GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,827
COMMITMENTS
1,737 630 0 43,006 44,179 44,743 44,809 84 18
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,482)
384 0 0 1,047 1,517 1,431 1,517 51 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.4 0.0 95.9 98.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 0 36 40 38 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,037
COMMITMENTS
100 0 0 20,605 20,677 20,705 20,677 332 360
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,556)
0 0 0 1,298 1,256 1,298 1,256 258 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 97.9 98.3 98.4 98.3 1.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 27 30 28 30
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,993
COMMITMENTS
0 446 377 5,585 5,026 5,962 5,849 1,031 1,144
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 277)
0 15 -11 655 231 644 235 -367 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 5.4 79.9 71.9 85.3 83.6 14.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 21 20 22 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,261
COMMITMENTS
372 196 491 9,255 9,680 10,118 10,367 1,143 894
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 689)
15 19 -15 704 743 704 747 -15 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.7 4.4 82.2 86.0 89.8 92.1 10.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 3 4 41 44 46 50
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,201
COMMITMENTS
30 192 74 8,348 8,187 8,452 8,453 749 748
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 600)
0 8 -35 434 428 399 401 201 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.1 0.8 90.7 89.0 91.9 91.9 8.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 3 2 47 55 49 59
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,378
COMMITMENTS
76 0 80 3,767 3,709 3,923 3,789 1,455 1,589
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 97)
15 0 0 95 62 110 62 -13 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 1.5 70.0 69.0 72.9 70.5 27.1 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 19 19 20 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,615
COMMITMENTS
0 0 0 8,605 8,595 8,605 8,595 10 20
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 702)
0 0 0 702 702 702 702 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 99.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 18 18 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 389,941
COMMITMENTS
55,289 19,095 74,314 214,261 259,545 343,865 352,955 46,076 36,986
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 3,748)
-2,312 4,414 373 7,658 -3,704 5,720 1,084 -1,972 2,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 4.9 19.1 54.9 66.6 88.2 90.5 11.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
49 27 53 74 81 150 141
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 93,398
COMMITMENTS
481 5,044 26,200 60,057 56,374 86,739 87,619 6,660 5,780
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,966)
61 1,123 1,058 1,985 611 3,103 2,792 -1,137 -825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.4 28.1 64.3 60.4 92.9 93.8 7.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 8 16 16 24 24
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 22,287
COMMITMENTS
975 443 487 19,687 20,323 21,149 21,253 1,138 1,034
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 60)
100 -50 -50 240 1,535 290 1,435 -230 -1,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.0 2.2 88.3 91.2 94.9 95.4 5.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 6 5 46 47 53 54
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,169
COMMITMENTS
575 1,800 75 17,991 16,174 18,641 18,049 1,528 2,120
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 621)
0 -300 0 621 1,071 621 771 0 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 8.9 0.4 89.2 80.2 92.4 89.5 7.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 1 25 23 27 26
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,195
COMMITMENTS
6,289 50 300 9,546 13,763 16,135 14,113 60 2,082
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 0)
300 0 0 -300 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 0.3 1.9 58.9 85.0 99.6 87.1 0.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 10 16 13 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 942,647
COMMITMENTS
151,759 227,122 335,325 364,219 321,907 851,304 884,354 91,343 58,292
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 23,596)
-3,345 11,139 16,416 2,733 -12,071 15,804 15,485 7,793 8,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 24.1 35.6 38.6 34.1 90.3 93.8 9.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
82 92 123 96 77 257 226
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,057
COMMITMENTS
2,027 63 2,291 62,193 61,714 66,511 64,068 6,546 8,989
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -186)
209 63 -187 -422 -62 -400 -186 214 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.1 3.1 85.1 84.5 91.0 87.7 9.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 19 18 22 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,276
COMMITMENTS
2,461 0 4,695 35,730 30,553 42,886 35,248 5,390 13,028
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -208)
1,018 0 -817 703 2,942 904 2,125 -1,112 -2,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 9.7 74.0 63.3 88.8 73.0 11.2 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 3 11 15 14 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,505
COMMITMENTS
2,149 2,869 400 67,464 65,801 70,013 69,070 10,492 11,435
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 6,733)
0 0 0 9,422 9,628 9,422 9,628 -2,689 -2,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.6 0.5 83.8 81.7 87.0 85.8 13.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 27 28 30 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,632
