GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,579
COMMITMENTS
0 0 0 10,438 10,429 10,438 10,429 141 150
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 1,407)
0 0 0 1,392 1,372 1,392 1,372 15 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.7 98.6 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 30 32 30 32
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,203
COMMITMENTS
0 235 630 11,553 11,338 12,183 12,203 20 0
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 2,166)
0 0 0 2,166 2,166 2,166 2,166 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.9 5.2 94.7 92.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 2 30 31 32 34
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,830
COMMITMENTS
375 586 145 5,750 5,364 6,270 6,095 560 735
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -77)
15 -353 24 -177 119 -138 -210 61 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 8.6 2.1 84.2 78.5 91.8 89.2 8.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 17 16 19 18
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,462
COMMITMENTS
63 537 104 4,129 4,111 4,296 4,752 1,166 710
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 377)
-6 -10 12 347 402 353 404 24 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 9.8 1.9 75.6 75.3 78.7 87.0 21.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 3 27 31 30 35
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,867
COMMITMENTS
50 20 100 4,114 3,885 4,264 4,005 603 862
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 517)
0 10 30 402 307 432 347 85 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.4 2.1 84.5 79.8 87.6 82.3 12.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 3 33 37 37 40
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 203,017
COMMITMENTS
20,595 11,703 35,476 116,246 133,535 172,317 180,714 30,700 22,303
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -10,908)
-4,565 -1,905 -200 -5,727 -6,347 -10,492 -8,452 -416 -2,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 5.8 17.5 57.3 65.8 84.9 89.0 15.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
29 18 34 56 56 104 95
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 10,138
COMMITMENTS
355 1,388 100 9,483 8,400 9,938 9,888 200 250
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 650)
0 125 100 950 950 1,050 1,175 -400 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 13.7 1.0 93.5 82.9 98.0 97.5 2.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 4 1 31 30 33 35
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,717
COMMITMENTS
592 75 0 4,750 5,342 5,342 5,417 375 300
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 1,200)
0 -147 0 1,225 1,072 1,225 925 -25 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 1.3 0.0 83.1 93.4 93.4 94.8 6.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 0 16 20 18 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 881,561
COMMITMENTS
218,592 396,198 257,920 334,786 194,289 811,298 848,407 70,263 33,154
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -28,818)
-2,381 2,446 -21,927 -771 -9,029 -25,079 -28,510 -3,739 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 44.9 29.3 38.0 22.0 92.0 96.2 8.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
68 49 80 79 65 187 162
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,445
COMMITMENTS
292 7,517 3,042 81,321 73,597 84,655 84,156 8,790 9,289
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -3,919)
292 -1,658 730 -31 3,127 991 2,199 -4,910 -6,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 8.0 3.3 87.0 78.8 90.6 90.1 9.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 3 24 25 27 29
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,593
COMMITMENTS
2,397 11,976 4,941 45,680 36,094 53,018 53,011 6,575 6,582
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -892)
0 414 -352 218 -1,114 -134 -1,052 -758 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 20.1 8.3 76.7 60.6 89.0 89.0 11.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 4 4 28 21 32 26
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,693
COMMITMENTS
3,936 2,266 910 84,329 85,840 89,175 89,016 6,518 6,677
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 594)
-118 0 118 594 476 594 594 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 2.4 1.0 88.1 89.7 93.2 93.0 6.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 4 32 30 36 34
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,580
COMMITMENTS
1,922 2,091 890 72,799 72,475 75,611 75,456 10,969 11,124
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 1,239)
0 -856 428 23 1,060 451 632 788 607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 2.4 1.0 84.1 83.7 87.3 87.2 12.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 21 25 25 27
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,977
COMMITMENTS
2,704 5,589 5,538 32,986 29,443 41,228 40,570 3,749 4,407
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -271)
-302 -356 333 -240 -150 -209 -173 -62 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 12.4 12.3 73.3 65.5 91.7 90.2 8.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 4 14 11 18 15
