 18,044 11,125
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,430)
-2,013 0 970 2,381 548 1,338 1,518 92 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 7.0 83.2 88.5 92.7 95.5 7.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 4 34 36 38 40
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,020
COMMITMENTS
104 0 2,732 44,004 46,684 46,840 49,416 8,180 5,604
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -704)
-856 0 428 -276 -1,132 -704 -704 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 5.0 80.0 84.8 85.1 89.8 14.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 15 16 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,247
COMMITMENTS
242 1,258 682 62,296 63,634 63,220 65,574 6,027 3,673
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,771)
0 0 0 3,771 3,771 3,771 3,771 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.8 1.0 90.0 91.9 91.3 94.7 8.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 16 14 18 16
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,902,007
COMMITMENTS
565,282 122,102 876,513 1411846 1875720 2853641 2874335 48,366 27,672
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 17,534)
-17,228 4,219 9,688 11,437 -5,066 3,897 8,841 13,637 8,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 4.2 30.2 48.7 64.6 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
38 26 56 110 101 174 161
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 891,541
COMMITMENTS
109,461 138,258 152,961 625,008 597,411 887,430 888,630 4,111 2,911
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -106,166)
-48,662 -7,688 -20,677 -36,330 -78,141 -105,669 -106,506 -497 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 15.5 17.2 70.1 67.0 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 21 33 40 38 79 76
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,994
COMMITMENTS
59 800 80 2,710 1,948 2,849 2,828 145 166
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 501)
-11 99 33 424 349 446 481 55 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 26.7 2.7 90.5 65.1 95.2 94.5 4.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 2 13 14 15 18
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,120
COMMITMENTS
0 0 0 1,191 1,447 1,191 1,447 929 673
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 56.2 68.3 56.2 68.3 43.8 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 23 22 23
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,280
COMMITMENTS
2,420 156 914 37,202 39,929 40,536 40,999 744 281
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 896)
640 -60 110 276 846 1,026 896 -130 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 0.4 2.2 90.1 96.7 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 4 35 29 41 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,159
COMMITMENTS
0 44 0 6,861 7,033 6,861 7,077 298 82
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -84)
0 0 0 -84 -84 -84 -84 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 0.0 95.8 98.2 95.8 98.9 4.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 13 15 13 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,859
COMMITMENTS
0 594 504 18,365 17,504 18,869 18,602 990 1,257
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 398)
-26 514 26 418 -346 418 194 -20 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.0 2.5 92.5 88.1 95.0 93.7 5.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 2 23 19 25 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,014
COMMITMENTS
0 1,110 500 29,917 30,204 30,417 31,814 1,597 200
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -142)
0 0 0 -52 -162 -52 -162 -90 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 1.6 93.4 94.3 95.0 99.4 5.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 27 24 29 26
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,482
COMMITMENTS
750 0 8 11,706 12,144 12,464 12,152 1,018 1,330
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 276)
-8 0 8 36 52 36 60 240 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 0.0 0.1 86.8 90.1 92.4 90.1 7.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 20 17 22 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,102
COMMITMENTS
702 0 0 13,641 14,726 14,343 14,726 759 376
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 188)
0 0 0 174 454 174 454 14 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 0.0 90.3 97.5 95.0 97.5 5.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 21 21 23 21
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 12,126
COMMITMENTS
0 0 0 10,912 11,356 10,912 11,356 1,214 770
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 68)
0 0 0 44 32 44 32 24 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.0 93.7 90.0 93.7 10.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 20 23 20
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 18,869
COMMITMENTS
0 982 0 18,722 17,740 18,722 18,722 147 147
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.2 0.0 99.2 94.0 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 13 8 13 10
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 54,249
COMMITMENTS
220 400 0 53,194 53,749 53,414 54,149 835 100
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.7 0.0 98.1 99.1 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 20 10 21 11
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 886,299
COMMITMENTS
0 31,040 0 886,299 855,259 886,299 886,299 0 0
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 0.0 100.0 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 7 15 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 101,801
COMMITMENTS
0 5,575 0 101,801 96,186 101,801 101,761 0 40
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,325)
0 0 0 1,623 1,325 1,623 1,325 -298 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.5 0.0 100.0 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 17 14 17 16
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,691,430
COMMITMENTS
0 73,840 0 1691430 1617590 1691430 1691430 0 0
