GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,264
COMMITMENTS
360 47 28 35,488 36,084 35,876 36,159 388 105
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 3,368)
128 47 28 3,148 3,238 3,304 3,313 64 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.1 0.1 97.9 99.5 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 34 36 36 37
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,508
COMMITMENTS
960 120 100 20,137 21,012 21,197 21,232 311 276
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 136)
-190 0 0 326 131 136 131 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.6 0.5 93.6 97.7 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 30 35 32 37
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,459
COMMITMENTS
1,587 63 505 4,747 6,076 6,839 6,644 620 815
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 227)
-5 12 168 223 110 386 290 -159 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 0.8 6.8 63.6 81.5 91.7 89.1 8.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 20 24 23 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,594
COMMITMENTS
331 227 446 9,730 10,304 10,507 10,977 1,087 617
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 693)
144 31 322 386 407 852 760 -159 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.0 3.8 83.9 88.9 90.6 94.7 9.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 4 4 37 40 42 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,540
COMMITMENTS
215 135 73 7,757 7,619 8,045 7,827 495 713
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 618)
15 -75 5 639 574 659 504 -41 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.6 0.9 90.8 89.2 94.2 91.7 5.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 2 2 40 47 42 51
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,584
COMMITMENTS
0 342 66 4,338 4,380 4,404 4,788 1,180 796
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 240)
0 -10 0 310 344 310 334 -70 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 1.2 77.7 78.4 78.9 85.7 21.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 22 23 23 24
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,610
COMMITMENTS
90 315 75 2,364 2,658 2,529 3,048 1,081 562
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 190)
0 15 0 87 259 87 274 103 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 8.7 2.1 65.5 73.6 70.1 84.4 29.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 19 18 22 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 286,619
COMMITMENTS
29,056 17,801 51,660 168,849 184,909 249,565 254,370 37,054 32,249
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 8,599)
1,683 -183 -1,578 7,725 7,118 7,831 5,357 768 3,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 6.2 18.0 58.9 64.5 87.1 88.7 12.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
30 27 43 62 65 116 116
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,046
COMMITMENTS
91 309 0 15,650 15,527 15,741 15,836 305 210
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,334)
0 0 0 2,209 2,314 2,209 2,314 125 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.9 0.0 97.5 96.8 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 2 0 39 43 40 45
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,485
COMMITMENTS
560 0 0 12,220 12,936 12,780 12,936 705 549
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,260)
435 0 0 1,825 1,936 2,260 1,936 0 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 90.6 95.9 94.8 95.9 5.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 0 23 22 26 22
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,512
COMMITMENTS
0 0 0 1,512 1,352 1,512 1,352 0 160
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -2,211)
-75 0 0 -1,861 -1,996 -1,936 -1,996 -275 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 89.4 100.0 89.4 0.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 11 15 11
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 994,837
COMMITMENTS
143,297 186,225 404,575 363,764 360,325 911,636 951,125 83,201 43,712
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 14,315)
5,818 -7,975 15,321 -7,927 9,686 13,213 17,032 1,102 -2,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 18.7 40.7 36.6 36.2 91.6 95.6 8.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
57 84 93 79 68 198 189
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 43,959
COMMITMENTS
18,603 25,268 5,435 19,716 13,008 43,754 43,711 205 248
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -3,238)
-2,540 308 -330 -292 -3,173 -3,162 -3,195 -76 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 57.5 12.4 44.9 29.6 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 13 15 9 11 24 32
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,331
COMMITMENTS
3,874 0 2,199 81,913 82,897 87,986 85,096 9,345 12,235
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,243)
893 0 -80 146 3,374 959 3,294 1,284 -1,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 2.3 84.2 85.2 90.4 87.4 9.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 23 25 25 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,128
COMMITMENTS
3,343 8,993 1,964 45,039 32,118 50,346 43,075 6,782 14,053