COMMITMENTS
0 0 0 71,747 79,261 71,747 79,261 14,885 7,371
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,749)
0 0 0 1,870 958 1,870 958 -121 791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.8 91.5 82.8 91.5 17.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 21 19 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,021
COMMITMENTS
4,177 957 5,539 67,829 77,863 77,545 84,359 13,476 6,662
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 3,501)
2,874 -2,982 1,425 -359 3,223 3,940 1,666 -439 1,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.1 6.1 74.5 85.5 85.2 92.7 14.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 4 23 22 27 27
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,456
COMMITMENTS
1,611 8,959 5,155 88,573 78,674 95,339 92,788 6,117 8,668
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 501)
45 48 -31 170 46 184 63 317 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 8.8 5.1 87.3 77.5 94.0 91.5 6.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 3 16 23 20 26
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 30,993
COMMITMENTS
0 4,649 1,905 26,770 21,105 28,675 27,659 2,318 3,334
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,008)
0 1,485 -461 1,457 -202 996 822 12 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.0 6.1 86.4 68.1 92.5 89.2 7.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 2 16 14 18 17
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,420
COMMITMENTS
6,292 6,409 4,618 75,128 80,969 86,038 91,996 11,382 5,424
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 2,809)
308 820 -190 2,874 3,127 2,992 3,757 -183 -948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 6.6 4.7 77.1 83.1 88.3 94.4 11.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 4 23 27 27 31
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,655,638
COMMITMENTS
49,002 128,830 521,190 1079848 999,907 1650039 1649927 5,598 5,710
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 49,439)
1,732 5,663 20,004 27,160 23,386 48,896 49,053 543 386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 7.8 31.5 65.2 60.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
46 32 62 62 62 134 131
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,359
COMMITMENTS
2,480 2,420 0 101,777 98,004 104,257 100,424 3,102 6,935
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 234)
0 0 0 1,386 1,170 1,386 1,170 -1,152 -936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.3 0.0 94.8 91.3 97.1 93.5 2.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 18 18 19 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 222,827
COMMITMENTS
11,921 10,153 3,350 198,804 204,006 214,075 217,509 8,752 5,318
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 2,403)
2,984 338 -1,243 -420 2,876 1,321 1,971 1,082 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.6 1.5 89.2 91.6 96.1 97.6 3.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 1 4 40 38 46 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 146,543
COMMITMENTS
4,298 859 2,378 127,040 138,106 133,716 141,343 12,827 5,200
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,116)
-1,322 0 -1,199 3,295 1,477 774 278 342 838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.6 1.6 86.7 94.2 91.2 96.5 8.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 28 25 30 28
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 245,474
COMMITMENTS
8,198 0 16,335 202,989 217,926 227,522 234,261 17,952 11,213
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -1,129)
-6,899 0 1,294 3,714 -454 -1,891 840 762 -1,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 6.7 82.7 88.8 92.7 95.4 7.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 4 34 36 38 40
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,724
COMMITMENTS
960 0 2,304 44,280 47,816 47,544 50,120 8,180 5,604
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 0)
-428 0 0 428 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 4.1 79.5 85.8 85.3 89.9 14.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 15 16 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,476
COMMITMENTS
242 1,258 682 58,525 59,863 59,449 61,803 6,027 3,673
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -116)
0 0 0 -26 -26 -26 -26 -90 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.9 1.0 89.4 91.4 90.8 94.4 9.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 16 14 18 16
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,884,473
COMMITMENTS
582,510 117,883 866,825 1400409 1880786 2849744 2865494 34,729 18,979
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 17,123)
-16,419 10,588 19,085 13,639 -9,414 16,305 20,259 818 -3,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 4.1 30.1 48.5 65.2 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
41 20 57 105 101 171 160
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 997,707
COMMITMENTS
158,123 145,946 173,638 661,338 675,552 993,099 995,136 4,608 2,571
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 56,752)
43,846 6,457 4,796 8,683 45,380 57,325 56,633 -573 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 14.6 17.4 66.3 67.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
24 28 40 43 40 89 86
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,493
COMMITMENTS
70 701 47 2,286 1,599 2,403 2,347 90 146
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 306)
16 147 -25 351 124 342 246 -36 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 28.1 1.9 91.7 64.1 96.4 94.1 3.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 2 14 12 16 16
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 133,966