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 40,750)
0 0 0 40,750 40,750 40,750 40,750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 0.0 100.0 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 18 12 18 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 174,089
COMMITMENTS
6,777 0 0 167,312 173,354 174,089 173,354 0 735
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 270)
0 0 0 270 270 270 270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.0 0.0 96.1 99.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 0 21 28 24 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,769,912
COMMITMENTS
107,616 0 0 2662296 2769912 2769912 2769912 0 0
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 4,761)
0 0 0 4,761 4,761 4,761 4,761 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.0 0.0 96.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 0 20 23 23 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 62,213
COMMITMENTS
80 3,090 0 62,091 58,677 62,171 61,767 42 446
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 5.0 0.0 99.8 94.3 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 20 15 21 16
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,056,368
COMMITMENTS
0 83,880 0 1056368 972,488 1056368 1056368 0 0
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 23,400)
0 0 0 23,400 23,400 23,400 23,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.9 0.0 100.0 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 15 15 16
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 59,571
COMMITMENTS
8,970 579 45 50,301 58,907 59,316 59,531 255 40
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 7,660)
5,120 0 0 2,540 7,660 7,660 7,660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 1.0 0.1 84.4 98.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 1 24 25 26 27
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,045,422
COMMITMENTS
129,300 35,400 0 916,122 1010022 1045422 1045422 0 0
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 79,258)
46,640 0 0 32,618 79,258 79,258 79,258 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 3.4 0.0 87.6 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 0 24 24 26 26
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,761
COMMITMENTS
280 84 20 15,990 16,501 16,290 16,605 471 156
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 217)
0 0 0 217 217 217 217 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.5 0.1 95.4 98.4 97.2 99.1 2.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 29 31 30 33
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,411
COMMITMENTS
225 0 60 6,421 6,891 6,706 6,951 705 460
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 15)
-60 0 60 30 -30 30 30 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.0 0.8 86.6 93.0 90.5 93.8 9.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 24 21 25 22
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,029
COMMITMENTS
235 0 130 11,419 11,803 11,784 11,933 245 96
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 38)
0 0 -25 38 33 13 8 25 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.0 1.1 94.9 98.1 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 25 19 26 20
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,520
COMMITMENTS
83 245 24 13,882 14,056 13,989 14,325 531 195
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 819)
0 -65 0 749 869 749 804 70 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 1.7 0.2 95.6 96.8 96.3 98.7 3.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 27 30 29 31
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,249
COMMITMENTS
0 285 25 9,985 9,879 10,010 10,189 239 60
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,544)
0 0 0 1,594 1,544 1,594 1,544 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.8 0.2 97.4 96.4 97.7 99.4 2.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 15 16 16 17
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,604
COMMITMENTS
0 125 85 6,109 6,003 6,194 6,213 410 391
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 737)
0 -115 30 707 652 737 567 0 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.9 1.3 92.5 90.9 93.8 94.1 6.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 18 20 19 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,182,804
COMMITMENTS
237,667 162,174 254,117 602,507 707,843 1094291 1124134 88,513 58,670
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -67,270)
-12,503 -1,648 4,745 -7,004 -14,280 -14,762 -11,183 -52,508 -56,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 13.7 21.5 50.9 59.8 92.5 95.0 7.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
109 90 138 79 99 273 253
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,391
COMMITMENTS
37,599 33,458 2,548 150,879 135,416 191,026 171,422 20,365 39,969
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,423)
-563 -818 255 3,787 5,684 3,479 5,121 -56 -1,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 15.8 1.2 71.4 64.1 90.4 81.1 9.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 7 33 33 41 41
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,288
COMMITMENTS
182 1,435 275 88,103 87,548 88,560 89,258 1,728 1,030
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 4,065)
0 0 0 4,190 4,090 4,190 4,090 -125 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 1.6 0.3 97.6 97.0 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
2 3 2 49 55 52 60
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 131,715
COMMITMENTS
15,442 29,582 10,101 100,929 85,430 126,472 125,113 5,243 6,602
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -18,031)
-6,992 -915 -5,635 -4,375 -9,777 -17,002 -16,327 -1,029 -1,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 22.5 7.7 76.6 64.9 96.0 95.0 4.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 13 15 24 24 43 42
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,781
COMMITMENTS
350 3,435 1,968 21,391 19,005 23,709 24,408 2,072 1,373
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,879)
