GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,453
COMMITMENTS
1,794 417 0 38,367 39,853 40,161 40,270 292 183
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -4,471)
669 -56 0 -5,139 -4,435 -4,470 -4,491 -1 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.0 0.0 94.8 98.5 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 4 0 33 36 35 40
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,573
COMMITMENTS
200 120 50 20,263 20,317 20,513 20,487 60 86
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,295)
-50 0 0 -2,230 -2,261 -2,280 -2,261 -15 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.6 0.2 98.5 98.8 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
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 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,043
COMMITMENTS
0 348 507 5,766 5,412 6,273 6,267 770 776
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -496)
-247 132 35 -408 -785 -620 -618 124 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 7.2 81.9 76.8 89.1 89.0 10.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 26 24 27 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,981
COMMITMENTS
337 381 500 8,730 8,890 9,567 9,771 1,414 1,210
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -1,468)
104 -82 -102 -1,617 -1,304 -1,615 -1,488 147 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.5 4.6 79.5 81.0 87.1 89.0 12.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 3 34 35 37 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,021
COMMITMENTS
35 122 36 7,544 7,448 7,615 7,606 406 415
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,108)
12 -89 -17 -1,892 -1,850 -1,897 -1,956 -211 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.5 0.4 94.1 92.9 94.9 94.8 5.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 4 3 47 55 50 60
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,922
COMMITMENTS
115 0 83 4,464 4,695 4,662 4,778 1,260 1,144
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -405)
-12 0 0 -156 -300 -168 -300 -237 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 1.4 75.4 79.3 78.7 80.7 21.3 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 20 19 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,769
COMMITMENTS
780 0 0 1,374 2,329 2,154 2,329 615 440
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -477)
-90 0 0 -563 -578 -653 -578 176 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 0.0 0.0 49.6 84.1 77.8 84.1 22.2 15.9
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 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,889
COMMITMENTS
0 0 0 7,874 7,839 7,874 7,839 15 50
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -1,000)
0 0 0 -1,015 -1,050 -1,015 -1,050 15 50
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 16 21 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 356,955
COMMITMENTS
43,776 19,907 67,307 207,365 238,997 318,449 326,211 38,506 30,744
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 11,016)
-960 2,914 3,533 9,574 1,588 12,146 8,035 -1,131 2,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 5.6 18.9 58.1 67.0 89.2 91.4 10.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
33 31 49 70 73 131 134
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 84,711
COMMITMENTS
352 4,992 25,302 52,836 49,654 78,489 79,948 6,221 4,763
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -299)
-85 -151 -161 93 90 -153 -222 -146 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.9 29.9 62.4 58.6 92.7 94.4 7.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 6 8 13 13 21 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 18,189
COMMITMENTS
819 0 700 15,165 17,184 16,684 17,884 1,505 305
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -6,891)
-174 -45 -50 -7,591 -6,201 -7,815 -6,296 924 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 3.8 83.4 94.5 91.7 98.3 8.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 0 4 41 46 46 50
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,515
COMMITMENTS
1,040 1,850 75 19,660 18,680 20,775 20,605 1,740 1,910
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 975)
0 0 0 975 525 975 525 0 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.2 0.3 87.3 83.0 92.3 91.5 7.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 1 26 26 30 29
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,980
COMMITMENTS
7,789 50 300 10,651 16,548 18,740 16,898 240 2,082
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 150)
900 0 0 -750 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 0.3 1.6 56.1 87.2 98.7 89.0 1.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 11 16 15 17
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 7,488
COMMITMENTS
0 0 0 6,789 7,196 6,789 7,196 699 292
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -494)
0 0 0 -415 -494 -415 -494 -79 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.7 96.1 90.7 96.1 9.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 15 13 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 954,760
COMMITMENTS
170,683 239,240 319,267 374,262 348,961 864,212 907,468 90,548 47,292
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 3,975)
7,315 -2,030 -1,803 1,512 10,489 7,024 6,656 -3,049 -2,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 25.1 33.4 39.2 36.5 90.5 95.0 9.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
108 108 130 87 74 266 245
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,419
COMMITMENTS
544 25 1,808 67,207 69,241 69,559 71,074 7,860 6,345