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,245
COMMITMENTS
14,346 503 5,389 45,982 60,884 65,717 66,776 8,528 7,469
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -93)
760 0 -542 296 -365 514 -907 -607 814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 0.7 7.3 61.9 82.0 88.5 89.9 11.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 3 22 25 27 28
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,781
COMMITMENTS
6,990 7,525 3,161 77,350 78,514 87,501 89,200 9,280 7,581
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 2,344)
2,407 -567 -155 -3,460 660 -1,208 -62 3,552 2,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 7.8 3.3 79.9 81.1 90.4 92.2 9.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 3 28 34 31 39
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,450
COMMITMENTS
11,983 488 5,569 83,101 85,160 100,653 91,217 7,797 17,233
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 1,939)
176 0 -101 1,636 1,888 1,711 1,787 228 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 0.4 5.1 76.6 78.5 92.8 84.1 7.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 22 27 25 30
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,181
COMMITMENTS
1,923 6,811 2,874 39,276 33,461 44,073 43,146 4,108 5,035
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 3,217)
-440 1,685 358 4,129 3,425 4,047 5,468 -830 -2,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 14.1 6.0 81.5 69.4 91.5 89.5 8.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 4 18 22 22 26
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,574
COMMITMENTS
1,665 3,783 25,358 64,086 65,137 91,109 94,278 5,465 2,296
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 615)
0 -1,951 2,078 2,602 2,793 4,680 2,920 -4,065 -2,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 3.9 26.3 66.4 67.4 94.3 97.6 5.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 3 18 21 22 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,593
COMMITMENTS
504 512 1,061 45,117 46,712 46,682 48,285 9,911 8,308
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 1,360)
4 372 -496 1,728 1,484 1,236 1,360 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.9 1.9 79.7 82.5 82.5 85.3 17.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 25 23 28 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,427
COMMITMENTS
2,384 4,413 7,627 75,799 73,171 85,810 85,211 4,617 5,216
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -866)
260 -67 158 -405 -918 13 -827 -879 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 4.9 8.4 83.8 80.9 94.9 94.2 5.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 5 32 34 38 40
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,365
COMMITMENTS
0 4,087 261 31,421 31,155 31,682 35,503 10,683 6,862
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 1,367)
0 435 4 1,060 990 1,064 1,429 303 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.6 0.6 74.2 73.5 74.8 83.8 25.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 14 16 15 17
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,782
COMMITMENTS
0 1,270 0 45,307 45,555 45,307 46,825 6,475 4,957
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 4,038)
0 0 0 3,860 3,945 3,860 3,945 178 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.5 0.0 87.5 88.0 87.5 90.4 12.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 19 16 19 17
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,805
COMMITMENTS
8,386 20,819 22,243 77,391 70,994 108,020 114,056 14,785 8,749
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 2,131)
966 -2,497 1,188 723 4,183 2,877 2,874 -746 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 17.0 18.1 63.0 57.8 88.0 92.9 12.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 7 7 31 29 38 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,739
COMMITMENTS
16,582 0 9,725 88,169 100,118 114,476 109,843 8,263 12,896
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 228)
100 0 -529 -1,206 1,066 -1,635 537 1,863 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 0.0 7.9 71.8 81.6 93.3 89.5 6.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 0 5 23 20 29 25
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,602
COMMITMENTS
5,678 0 310 87,312 93,678 93,300 93,988 1,302 614
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 1,492)
-62 0 310 930 1,426 1,178 1,736 314 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 0.0 0.3 92.3 99.0 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 15 20 17 21
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 237,960
COMMITMENTS
10,610 12,198 6,195 206,173 208,142 222,978 226,535 14,982 11,425
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 953)
-140 -1,589 368 3,088 2,323 3,316 1,102 -2,363 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 5.1 2.6 86.6 87.5 93.7 95.2 6.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 6 6 45 37 53 46
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 210,972
COMMITMENTS
4,524 18,443 12,383 181,747 175,144 198,654 205,970 12,318 5,002
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 2,564)