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 991)
674 134 194 424 582 1,292 910 -301 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 15.7 3.4 78.8 56.2 88.1 75.4 11.9 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 4 18 15 22 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,837
COMMITMENTS
3,649 0 496 64,057 69,271 68,202 69,767 8,635 7,070
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 881)
642 0 -309 -2,792 835 -2,459 526 3,340 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.6 83.4 90.2 88.8 90.8 11.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 27 30 29 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,778
COMMITMENTS
0 0 0 82,240 83,298 82,240 83,298 16,538 15,480
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 4,796)
0 0 0 2,707 4,341 2,707 4,341 2,089 455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.3 84.3 83.3 84.3 16.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 20 20 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,710
COMMITMENTS
2,015 0 857 31,443 33,265 34,315 34,122 4,395 4,588
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -144)
-93 0 11 0 -124 -82 -113 -62 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 2.2 81.2 85.9 88.6 88.1 11.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 20 19 22 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,352
COMMITMENTS
494 10,579 2,346 77,939 68,189 80,779 81,114 5,573 5,238
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,552)
0 2,490 -1,181 4,678 449 3,497 1,758 -945 794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 12.3 2.7 90.3 79.0 93.5 93.9 6.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 4 2 27 28 30 32
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 132,418
COMMITMENTS
4,623 765 8,387 108,381 114,138 121,391 123,290 11,027 9,128
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 1,203)
704 0 364 176 4,079 1,244 4,443 -41 -3,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.6 6.3 81.8 86.2 91.7 93.1 8.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 3 20 32 23 35
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,739
COMMITMENTS
217 6,542 2,324 31,829 23,817 34,370 32,683 5,369 7,056
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -425)
-440 336 -107 550 680 3 909 -428 -1,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 16.5 5.8 80.1 59.9 86.5 82.2 13.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 15 14 18 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,753
COMMITMENTS
217 13,972 18,868 57,888 45,907 76,973 78,747 8,780 7,006
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 3,042)
0 -77 434 3,942 1,984 4,376 2,341 -1,334 701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 16.3 22.0 67.5 53.5 89.8 91.8 10.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 3 12 15 16 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,485
COMMITMENTS
0 0 0 46,821 44,573 46,821 44,573 9,664 11,912
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 1,164)
0 0 0 -56 2,169 -56 2,169 1,220 -1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.9 78.9 82.9 78.9 17.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 22 21 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,602
COMMITMENTS
6,544 2,026 7,158 70,184 70,890 83,886 80,074 6,716 10,528
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 1,928)
-3,521 0 1,883 4,836 -109 3,198 1,774 -1,270 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.2 7.9 77.5 78.2 92.6 88.4 7.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 4 26 28 31 33
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,966
COMMITMENTS
0 9,190 4,144 64,042 59,418 68,186 72,752 6,780 2,214
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 146)
0 -3,322 360 -214 3,108 146 146 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.3 5.5 85.4 79.3 91.0 97.0 9.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 14 14 15 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,255,246
COMMITMENTS
91,475 138,038 961,771 1195962 1150166 2249207 2249974 6,039 5,272
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 15,392)
-508 12,949 2,306 13,143 -389 14,941 14,866 451 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 6.1 42.6 53.0 51.0 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
39 33 66 55 55 123 125
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,971
COMMITMENTS
0 8,473 2,673 52,131 38,973 54,804 50,119 5,167 9,852
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -2,168)
0 -1,732 -59 -2,414 -659 -2,473 -2,450 305 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.1 4.5 86.9 65.0 91.4 83.6 8.6 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 14 12 16 14
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,451
COMMITMENTS
2,266 12,082 3,172 27,453 21,022 32,891 36,276 17,560 14,175
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 23.9 6.3 54.4 41.7 65.2 71.9 34.8 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 4 14 15 18 20
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,260
COMMITMENTS
1,405 1,943 1,450 34,593 32,480 37,448 35,873 6,812 8,387
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 185)