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 849)
169 -435 15 310 550 494 130 355 719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 2.3 86.8 89.4 89.8 91.8 10.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 23 24 26 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,881
COMMITMENTS
382 2,546 4,490 34,463 24,019 39,335 31,055 6,546 14,826
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -676)
-150 -722 454 -784 -1,738 -480 -2,006 -196 1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 5.5 9.8 75.1 52.4 85.7 67.7 14.3 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 4 17 17 21 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,662
COMMITMENTS
2,420 0 586 57,967 56,434 60,973 57,020 9,689 13,642
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 1,664)
0 0 0 1,664 1,060 1,664 1,060 0 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.8 82.0 79.9 86.3 80.7 13.7 19.3
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 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,924
COMMITMENTS
0 0 0 73,801 77,788 73,801 77,788 10,123 6,136
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -4,587)
0 0 0 -3,760 -3,439 -3,760 -3,439 -827 -1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.9 92.7 87.9 92.7 12.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 24 23 24 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,091
COMMITMENTS
0 2,329 3,923 75,798 75,941 79,721 82,193 7,370 4,898
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -4,354)
0 -932 -148 -3,920 -2,889 -4,068 -3,969 -286 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 4.5 87.0 87.2 91.5 94.4 8.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 2 28 26 30 28
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,334
COMMITMENTS
196 1,475 8,376 91,650 89,378 100,222 99,229 6,112 7,105
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -5,500)
196 -2,030 1,303 -7,018 -3,679 -5,519 -4,406 19 -1,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.4 7.9 86.2 84.1 94.3 93.3 5.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 19 28 21 30
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,669
COMMITMENTS
0 6,211 2,228 31,228 22,955 33,456 31,394 2,213 4,275
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 1,329)
0 1,179 -118 1,447 -34 1,329 1,027 0 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.4 6.2 87.5 64.4 93.8 88.0 6.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 16 14 18 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,678
COMMITMENTS
0 0 0 32,901 40,097 32,901 40,097 14,777 7,581
CHANGES FROM 09/01/09 (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 0.0 0.0 69.0 84.1 69.0 84.1 31.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 21 17 21 17
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,456
COMMITMENTS
2,475 5,295 4,632 83,349 82,948 90,456 92,875 7,000 4,581
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -4,779)
-2,632 -683 294 -3,524 -3,676 -5,862 -4,065 1,083 -714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 5.4 4.8 85.5 85.1 92.8 95.3 7.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 5 27 34 32 39
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,874,096
COMMITMENTS
60,839 139,377 607,913 1202753 1123836 1871505 1871125 2,592 2,971
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 48,084)
5,695 8,604 18,024 25,863 22,351 49,583 48,979 -1,499 -895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 7.4 32.4 64.2 60.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
42 32 64 62 66 129 138
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,504
COMMITMENTS
1,362 7,733 2,485 52,909 40,110 56,756 50,328 3,748 10,176
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 430)
0 -720 0 553 1,181 553 461 -123 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 12.8 4.1 87.4 66.3 93.8 83.2 6.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 13 15 15 17
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 7,977
COMMITMENTS
1,043 1,603 1,788 4,139 2,426 6,970 5,818 1,007 2,159
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -109)
-114 -110 372 -698 -1,048 -440 -786 331 677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 20.1 22.4 51.9 30.4 87.4 72.9 12.6 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 5 6 8 7 20 14
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,241
COMMITMENTS
1,364 4,012 496 107,369 103,685 109,229 108,193 2,012 3,048
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 372)
0 372 0 372 240 372 612 0 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.6 0.4 96.5 93.2 98.2 97.3 1.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 18 17 19 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 224,301
COMMITMENTS
9,660 10,990 5,373 200,150 202,143 215,183 218,506 9,118 5,795
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 5,038)
281 1,071 -747 5,383 4,694 4,917 5,018 121 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.9 2.4 89.2 90.1 95.9 97.4 4.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 4 37 39 43 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 149,016
COMMITMENTS
1,620 797 2,894 131,854 142,299 136,368 145,990 12,648 3,026
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 1,687)
979 0 -381 1,089 2,068 1,687 1,687 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.5 1.9 88.5 95.5 91.5 98.0 8.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 2 31 28 33 31
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 261,465
COMMITMENTS
13,879 490 12,608 214,764 232,932 241,251 246,030 20,214 15,435