-146 794 488 1,750 1,200 2,092 2,482 -213 -603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 13.3 7.6 83.0 73.7 92.0 94.7 8.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 5 4 14 16 19 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,010
COMMITMENTS
1,980 2,250 1,739 74,641 80,056 78,360 84,045 27,650 21,965
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 618)
0 0 0 561 365 561 365 57 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 2.1 1.6 70.4 75.5 73.9 79.3 26.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 26 23 29 25
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,257
COMMITMENTS
0 1,518 0 42,177 40,587 42,177 42,105 80 152
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 95)
0 300 0 95 540 95 840 0 -745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.6 0.0 99.8 96.0 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 3 0 27 36 27 39
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,916
COMMITMENTS
14,909 1,651 213 4,742 20,520 19,864 22,384 3,052 532
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 382)
60 169 -203 641 574 498 540 -116 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.1 7.2 0.9 20.7 89.5 86.7 97.7 13.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
88 13 6 23 29 114 46
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,981
COMMITMENTS
23,772 2,189 254 5,586 31,750 29,612 34,193 5,369 788
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 325)
93 355 49 174 154 316 558 9 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.0 6.3 0.7 16.0 90.8 84.7 97.7 15.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
91 16 4 13 32 108 50
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 257,325
COMMITMENTS
75,872 17,548 23,531 140,135 203,631 239,538 244,710 17,787 12,615
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -12,152)
-3,869 -1,405 -1,451 -2,466 -5,411 -7,786 -8,267 -4,366 -3,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 6.8 9.1 54.5 79.1 93.1 95.1 6.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
63 20 47 75 92 162 143
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,185
COMMITMENTS
1,933 0 423 15,105 16,014 17,461 16,437 5,724 6,748
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 102)
37 0 -17 73 -161 93 -178 9 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 0.0 1.8 65.1 69.1 75.3 70.9 24.7 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 3 17 18 20 21
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,041
COMMITMENTS
1,454 0 125 6,959 8,410 8,538 8,535 503 506
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 567)
0 0 50 467 417 517 467 50 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 0.0 1.4 77.0 93.0 94.4 94.4 5.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 0 2 28 32 34 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,044
COMMITMENTS
2,499 0 0 40,310 43,719 42,809 43,719 1,235 325
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 615)
0 0 0 651 600 651 600 -36 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 0.0 0.0 91.5 99.3 97.2 99.3 2.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 0 34 30 36 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,434
COMMITMENTS
3,010 0 0 20,150 22,180 23,160 22,180 274 1,254
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,534)
150 0 0 1,390 1,540 1,540 1,540 -6 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 0.0 0.0 86.0 94.6 98.8 94.6 1.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 0 25 16 28 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,690
COMMITMENTS
2,500 50 0 13,090 14,440 15,590 14,490 100 1,200
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 550)
0 0 0 600 600 600 600 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 0.3 0.0 83.4 92.0 99.4 92.4 0.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 0 29 30 32 31
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,993
COMMITMENTS
244 90 11 2,632 3,063 2,887 3,164 1,106 829
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 108)
43 0 11 -13 37 41 48 67 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 2.3 0.3 65.9 76.7 72.3 79.2 27.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 20 18 22 21
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,225
COMMITMENTS
420 0 0 15,560 16,215 15,980 16,215 245 10
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 662)
0 0 0 662 662 662 662 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.0 0.0 95.9 99.9 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 21 19 22 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,434
COMMITMENTS
1,773 0 41 17,501 19,315 19,315 19,356 119 78
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,322)
-353 0 14 1,661 1,308 1,322 1,322 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 0.0 0.2 90.1 99.4 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 0 3 31 34 37 37
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,293
COMMITMENTS
486 294 58 9,638 9,881 10,182 10,233 111 60
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 576)
224 0 0 277 576 501 576 75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 2.9 0.6 93.6 96.0 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 1 22 23 25 26
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,939
COMMITMENTS
9,633 311 1,802 39,904 50,335 51,339 52,448 2,600 1,491
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 142)
-1,186 -287 464 789 -35 67 142 75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 0.6 3.3 74.0 93.3 95.2 97.2 4.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 4 33 36 39 41
RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE Code-967652
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,389
COMMITMENTS
5,237 550 1,827 13,862 18,031 20,926 20,408 3,463 3,981
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 405)
-162 0 225 521 -416 584 -191 -179 596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 2.3 7.5 56.8 73.9 85.8 83.7 14.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 5 12 14 17 19
Updated November 30, 2009