COMMITMENTS
1,667 2,434 4,518 126,886 126,711 133,070 133,663 895 302
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 2,262)
400 220 575 1,232 1,446 2,207 2,241 55 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.8 3.4 94.7 94.6 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 4 5 36 33 43 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,243
COMMITMENTS
0 44 0 6,945 7,117 6,945 7,161 298 82
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 86)
0 0 0 86 86 86 86 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 95.9 98.3 95.9 98.9 4.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 13 14 13 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,806
COMMITMENTS
41 80 513 23,242 23,160 23,796 23,753 1,010 1,053
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 784)
-62 0 -23 791 723 706 700 78 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 2.1 93.7 93.4 95.9 95.8 4.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 23 20 26 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,156
COMMITMENTS
0 1,110 500 29,969 30,366 30,469 31,976 1,687 180
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -74)
0 -4 4 -156 -70 -152 -70 78 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 1.6 93.2 94.4 94.8 99.4 5.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 27 24 29 26
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,206
COMMITMENTS
758 0 0 11,670 12,092 12,428 12,092 778 1,114
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 48)
0 0 0 100 24 100 24 -52 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.0 88.4 91.6 94.1 91.6 5.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 20 17 22 17
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,023
COMMITMENTS
94 0 735 44,397 44,645 45,226 45,381 797 642
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,227)
94 0 735 286 362 1,115 1,097 111 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 1.6 96.5 97.0 98.3 98.6 1.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 24 23 27 25
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 12,058
COMMITMENTS
0 0 0 10,868 11,324 10,868 11,324 1,190 734
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -90)
0 0 0 -124 -132 -124 -132 34 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.1 93.9 90.1 93.9 9.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 20 23 20
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 18,869
COMMITMENTS
0 982 0 18,722 17,740 18,722 18,722 147 147
CHANGES FROM 11/09/09 (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 99.2 94.0 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 13 8 13 10
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 54,289
COMMITMENTS
220 400 0 53,234 53,789 53,454 54,189 835 100
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 0)
0 400 0 0 -400 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 0.0 98.1 99.1 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 20 10 21 11
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 886,299
COMMITMENTS
0 31,040 0 886,299 855,259 886,299 886,299 0 0
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 3,880)
0 0 0 3,880 3,880 3,880 3,880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 100.0 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 7 15 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 100,476
COMMITMENTS
0 5,575 0 100,178 94,861 100,178 100,436 298 40
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 2,375)
0 0 0 2,077 2,335 2,077 2,335 298 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 0.0 99.7 94.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 17 15 17 17
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,650,680
COMMITMENTS
0 73,840 0 1650680 1576840 1650680 1650680 0 0
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 40,908)
0 0 0 40,908 40,908 40,908 40,908 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 100.0 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 16 12 16 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 173,819
COMMITMENTS
6,777 0 0 167,042 173,084 173,819 173,084 0 735
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,983)
440 0 0 1,543 1,983 1,983 1,983 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 96.1 99.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 0 21 28 24 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,765,151
COMMITMENTS
107,616 0 0 2657535 2765151 2765151 2765151 0 0
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 74,488)
0 0 0 74,488 74,488 74,488 74,488 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 96.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 0 20 22 23 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 62,213
COMMITMENTS
80 3,090 0 62,091 58,677 62,171 61,767 42 446
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.0 0.0 99.8 94.3 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 20 15 21 16
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,032,968
COMMITMENTS
0 83,880 0 1032968 949,088 1032968 1032968 0 0
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -1,960)
0 0 0 -1,960 -1,960 -1,960 -1,960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.0 100.0 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 15 15 16
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 51,911
COMMITMENTS
3,850 579 45 47,761 51,247 51,656 51,871 255 40
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 0)
2,560 0 0 -2,560 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 1.1 0.1 92.0 98.7 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 1 24 25 26 27
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 966,164
COMMITMENTS
82,660 35,400 0 883,504 930,764 966,164 966,164 0 0