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 1,180)
-3,846 -807 1,064 5,327 798 2,545 1,055 -1,365 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.2 4.8 82.1 89.1 92.3 94.1 7.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 4 38 39 42 43
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,971
COMMITMENTS
1,904 0 2,440 42,986 47,282 47,330 49,722 7,641 5,249
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 4.4 78.2 86.0 86.1 90.5 13.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 16 14 18 15
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| 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 09/01/09 (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 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,936,567
COMMITMENTS
605,321 107,904 931,564 1373758 1885197 2910643 2924665 25,924 11,902
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 10,691)
5,414 6,752 12,130 -7,340 -8,667 10,204 10,215 487 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 3.7 31.7 46.8 64.2 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
38 28 58 104 101 171 162
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,045,832
COMMITMENTS
126,006 126,072 222,195 694,781 692,091 1042982 1040358 2,850 5,474
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 36,939)
21,146 37,160 -10,768 26,641 10,878 37,019 37,270 -80 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 12.1 21.2 66.4 66.2 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
20 26 35 42 43 83 83
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 132,590
COMMITMENTS
2,241 3,188 3,446 126,231 125,936 131,918 132,570 672 20
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 3,780)
150 631 327 3,279 3,419 3,756 4,377 24 -597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.4 2.6 95.2 95.0 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 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,871
COMMITMENTS
344 44 0 8,165 8,466 8,509 8,510 362 361
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -625)
0 44 0 -583 -903 -583 -859 -42 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.5 0.0 92.0 95.4 95.9 95.9 4.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 12 16 13 17
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 27,778
COMMITMENTS
2,999 0 120 23,405 26,563 26,524 26,683 1,254 1,095
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -73)
-9 0 -14 -50 -59 -73 -73 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.0 0.4 84.3 95.6 95.5 96.1 4.5 3.9
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 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,589
COMMITMENTS
0 596 578 28,906 29,851 29,484 31,025 2,105 564
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 190)
-120 36 -12 322 166 190 190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 1.8 91.5 94.5 93.3 98.2 6.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 25 22 27 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,785
COMMITMENTS
0 0 0 23,309 23,193 23,309 23,193 476 592
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 164)
0 0 0 164 164 164 164 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 97.5 98.0 97.5 2.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 14 16 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,328
COMMITMENTS
740 0 0 11,508 12,434 12,248 12,434 1,080 894
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -40)
-60 0 0 20 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.0 86.3 93.3 91.9 93.3 8.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 21 18 22 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,254
COMMITMENTS
0 0 0 34,998 35,818 34,998 35,818 1,256 436
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 1,010)
-0 0 0 1,037 1,170 1,037 1,170 -27 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 98.8 96.5 98.8 3.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 21 20 21
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| 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: 13,042
COMMITMENTS
0 0 0 12,554 10,972 12,554 10,972 488 2,070
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 198)
0 0 0 198 78 198 78 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 84.1 96.3 84.1 3.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 22 18 22 18
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 21,646
COMMITMENTS
0 1,140 0 21,456 20,316 21,456 21,456 190 190
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.0 99.1 93.9 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 8 12 9
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 94,344
COMMITMENTS
0 6,325 0 94,344 88,019 94,344 94,344 0 0
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 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 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,568,816
COMMITMENTS
0 81,600 0 1568816 1487216 1568816 1568816 0 0
CHANGES FROM 09/01/09 (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 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 145,823
COMMITMENTS
7,990 0 0 137,833 144,873 145,823 144,873 0 950
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 0.0 94.5 99.3 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 0 18 27 21 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,154,634
COMMITMENTS
108,392 0 0 2046242 2154634 2154634 2154634 0 0
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 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 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 44,642
