GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,821
COMMITMENTS
1,938 362 0 42,617 44,359 44,555 44,721 266 100
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 1,656)
144 0 0 1,506 1,656 1,650 1,656 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.8 0.0 95.1 99.0 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 3 0 35 39 37 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,007
COMMITMENTS
200 120 50 20,697 20,711 20,947 20,881 60 126
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 148)
0 0 0 188 188 188 188 -40 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.6 0.2 98.5 98.6 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 29 29 31 31
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,267
COMMITMENTS
0 309 524 5,852 5,586 6,376 6,419 891 848
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 159)
0 -39 17 60 132 77 110 82 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 7.2 80.5 76.9 87.7 88.3 12.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 27 25 28 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,440
COMMITMENTS
337 401 500 9,141 9,399 9,978 10,300 1,462 1,140
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 169)
-10 -14 0 -35 107 -45 93 214 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.5 4.4 79.9 82.2 87.2 90.0 12.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 4 3 36 36 39 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,641
COMMITMENTS
52 172 36 7,997 7,904 8,085 8,112 556 529
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 258)
15 50 0 99 72 114 122 144 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.0 0.4 92.5 91.5 93.6 93.9 6.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
1 5 3 45 55 48 61
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,063
COMMITMENTS
115 0 83 4,712 4,818 4,910 4,901 1,153 1,162
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 111)
0 0 0 211 119 211 119 -100 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 1.4 77.7 79.5 81.0 80.8 19.0 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 20 21 21 22
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,848
COMMITMENTS
780 0 0 1,364 2,399 2,144 2,399 704 449
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -54)
0 0 0 -24 -59 -24 -59 -30 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 0.0 0.0 47.9 84.2 75.3 84.2 24.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 17 14 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,328
COMMITMENTS
0 0 0 8,313 8,278 8,313 8,278 15 50
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 109)
0 0 0 109 109 109 109 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.4 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 17 21 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 369,865
COMMITMENTS
49,122 16,133 67,456 213,467 254,289 330,045 337,878 39,820 31,987
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 56)
3,434 -2,657 606 -4,182 3,150 -141 1,100 197 -1,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 4.4 18.2 57.7 68.8 89.2 91.4 10.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
38 24 49 76 75 138 133
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 84,361
COMMITMENTS
176 5,867 24,758 53,069 48,854 78,003 79,479 6,358 4,882
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 232)
-133 299 -111 274 -172 30 16 202 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.0 29.3 62.9 57.9 92.5 94.2 7.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 7 8 13 13 21 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 21,405
COMMITMENTS
1,401 200 700 18,077 20,160 20,178 21,060 1,227 345
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 838)
75 150 0 1,232 878 1,307 1,028 -469 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.9 3.3 84.5 94.2 94.3 98.4 5.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 3 4 44 47 50 54
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,966
COMMITMENTS
1,040 2,750 75 21,286 19,231 22,401 22,056 1,565 1,910
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 626)
0 600 0 876 176 876 776 -250 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 11.5 0.3 88.8 80.2 93.5 92.0 6.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 1 28 27 32 31
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,890
COMMITMENTS
6,409 50 300 10,941 15,458 17,650 15,808 240 2,082
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -105)
-180 0 0 75 -105 -105 -105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 0.3 1.7 61.2 86.4 98.7 88.4 1.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 11 16 14 17
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 7,718
COMMITMENTS
0 0 0 7,009 7,392 7,009 7,392 709 326
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 75)
0 0 0 60 60 60 60 15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.8 95.8 90.8 95.8 9.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 946,347
COMMITMENTS
141,261 210,389 332,877 380,909 352,309 855,047 895,575 91,300 50,772
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -33,580)
-12,144 -24,517 -11,696 -13,238 -1,326 -37,078 -37,539 3,498 3,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 22.2 35.2 40.3 37.2 90.4 94.6 9.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
82 105 130 88 76 255 235
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,776
COMMITMENTS
728 25 2,097 69,136 70,611 71,961 72,733 6,815 6,043
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 428)
-62 0 0 188 428 126 428 302 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 2.7 87.8 89.6 91.3 92.3 8.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 24 25 27 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,572