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 9,803)
46,640 0 0 -36,837 9,803 9,803 9,803 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 3.7 0.0 91.4 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 0 24 24 26 26
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,544
COMMITMENTS
280 84 20 15,773 16,284 16,073 16,388 471 156
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -0 0 -0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.5 0.1 95.3 98.4 97.2 99.1 2.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 31 34 32 36
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,738
COMMITMENTS
285 0 0 6,733 7,263 7,018 7,263 720 475
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -58)
0 0 0 -88 -58 -88 -58 30 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 87.0 93.9 90.7 93.9 9.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 24 21 25 21
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,017
COMMITMENTS
235 0 155 11,407 11,796 11,797 11,951 220 66
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 19)
11 0 24 19 19 54 43 -35 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 1.3 94.9 98.2 98.2 99.5 1.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 25 19 26 20
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,701
COMMITMENTS
83 310 24 13,133 13,187 13,240 13,521 461 180
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,375)
83 50 -122 1,282 1,368 1,243 1,296 132 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.3 0.2 95.9 96.2 96.6 98.7 3.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 27 28 29 29
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,705
COMMITMENTS
0 285 25 8,391 8,335 8,416 8,645 289 60
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,626)
0 0 0 1,771 1,596 1,771 1,596 -145 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.3 96.4 95.7 96.7 99.3 3.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 14 16 15 17
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,867
COMMITMENTS
0 240 55 5,402 5,351 5,457 5,646 410 221
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 328)
0 70 -30 442 252 412 292 -84 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 0.9 92.1 91.2 93.0 96.2 7.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 20 18 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,491,200
COMMITMENTS
265,547 111,920 738,450 1337093 1518682 2341090 2369053 150,110 122,148
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -417,670)
-11,372 11,877 -207,166 -234,165 -252,356 -452,704 -447,645 35,033 29,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 4.5 29.6 53.7 61.0 94.0 95.1 6.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
145 81 166 86 102 311 280
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,014
COMMITMENTS
4,435 26,503 18,603 67,357 46,052 90,394 91,158 3,619 2,856
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,658)
-1,091 1,223 -1,959 3,097 1,572 46 836 1,611 822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 28.2 19.8 71.6 49.0 96.2 97.0 3.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 9 13 19 19 32 32
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,968
COMMITMENTS
38,162 34,276 2,293 147,092 129,732 187,547 166,301 20,421 41,667
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,618)
276 1,022 60 8,690 1,723 9,026 2,805 -7,408 -1,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 16.5 1.1 70.7 62.4 90.2 80.0 9.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 5 6 32 32 39 40
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 169,571
COMMITMENTS
32,933 5,920 40,808 91,815 119,337 165,555 166,064 4,015 3,507
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -45,210)
-2,684 -3,442 -13,044 -29,885 -29,308 -45,612 -45,793 402 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 3.5 24.1 54.1 70.4 97.6 97.9 2.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
25 12 28 23 23 58 53
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 668,332
COMMITMENTS
45,345 2,905 73,237 529,872 574,813 648,454 650,954 19,878 17,377
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 6,148)
1,286 -41 433 3,924 6,824 5,643 7,215 505 -1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.4 11.0 79.3 86.0 97.0 97.4 3.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 1 11 35 36 46 47
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,223
COMMITMENTS
182 1,435 275 83,913 83,458 84,370 85,168 1,853 1,055
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 7,340)
0 -175 75 7,212 7,390 7,287 7,290 53 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.7 0.3 97.3 96.8 97.9 98.8 2.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
2 3 2 48 54 51 59
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 149,746
COMMITMENTS
22,434 30,497 15,736 105,304 95,207 143,474 141,440 6,272 8,306
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -6,591)
3,977 -16,288 4,255 -14,358 5,447 -6,126 -6,586 -465 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 20.4 10.5 70.3 63.6 95.8 94.5 4.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 13 17 26 25 51 44
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,902
COMMITMENTS
496 2,641 1,480 19,641 17,805 21,617 21,926 2,285 1,976
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -9,479)
-2,088 -1 -909 -5,392 -8,787 -8,389 -9,697 -1,090 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 11.0 6.2 82.2 74.5 90.4 91.7 9.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 3 13 15 17 20
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 105,392
COMMITMENTS
1,980 2,250 1,739 74,080 79,691 77,799 83,680 27,593 21,712
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,366)