248 -1,798 -341 247 4,180 154 2,041 31 -1,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.4 3.3 78.2 73.4 84.6 81.1 15.4 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 18 17 21 20
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 135,721
COMMITMENTS
4,280 1,472 0 129,981 130,709 134,261 132,181 1,460 3,540
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 12,684)
0 1,472 0 11,224 11,436 11,224 12,908 1,460 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.1 0.0 95.8 96.3 98.9 97.4 1.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 14 14 15
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 219,273
COMMITMENTS
7,954 7,308 7,031 192,170 198,374 207,155 212,713 12,118 6,560
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 3,526)
-1,492 -609 1,748 3,946 2,083 4,202 3,222 -676 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.3 3.2 87.6 90.5 94.5 97.0 5.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 3 5 41 33 48 39
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 168,288
COMMITMENTS
494 1,783 3,949 153,497 157,918 157,940 163,650 10,348 4,638
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -705)
494 -1,258 -580 -574 1,443 -660 -395 -45 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.1 2.3 91.2 93.8 93.9 97.2 6.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 3 34 29 37 32
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 267,759
COMMITMENTS
1,670 3,886 16,728 231,627 232,938 250,025 253,552 17,734 14,207
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 8,722)
-168 -5,151 4,437 3,478 6,504 7,747 5,790 975 2,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.5 6.2 86.5 87.0 93.4 94.7 6.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 3 4 41 40 45 44
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 133,736
COMMITMENTS
2,089 6,823 2,430 126,767 121,464 131,286 130,717 2,450 3,019
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -1,145)
0 1,500 -1,710 1,123 -377 -587 -587 -558 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.1 1.8 94.8 90.8 98.2 97.7 1.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 6 4 33 33 39 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,853
COMMITMENTS
0 616 0 41,829 37,880 41,829 38,496 5,024 8,357
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 1,963)
0 0 0 4,051 2,169 4,051 2,169 -2,088 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 89.3 80.8 89.3 82.2 10.7 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 20 17 20 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,223,337
COMMITMENTS
732,419 149,219 1068802 1394330 1986296 3195551 3204317 27,786 19,020
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 63,738)
4,068 12,794 18,481 41,329 33,915 63,878 65,190 -140 -1,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 4.6 33.2 43.3 61.6 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
34 17 47 102 95 154 144
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,256,431
COMMITMENTS
158,236 283,006 402,945 688,387 566,547 1249568 1252498 6,863 3,933
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 23,531)
15,183 15,701 5,991 932 1,158 22,106 22,850 1,425 681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 22.5 32.1 54.8 45.1 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 33 43 35 33 80 81
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 102,085
COMMITMENTS
3,846 582 7,655 89,831 93,537 101,332 101,774 753 311
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 4,161)
55 -62 109 3,930 4,053 4,094 4,100 67 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.6 7.5 88.0 91.6 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 7 33 32 40 39
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,031
COMMITMENTS
2,840 2 204 31,723 35,169 34,767 35,375 1,264 656
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 248)
0 0 0 248 248 248 248 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 0.6 88.0 97.6 96.5 98.2 3.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 18 18 20 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,254
COMMITMENTS
0 0 0 13,040 12,870 13,040 12,870 1,214 1,384
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 -20 -20 -20 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.5 90.3 91.5 90.3 8.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 15 17 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,195
COMMITMENTS
0 800 500 25,993 27,169 26,493 28,469 2,702 726
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 583)
0 0 0 904 564 904 564 -321 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 1.7 89.0 93.1 90.7 97.5 9.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 26 22 28 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,690
COMMITMENTS
0 0 0 28,472 27,946 28,472 27,946 218 744
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 558)
0 0 0 558 558 558 558 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 97.4 99.2 97.4 0.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 16 17 16
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,782
COMMITMENTS
100 0 0 11,824 12,332 11,924 12,332 858 450
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -240)