COMMITMENTS
820 1,626 4,494 38,013 30,378 43,327 36,498 8,245 15,074
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 5,163)
376 -829 97 3,262 6,387 3,735 5,655 1,428 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.2 8.7 73.7 58.9 84.0 70.8 16.0 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 18 18 21 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,602
COMMITMENTS
2,420 0 586 57,967 56,314 60,973 56,900 9,629 13,702
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -60 0 -60 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.8 82.1 79.8 86.4 80.6 13.6 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 24 26 27 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,046
COMMITMENTS
0 0 0 73,923 78,124 73,923 78,124 10,123 5,922
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 122)
0 0 0 122 122 122 122 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.0 93.0 88.0 93.0 12.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 24 24 24 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,258
COMMITMENTS
0 4,140 3,791 78,503 76,963 82,294 84,894 7,964 5,364
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 1,493)
0 1,389 -420 1,739 605 1,319 1,574 174 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 4.2 87.0 85.3 91.2 94.1 8.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 2 27 27 29 29
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,017
COMMITMENTS
0 3,515 9,338 95,752 89,654 105,090 102,507 5,927 8,510
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 2,708)
0 -778 1,037 2,642 880 3,679 1,139 -971 1,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 8.4 86.2 80.8 94.7 92.3 5.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 3 19 28 22 31
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,807
COMMITMENTS
0 4,789 2,845 30,563 23,743 33,408 31,377 2,399 4,430
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -453)
0 -1,553 342 -981 758 -639 -453 186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.4 7.9 85.4 66.3 93.3 87.6 6.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 16 13 18 15
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,008
COMMITMENTS
0 0 0 34,706 42,528 34,706 42,528 14,302 6,480
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 70.8 86.8 70.8 86.8 29.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 22 19 22 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,246
COMMITMENTS
2,351 6,786 4,894 84,708 84,854 91,953 96,534 9,293 4,712
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 3,424)
-246 1,739 -49 3,894 1,727 3,599 3,417 -175 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.7 4.8 83.7 83.8 90.8 95.3 9.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 5 27 34 32 39
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,889,368
COMMITMENTS
57,902 141,206 623,156 1205999 1123102 1887057 1887463 2,311 1,905
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -4,581)
80 12,466 -2,035 -2,558 -14,710 -4,513 -4,279 -69 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 7.5 33.0 63.8 59.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
40 42 69 61 68 135 146
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,789
COMMITMENTS
1,364 2,356 496 77,650 76,754 79,510 79,606 279 183
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.0 0.6 97.3 96.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 11 13 12 16
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,159
COMMITMENTS
1,424 8,255 2,533 53,055 41,186 57,012 51,974 5,147 10,185
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -808)
0 -1,099 48 -2,255 234 -2,207 -817 1,399 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 13.3 4.1 85.4 66.3 91.7 83.6 8.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 10 14 12 16
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 5,270
COMMITMENTS
1,393 566 1,690 1,414 2,531 4,497 4,788 773 482
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -812)
312 -544 109 -1,313 -202 -892 -637 80 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 10.7 32.1 26.8 48.0 85.3 90.8 14.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 3 7 8 7 20 15
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 115,581
COMMITMENTS
1,364 4,756 496 111,709 107,041 113,569 112,293 2,012 3,288
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.1 0.4 96.6 92.6 98.3 97.2 1.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 19 17 20 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 227,163
COMMITMENTS
9,446 10,015 6,159 202,533 204,822 218,138 220,996 9,025 6,167
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 1,355)
973 -2,197 1,134 -752 2,232 1,355 1,169 0 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.4 2.7 89.2 90.2 96.0 97.3 4.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 1 4 38 39 44 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 150,769
COMMITMENTS
0 825 4,089 134,740 142,926 138,829 147,840 11,940 2,929
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 780)
-1,253 28 837 2,084 12 1,668 877 -888 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 2.7 89.4 94.8 92.1 98.1 7.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 2 32 29 34 32
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 263,579
COMMITMENTS
18,749 0 13,323 214,270 237,424 246,342 250,747 17,237 12,832
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 1,363)
3,534 0 785 -214 3,085 4,105 3,870 -2,742 -2,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 5.1 81.3 90.1 93.5 95.1 6.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 0 4 39 42 44 46