COMMITMENTS
38 3,195 42 44,477 40,982 44,557 44,219 85 423
CHANGES FROM 09/01/09 (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 7.2 0.1 99.6 91.8 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 12 16 14
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 716,277
COMMITMENTS
0 64,240 0 716,277 652,037 716,277 716,277 0 0
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 3,920)
0 0 0 3,920 3,920 3,920 3,920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.0 0.0 100.0 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 14 12 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 47,797
COMMITMENTS
1,290 320 0 46,507 47,477 47,797 47,797 0 0
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 1,335)
0 0 0 1,335 1,335 1,335 1,335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.7 0.0 97.3 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 0 19 25 20 27
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 781,223
COMMITMENTS
27,151 0 2,304 751,768 778,919 781,223 781,223 0 0
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 18,720)
0 0 0 18,720 18,720 18,720 18,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.3 96.2 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 19 23 21 24
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,888
COMMITMENTS
291 84 74 19,966 20,529 20,331 20,687 557 201
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -1,707)
0 0 0 -1,507 -1,722 -1,507 -1,722 -200 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.4 0.4 95.6 98.3 97.3 99.0 2.7 1.0
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 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,695
COMMITMENTS
217 0 0 8,269 8,327 8,486 8,327 209 368
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 361)
0 0 0 359 305 359 305 2 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 95.1 95.8 97.6 95.8 2.4 4.2
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 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,885
COMMITMENTS
245 0 130 14,213 14,655 14,588 14,785 297 100
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 12)
-5 0 -10 12 12 -3 2 15 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.9 95.5 98.5 98.0 99.3 2.0 0.7
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 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,764
COMMITMENTS
0 290 130 4,264 3,743 4,394 4,163 370 601
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 2.7 89.5 78.6 92.2 87.4 7.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 21 18 22 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,778,011
COMMITMENTS
220,766 91,945 947,564 1523491 1657010 2691821 2696519 86,190 81,492
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 5,302)
-4,984 -7,722 -15,683 24,291 22,594 3,624 -811 1,678 6,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.3 34.1 54.8 59.6 96.9 97.1 3.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
151 85 184 91 104 323 303
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 102,452
COMMITMENTS
9,062 23,499 23,753 65,747 52,560 98,562 99,812 3,890 2,640
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,187)
471 -854 -1,020 -1,756 -252 -2,305 -2,126 118 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 22.9 23.2 64.2 51.3 96.2 97.4 3.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 7 12 17 17 29 30
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 206,318
COMMITMENTS
33,803 32,018 1,058 143,489 121,800 178,350 154,876 27,968 51,442
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 2,512)
195 597 15 1,409 1,442 1,619 2,054 893 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 15.5 0.5 69.5 59.0 86.4 75.1 13.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 4 27 26 32 32
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 202,879
COMMITMENTS
27,129 10,416 55,636 115,768 133,567 198,534 199,620 4,346 3,259
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -3,277)
-2,741 830 924 -1,343 -4,885 -3,159 -3,130 -118 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 5.1 27.4 57.1 65.8 97.9 98.4 2.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
29 15 36 28 28 69 67
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 598,268
COMMITMENTS
39,751 3,227 71,064 464,407 502,760 575,223 577,051 23,045 21,216
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -3,406)
180 411 -1,540 -2,290 -2,309 -3,649 -3,438 243 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.5 11.9 77.6 84.0 96.1 96.5 3.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 3 11 31 32 42 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,422
COMMITMENTS
152 1,860 345 63,625 62,142 64,122 64,347 300 75
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 3,273)
-418 75 -175 3,866 3,398 3,273 3,298 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.9 0.5 98.8 96.5 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 5 4 43 47 49 53
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 170,688
COMMITMENTS
20,715 47,356 11,797 131,208 102,995 163,720 162,148 6,968 8,540
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -8,757)
1,167 2,995 -2,719 -7,688 -9,210 -9,240 -8,934 483 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 27.7 6.9 76.9 60.3 95.9 95.0 4.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 18 17 24 23 45 45
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,737
COMMITMENTS
1,445 3,325 1,556 33,574 32,692 36,575 37,573 4,162 3,164
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 5)