0 0 0 -240 -240 -240 -240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 92.5 96.5 93.3 96.5 6.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 16 13 16
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| 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: 9,828
COMMITMENTS
0 0 0 9,336 9,252 9,336 9,252 492 576
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -52)
0 0 0 -52 -82 -52 -82 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 94.1 95.0 94.1 5.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 13 18 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 112,889
COMMITMENTS
0 9,682 0 111,745 101,271 111,745 110,953 1,144 1,936
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 20,045)
0 640 0 19,405 19,405 19,405 20,045 640 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.6 0.0 99.0 89.7 99.0 98.3 1.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 0 19 25 19 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 1,910,059
COMMITMENTS
0 147,223 14,080 1895979 1718396 1910059 1879699 0 30,360
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 452,904)
-1,183 10,647 0 454,087 442,257 452,904 452,904 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 0.7 99.3 90.0 100.0 98.4 0.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 15 20 16 23
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,993
COMMITMENTS
0 0 0 15,928 15,639 15,928 15,639 65 354
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -1,539)
0 0 0 -1,544 -1,395 -1,544 -1,395 5 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 97.8 99.6 97.8 0.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 20 22 20
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,622
COMMITMENTS
0 0 0 4,548 5,487 4,548 5,487 1,074 135
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 80.9 97.6 80.9 97.6 19.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 19 20 19 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,031,678
COMMITMENTS
257,847 136,887 1164107 1531400 1650675 2953354 2951668 78,324 80,010
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -8,438)
3,808 14,181 2,864 -10,771 -15,146 -4,099 1,899 -4,340 -10,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 4.5 38.4 50.5 54.4 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
117 107 172 78 88 289 280
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 127,846
COMMITMENTS
4,440 16,631 42,964 78,699 65,704 126,102 125,300 1,743 2,546
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 4,568)
-441 118 2,059 2,888 2,089 4,506 4,266 62 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 13.0 33.6 61.6 51.4 98.6 98.0 1.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 7 12 10 14 22 27
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 198,861
COMMITMENTS
20,084 21,963 12,021 122,739 115,684 154,844 149,668 44,017 49,193
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 8,275)
187 4,267 21 6,285 3,769 6,493 8,057 1,782 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 11.0 6.0 61.7 58.2 77.9 75.3 22.1 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 4 5 21 22 27 29
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 237,676
COMMITMENTS
18,335 19,211 88,604 127,783 127,512 234,722 235,327 2,953 2,349
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 4,385)
528 -43 1,546 2,247 2,689 4,321 4,192 64 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 8.1 37.3 53.8 53.6 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
28 20 41 26 27 70 73
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 493,912
COMMITMENTS
21,695 13,479 87,900 371,975 377,001 481,570 478,380 12,341 15,532
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 16,789)
1,645 346 325 14,136 15,102 16,106 15,774 683 1,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.7 17.8 75.3 76.3 97.5 96.9 2.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 4 10 32 32 42 42
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,823
COMMITMENTS
975 3,102 1,050 48,593 46,441 50,618 50,593 205 230
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 3,590)
575 -25 -25 3,027 3,602 3,577 3,552 13 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.1 2.1 95.6 91.4 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 3 2 36 41 41 45
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 183,430
COMMITMENTS
17,871 38,216 34,033 122,999 101,656 174,903 173,905 8,527 9,525
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,104)
95 -659 1,113 338 1,517 1,546 1,971 558 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 20.8 18.6 67.1 55.4 95.4 94.8 4.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 21 24 23 22 49 51
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,603
COMMITMENTS
4,441 5,145 7,669 17,151 17,098 29,261 29,912 3,342 2,691
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 1,599)
-122 0 500 873 861 1,251 1,361 348 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 15.8 23.5 52.6 52.4 89.7 91.7 10.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 4 7 9 11 17 20
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,103
COMMITMENTS
0 6,350 460 53,876 42,038 54,336 48,848 12,767 18,255
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -1,118)