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,841
COMMITMENTS
792 1,379 933 67,639 68,390 69,364 70,702 6,477 5,139
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.8 1.2 89.2 90.2 91.5 93.2 8.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 18 15 21 17
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,078,817
COMMITMENTS
620,984 79,301 1018573 1415119 1970333 3054676 3068207 24,141 10,610
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 125,855)
5,157 -7,198 77,831 42,876 55,380 125,864 126,013 -9 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 2.6 33.1 46.0 64.0 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
41 24 62 105 104 174 170
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,125,090
COMMITMENTS
162,855 100,037 247,057 711,746 775,694 1121658 1122788 3,432 2,302
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 61,460)
21,070 -18,509 21,819 18,030 61,621 60,919 64,931 541 -3,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 8.9 22.0 63.3 68.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
28 22 38 42 43 86 87
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,812
COMMITMENTS
25 251 37 1,688 1,491 1,750 1,779 62 33
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 110)
10 15 0 100 80 110 95 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 13.9 2.0 93.2 82.3 96.6 98.2 3.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 11 11 12 15
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 131,792
COMMITMENTS
1,836 1,624 2,846 126,396 127,293 131,078 131,763 714 29
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 2,005)
-23 -1,028 -24 2,026 3,053 1,979 2,002 26 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.2 2.2 95.9 96.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 6 36 34 42 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,035
COMMITMENTS
0 44 0 7,673 7,885 7,673 7,929 362 106
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -22)
0 0 0 -22 -22 -22 -22 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 95.5 98.1 95.5 98.7 4.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 12 16 12 17
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 27,998
COMMITMENTS
2,997 0 142 23,596 26,502 26,734 26,643 1,264 1,355
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 37)
-14 0 3 39 -225 27 -223 10 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.5 84.3 94.7 95.5 95.2 4.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 21 20 24 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,853
COMMITMENTS
0 622 582 29,682 30,321 30,264 31,525 1,589 328
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 120)
0 0 0 76 350 76 350 44 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 1.8 93.2 95.2 95.0 99.0 5.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 24 28 26
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,805
COMMITMENTS
0 0 0 23,063 23,213 23,063 23,213 742 592
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 32)
0 0 0 -232 32 -232 32 264 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 97.5 96.9 97.5 3.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 15 16 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,410
COMMITMENTS
796 0 0 11,556 12,442 12,352 12,442 1,058 968
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 62)
0 0 0 48 48 48 48 14 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 86.2 92.8 92.1 92.8 7.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 21 18 23 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 39,994
COMMITMENTS
0 0 0 38,804 39,552 38,804 39,552 1,190 442
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 1,050)
-0 0 0 968 1,034 968 1,034 82 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 98.9 97.0 98.9 3.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 22 20 22
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| 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: 13,264
COMMITMENTS
0 0 0 12,752 11,000 12,752 11,000 512 2,264
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 216)
0 0 0 192 210 192 210 24 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 82.9 96.1 82.9 3.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 22 19 22 19
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 21,866
COMMITMENTS
0 1,140 0 21,676 20,536 21,676 21,676 190 190
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 99.1 93.9 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 13 8 13 9
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 94,956
COMMITMENTS
0 6,325 0 94,956 88,631 94,956 94,956 0 0
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 0.0 100.0 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 16 14 16 16
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,572,002
COMMITMENTS
0 81,600 0 1572002 1490402 1572002 1572002 0 0
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 100.0 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 14 12 14 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 146,210
COMMITMENTS
7,990 0 0 138,220 145,260 146,210 145,260 0 950
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 0.0 94.5 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 0 18 29 21 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,148,916
COMMITMENTS
108,392 0 0 2040524 2148916 2148916 2148916 0 0
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -9,296)
0 0 0 -9,296 -9,296 -9,296 -9,296 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.0 95.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 0 16 22 19 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 48,788