-651 -600 1 741 12 91 -587 -86 592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 8.2 3.8 82.4 80.3 89.8 92.2 10.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 4 15 17 20 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 107,720
COMMITMENTS
4,923 2,088 1,543 66,507 81,055 72,973 84,686 34,747 23,034
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 533)
120 -195 6 19 939 145 750 388 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.9 1.4 61.7 75.2 67.7 78.6 32.3 21.4
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 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,598
COMMITMENTS
400 1,428 0 41,988 41,018 42,388 42,446 210 152
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 560)
0 180 0 560 440 560 620 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.4 0.0 98.6 96.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 0 27 34 28 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,372
COMMITMENTS
15,208 2,735 153 4,517 19,027 19,878 21,915 2,494 457
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 717)
414 51 -10 154 746 558 787 159 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.0 12.2 0.7 20.2 85.0 88.9 98.0 11.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
84 13 2 17 26 103 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 26,908
COMMITMENTS
17,580 2,432 264 4,483 23,323 22,327 26,019 4,581 889
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 51)
1,192 79 -261 -825 510 106 328 -55 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.3 9.0 1.0 16.7 86.7 83.0 96.7 17.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
67 14 3 13 29 80 46
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 236,092
COMMITMENTS
52,691 9,788 32,524 136,065 183,198 221,280 225,511 14,812 10,582
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -1,147)
-4 -345 -205 -1,147 -389 -1,356 -938 209 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 4.1 13.8 57.6 77.6 93.7 95.5 6.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
64 17 46 69 91 155 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,546
COMMITMENTS
1,242 0 213 14,443 15,699 15,898 15,912 4,648 4,634
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 71)
18 0 12 -55 -1 -25 11 96 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 1.0 70.3 76.4 77.4 77.4 22.6 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 17 18 19 19
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,910
COMMITMENTS
1,954 0 100 8,173 9,904 10,227 10,004 683 906
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,164)
-350 0 0 -1,764 -2,170 -2,114 -2,170 -50 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 0.0 0.9 74.9 90.8 93.7 91.7 6.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 0 1 32 32 37 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,517
COMMITMENTS
2,855 50 12 31,643 35,379 34,510 35,441 1,007 76
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -3,105)
-40 50 0 -3,321 -3,229 -3,361 -3,179 256 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.1 0.0 89.1 99.6 97.2 99.8 2.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 1 32 32 35 34
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,106
COMMITMENTS
880 0 345 18,556 19,436 19,781 19,781 1,325 1,325
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,276)
-5 0 150 -3,486 -2,376 -3,341 -2,226 1,065 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 1.6 87.9 92.1 93.7 93.7 6.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 23 17 26 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,507
COMMITMENTS
450 100 0 16,057 16,107 16,507 16,207 0 300
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,735)
0 0 0 -2,735 -2,735 -2,735 -2,735 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.6 0.0 97.3 97.6 100.0 98.2 0.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 0 27 27 29 28
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,194
COMMITMENTS
406 188 0 2,587 3,338 2,993 3,526 1,201 668
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 212)
6 0 0 115 172 121 172 91 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 4.5 0.0 61.7 79.6 71.4 84.1 28.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 0 15 17 18 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,510
COMMITMENTS
0 0 0 13,983 14,040 13,983 14,040 527 470
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,344)
-145 0 0 -2,212 -2,324 -2,357 -2,324 13 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 96.8 96.4 96.8 3.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 15 23 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,778
COMMITMENTS
2,418 714 82 16,830 18,661 19,330 19,457 448 321
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 672)
96 0 0 576 692 672 692 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 3.6 0.4 85.1 94.4 97.7 98.4 2.3 1.6
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 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,272
COMMITMENTS
222 90 19 7,756 7,986 7,997 8,095 275 177
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 514)
0 0 18 541 541 559 559 -45 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.1 0.2 93.8 96.5 96.7 97.9 3.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 25 19 26 21
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,659
COMMITMENTS
10,075 0 1,448 41,804 53,554 53,327 55,002 2,332 657
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 344)
141 0 192 36 -51 369 141 -25 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 0.0 2.6 75.1 96.2 95.8 98.8 4.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 0 4 32 37 41 41
Updated September 11, 2008