0 345 280 -1,568 -1,236 -1,288 -611 170 -507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.5 0.7 80.3 62.6 81.0 72.8 19.0 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 15 16 16 18
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 100,447
COMMITMENTS
2,565 8,786 11,489 54,601 45,853 68,655 66,128 31,792 34,319
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -6)
0 -105 30 163 -558 193 -633 -199 627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 8.7 11.4 54.4 45.6 68.3 65.8 31.7 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 4 16 16 20 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,501
COMMITMENTS
0 8,170 40 34,461 26,291 34,501 34,501 0 0
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 1,527)
0 75 0 1,527 1,452 1,527 1,527 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.7 0.1 99.9 76.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 7 1 24 30 25 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,760
COMMITMENTS
8,856 3,092 27 1,916 8,985 10,799 12,104 1,961 656
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 337)
287 -345 -1 -83 800 203 454 134 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.4 24.2 0.2 15.0 70.4 84.6 94.9 15.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
46 17 3 16 26 63 45
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 19,945
COMMITMENTS
10,869 1,669 38 5,502 17,054 16,409 18,761 3,536 1,184
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 1,018)
527 -60 8 113 1,012 648 960 370 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.5 8.4 0.2 27.6 85.5 82.3 94.1 17.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
39 11 3 12 24 52 37
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 215,033
COMMITMENTS
50,612 4,013 28,714 115,777 165,873 195,103 198,600 19,930 16,433
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 8,687)
2,009 -374 -1,229 6,177 8,670 6,956 7,066 1,731 1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 1.9 13.4 53.8 77.1 90.7 92.4 9.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
49 21 38 75 83 142 127
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,253
COMMITMENTS
0 50 0 5,153 5,007 5,153 5,057 100 196
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 1,110)
0 0 0 1,110 1,110 1,110 1,110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 98.1 95.3 98.1 96.3 1.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 24 26 24 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,456
COMMITMENTS
1,688 0 0 24,547 27,388 26,235 27,388 1,221 68
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,281)
500 -275 0 1,769 2,492 2,269 2,217 12 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 89.4 99.8 95.6 99.8 4.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 0 0 32 26 35 26
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,861
COMMITMENTS
0 515 25 19,695 19,626 19,720 20,166 1,141 695
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 923)
0 175 0 773 748 773 923 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.1 94.4 94.1 94.5 96.7 5.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 18 12 19 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,504
COMMITMENTS
474 50 0 13,030 13,454 13,504 13,504 0 0
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,299)
324 0 0 1,975 2,299 2,299 2,299 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.4 0.0 96.5 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 0 26 24 28 25
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,351
COMMITMENTS
0 482 0 3,258 3,126 3,258 3,608 1,093 743
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 155)
0 85 0 140 88 140 173 15 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.1 0.0 74.9 71.8 74.9 82.9 25.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 15 16 15 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,070
COMMITMENTS
1,415 837 160 21,884 22,917 23,459 23,914 611 156
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,542)
840 384 0 1,546 2,158 2,386 2,542 156 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 3.5 0.7 90.9 95.2 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 1 21 29 24 32
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,600
COMMITMENTS
30 555 1 4,157 4,750 4,188 5,306 1,412 294
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 96)
0 96 0 0 0 0 96 96 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 9.9 0.0 74.2 84.8 74.8 94.8 25.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 11 14 12 18
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,739
COMMITMENTS
208 112 0 8,484 8,567 8,692 8,679 47 60
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 550)
0 22 0 505 483 505 505 45 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.3 0.0 97.1 98.0 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 24 19 25 20
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,588
COMMITMENTS
3,891 5,705 2,304 38,794 39,695 44,989 47,704 3,599 884
CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 500)
84 387 183 32 -86 299 484 201 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 11.7 4.7 79.8 81.7 92.6 98.2 7.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 6 4 25 33 33 41
Updated February 13, 2009