COMMITMENTS
38 3,195 42 48,623 45,062 48,703 48,299 85 489
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 1,786)
0 0 0 1,786 1,720 1,786 1,720 0 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.5 0.1 99.7 92.4 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 19 14 20 16
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 725,621
COMMITMENTS
0 64,240 0 725,621 661,381 725,621 725,621 0 0
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 9,344)
0 0 0 9,344 9,344 9,344 9,344 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 0.0 100.0 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 13 14 13 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 47,564
COMMITMENTS
1,290 320 0 46,069 47,244 47,359 47,564 205 0
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 375)
0 0 0 170 375 170 375 205 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.7 0.0 96.9 99.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 0 22 26 23 28
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 805,804
COMMITMENTS
27,151 23,400 2,304 776,349 780,100 805,804 805,804 0 0
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 11,222)
0 0 0 11,222 11,222 11,222 11,222 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.9 0.3 96.3 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 21 23 23 25
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,894
COMMITMENTS
276 84 74 20,017 20,550 20,367 20,708 527 186
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -28)
0 0 0 -28 -28 -28 -28 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.4 0.4 95.8 98.4 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 33 36 34 38
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,340
COMMITMENTS
337 0 0 8,644 9,054 8,981 9,054 359 287
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 155)
120 0 0 -113 184 7 184 149 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 92.5 96.9 96.2 96.9 3.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 19 22 19
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,854
COMMITMENTS
325 0 135 14,112 14,629 14,572 14,764 282 90
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -110)
-10 0 10 -110 -110 -110 -100 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.9 95.0 98.5 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 21 23 22
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,019
COMMITMENTS
0 275 307 6,370 5,726 6,677 6,308 342 711
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 491)
0 0 75 499 371 574 446 -83 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 4.4 90.8 81.6 95.1 89.9 4.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 24 20 25 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,695,585
COMMITMENTS
234,735 85,898 898,261 1481226 1636434 2614222 2620594 81,363 74,992
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -119,979)
5,494 -2,719 -68,666 -53,040 -40,864 -116,213 -112,249 -3,766 -7,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.2 33.3 55.0 60.7 97.0 97.2 3.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
135 84 167 89 100 308 274
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,530
COMMITMENTS
7,477 24,085 20,653 63,822 46,590 91,952 91,328 1,579 2,202
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -9,619)
-2,007 -1,117 -2,659 -3,955 -5,849 -8,621 -9,625 -997 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 25.8 22.1 68.2 49.8 98.3 97.6 1.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 6 13 14 17 28 30
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,410
COMMITMENTS
34,319 34,586 889 151,503 128,938 186,711 164,413 29,699 51,997
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 3,929)
-93 -234 -169 3,189 2,126 2,927 1,723 1,002 2,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 16.0 0.4 70.0 59.6 86.3 76.0 13.7 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 3 28 27 32 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 194,061
COMMITMENTS
28,280 10,225 47,564 114,346 133,336 190,190 191,126 3,871 2,935
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -8,500)
601 -445 -7,135 -1,066 -472 -7,600 -8,052 -900 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 5.3 24.5 58.9 68.7 98.0 98.5 2.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
28 16 38 28 29 70 69
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 612,487
COMMITMENTS
43,672 2,656 72,792 472,063 515,324 588,527 590,772 23,960 21,715
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 12,523)
565 -215 2,208 9,570 10,272 12,343 12,265 180 258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.4 11.9 77.1 84.1 96.1 96.5 3.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 1 11 31 32 42 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 74,582
COMMITMENTS
152 1,760 420 72,935 71,952 73,507 74,132 1,075 450
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 5,250)
0 -75 75 4,925 5,300 5,000 5,300 250 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.4 0.6 97.8 96.5 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 5 5 44 47 51 53
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 168,540
COMMITMENTS
19,258 43,636 11,049 132,243 105,459 162,550 160,144 5,990 8,396
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -3,094)
-440 -1,191 -2,341 520 956 -2,261 -2,576 -833 -518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 25.9 6.6 78.5 62.6 96.4 95.0 3.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 17 17 25 24 44 46
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,384
COMMITMENTS
1,784 3,225 1,982 31,855 30,635 35,621 35,842 4,763 4,542