0 -524 198 5,826 -98 6,024 -424 -4,658 1,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.1 1.7 70.3 75.6 73.8 79.4 26.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 26 23 29 25
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,162
COMMITMENTS
0 1,218 0 42,082 40,047 42,082 41,265 80 897
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 4,395)
0 180 0 4,445 3,460 4,445 3,640 -50 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 99.8 95.0 99.8 97.9 0.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 0 26 37 26 39
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,400
COMMITMENTS
0 0 0 51,854 49,199 51,854 49,199 4,546 7,201
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 87.2 91.9 87.2 8.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 20 19 20 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,534
COMMITMENTS
14,849 1,482 416 4,101 19,946 19,366 21,844 3,168 690
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 27)
461 -222 281 -890 -37 -148 22 175 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.9 6.6 1.8 18.2 88.5 85.9 96.9 14.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
88 12 3 19 28 108 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,656
COMMITMENTS
23,679 1,834 205 5,412 31,596 29,296 33,635 5,360 1,021
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,882)
1,782 252 108 -412 1,632 1,478 1,992 404 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 5.3 0.6 15.6 91.2 84.5 97.1 15.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
90 13 3 13 32 106 47
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 299,684
COMMITMENTS
78,286 18,392 41,227 156,658 222,266 276,171 281,885 23,514 17,800
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 19,522)
657 2,927 3,799 14,505 11,758 18,960 18,483 562 1,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 6.1 13.8 52.3 74.2 92.2 94.1 7.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
68 24 49 79 93 171 148
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,083
COMMITMENTS
1,896 0 440 15,032 16,175 17,368 16,615 5,715 6,468
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 600)
0 0 0 400 647 400 647 200 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 1.9 65.1 70.1 75.2 72.0 24.8 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 3 17 18 20 21
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,474
COMMITMENTS
1,454 0 75 6,492 7,993 8,021 8,068 453 406
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 235)
0 0 25 260 410 285 435 -50 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 0.0 0.9 76.6 94.3 94.7 95.2 5.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 0 2 27 32 33 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,429
COMMITMENTS
2,499 0 0 39,659 43,119 42,158 43,119 1,271 310
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,120)
0 0 0 1,390 1,120 1,390 1,120 -270 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 91.3 99.3 97.1 99.3 2.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 34 30 36 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,900
COMMITMENTS
2,860 0 0 18,760 20,640 21,620 20,640 280 1,260
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,120)
1,200 0 0 -80 1,120 1,120 1,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.0 0.0 85.7 94.2 98.7 94.2 1.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 25 15 27 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,140
COMMITMENTS
2,500 50 0 12,490 13,840 14,990 13,890 150 1,250
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 250)
0 0 0 200 50 200 50 50 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 0.3 0.0 82.5 91.4 99.0 91.7 1.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 0 27 29 30 30
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,885
COMMITMENTS
201 90 0 2,645 3,026 2,846 3,116 1,039 769
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 86)
6 0 0 66 -48 72 -48 14 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.3 0.0 68.1 77.9 73.3 80.2 26.7 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 19 17 20 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,563
COMMITMENTS
420 0 0 14,898 15,553 15,318 15,553 245 10
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 249)
0 0 0 249 249 249 249 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 95.7 99.9 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 21 20 22 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,112
COMMITMENTS
2,126 0 27 15,840 18,007 17,993 18,034 119 78
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -408)
0 0 0 -312 -216 -312 -216 -96 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 0.0 0.1 87.5 99.4 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 0 2 30 35 35 37
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,717
COMMITMENTS
262 294 58 9,361 9,305 9,681 9,657 36 60
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 223)
-318 116 58 822 253 562 427 -339 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.0 0.6 96.3 95.8 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 22 22 24 25
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,797
COMMITMENTS
10,819 598 1,338 39,115 50,370 51,272 52,306 2,525 1,491
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -894)
-528 60 201 -273 -711 -600 -450 -294 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 1.1 2.5 72.7 93.6 95.3 97.2 4.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 3 3 32 37 38 42
RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE Code-967652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,984
COMMITMENTS
5,399 550 1,602 13,341 18,447 20,342 20,599 3,642 3,385
CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 2.3 6.7 55.6 76.9 84.8 85.9 15.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 5 12 14 17 19
Updated November 20, 2009