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 1,438)
-80 0 300 350 350 570 650 868 788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 8.0 4.9 78.9 75.9 88.2 88.8 11.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 5 14 15 19 21
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 108,364
COMMITMENTS
4,923 1,805 1,611 74,042 80,521 80,576 83,937 27,788 24,427
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 49)
0 -283 68 -50 -588 18 -803 31 852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.7 1.5 68.3 74.3 74.4 77.5 25.6 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 22 20 25 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,833
COMMITMENTS
400 1,428 0 42,223 41,253 42,623 42,681 210 152
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.3 0.0 98.6 96.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 0 28 34 29 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,181
COMMITMENTS
15,911 2,747 93 4,449 19,979 20,453 22,819 2,728 362
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 1,060)
882 192 -100 102 1,027 884 1,119 176 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.6 11.9 0.4 19.2 86.2 88.2 98.4 11.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
84 12 1 18 28 103 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 30,270
COMMITMENTS
20,408 2,184 214 4,293 26,489 24,915 28,887 5,355 1,383
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 1,219)
1,311 -392 182 -176 1,055 1,317 845 -98 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.4 7.2 0.7 14.2 87.5 82.3 95.4 17.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
78 11 4 9 33 90 47
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 237,411
COMMITMENTS
50,985 12,287 31,355 139,871 179,917 222,211 223,559 15,200 13,851
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 2,400)
3,827 -282 156 -1,654 1,398 2,328 1,272 72 1,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 5.2 13.2 58.9 75.8 93.6 94.2 6.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
55 24 42 73 84 151 133
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,870
COMMITMENTS
1,290 0 328 16,390 17,973 18,008 18,301 4,862 4,569
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 1,917)
27 0 108 1,572 1,858 1,707 1,966 210 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 1.4 71.7 78.6 78.7 80.0 21.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 17 21 19 23
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,474
COMMITMENTS
2,104 50 150 8,437 10,368 10,691 10,568 783 906
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 150)
-100 50 50 300 250 250 350 -100 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 0.4 1.3 73.5 90.4 93.2 92.1 6.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 2 32 34 37 37
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,550
COMMITMENTS
2,820 0 60 34,501 38,489 37,381 38,549 1,169 1
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 1,205)
75 0 0 963 1,205 1,038 1,205 167 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.2 89.5 99.8 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 1 33 32 36 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,601
COMMITMENTS
820 0 195 19,661 21,081 20,676 21,276 1,925 1,325
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 605)
-75 0 -150 280 755 55 605 550 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.9 87.0 93.3 91.5 94.1 8.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 26 16 29 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,636
COMMITMENTS
100 100 0 16,407 16,236 16,507 16,336 129 300
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 179)
-350 0 0 400 179 50 179 129 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.6 0.0 98.6 97.6 99.2 98.2 0.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 0 27 31 28 32
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,205
COMMITMENTS
334 220 0 2,702 3,302 3,036 3,522 1,169 683
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 7)
-6 8 0 138 -30 132 -22 -125 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.2 0.0 64.3 78.5 72.2 83.8 27.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 17 19 19 21
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,874
COMMITMENTS
300 0 0 15,167 15,854 15,467 15,854 407 20
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 856)
0 0 0 856 1,306 856 1,306 0 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 95.5 99.9 97.4 99.9 2.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 23 17 24 17
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,799
COMMITMENTS
2,361 714 82 17,965 19,739 20,408 20,535 391 264
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 237)
-57 0 0 351 294 294 294 -57 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 3.4 0.4 86.4 94.9 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 2 29 33 34 38
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,851
COMMITMENTS
333 357 19 9,229 9,243 9,581 9,619 270 232
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 506)
66 0 0 500 506 566 506 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.6 0.2 93.7 93.8 97.3 97.6 2.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 28 23 29 26
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,170
COMMITMENTS
10,500 270 1,937 41,236 53,342 53,673 55,549 2,497 621
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 145)
914 0 300 -1,234 -155 -20 145 165 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 0.5 3.4 73.4 95.0 95.6 98.9 4.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 1 4 33 36 43 41
Updated September 25, 2008