-178 -1,892 1,290 1,565 3,408 2,677 2,806 -113 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 8.7 5.9 86.1 83.0 94.2 97.6 5.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 4 37 32 43 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 260,097
COMMITMENTS
10,424 5,986 18,912 219,271 224,888 248,607 249,786 11,490 10,311
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 8,074)
4,423 309 -2,691 7,567 13,153 9,299 10,771 -1,225 -2,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 2.3 7.3 84.3 86.5 95.6 96.0 4.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
3 7 8 47 50 55 60
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 202,345
COMMITMENTS
23,003 7,665 22,031 150,731 164,677 195,765 194,373 6,580 7,972
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -149)
1,021 685 -176 1,957 1,747 2,802 2,256 -2,951 -2,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 3.8 10.9 74.5 81.4 96.7 96.1 3.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 3 7 37 37 46 45
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,547
COMMITMENTS
957 3,561 1,354 40,324 36,605 42,635 41,520 7,912 9,027
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -308)
0 -62 0 120 -246 120 -308 -428 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 7.0 2.7 79.8 72.4 84.3 82.1 15.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 2 23 20 27 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,878,257
COMMITMENTS
1564014 590,503 1051896 1237429 2220276 3853339 3862675 24,918 15,582
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -180,305)
-49,527 58,265 -100,828 -31,501 -139,216 -181,856 -181,779 1,551 1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 15.2 27.1 31.9 57.2 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
26 26 46 100 96 152 144
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,068,815
COMMITMENTS
186,245 470,812 212,738 664,043 381,497 1063026 1065047 5,789 3,768
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -171,078)
3,161 -69,688 -44,352 -131,242 -58,538 -172,433 -172,578 1,355 1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 44.0 19.9 62.1 35.7 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 23 33 39 36 77 73
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,161
COMMITMENTS
2,766 2,456 584 25,146 25,793 28,496 28,833 665 328
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -783)
602 96 -614 -701 -248 -713 -766 -70 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 8.4 2.0 86.2 88.5 97.7 98.9 2.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 4 3 29 28 36 32
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,951
COMMITMENTS
2,978 162 467 10,765 13,584 14,210 14,213 741 738
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 209)
-40 110 10 213 155 183 275 26 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 1.1 3.1 72.0 90.9 95.0 95.1 5.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 17 21 20 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 36,599
COMMITMENTS
0 620 2,320 31,826 32,246 34,146 35,186 2,453 1,413
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -314)
0 4 -4 -856 -248 -860 -248 546 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.7 6.3 87.0 88.1 93.3 96.1 6.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 3 21 17 24 20
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,550
COMMITMENTS
0 340 240 29,858 28,436 30,098 29,016 452 1,534
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 612)
0 0 0 732 732 732 732 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 0.8 97.7 93.1 98.5 95.0 1.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 22 21 23 22
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,722
COMMITMENTS
100 0 0 8,254 8,462 8,354 8,462 368 260
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.0 94.6 97.0 95.8 97.0 4.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 16 13 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,481
COMMITMENTS
960 340 10 5,956 6,927 6,926 7,277 1,555 1,204
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 4.0 0.1 70.2 81.7 81.7 85.8 18.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 15 12 17 15
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| 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: 10,234
COMMITMENTS
120 40 0 10,018 9,490 10,138 9,530 96 704
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 362)
0 0 0 362 482 362 482 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.4 0.0 97.9 92.7 99.1 93.1 0.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 17 19 18
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,873
COMMITMENTS
0 0 0 5,831 6,316 5,831 6,316 1,042 557
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 366)
0 0 0 376 326 376 326 -10 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 84.8 91.9 84.8 91.9 15.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 17 17 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,092,411
COMMITMENTS
192,759 152,666 298,096 553,752 576,164 1044607 1026926 47,804 65,485
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -20,977)
-12,181 -10,546 478 125 -4,514 -11,578 -14,582 -9,399 -6,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 14.0 27.3 50.7 52.7 95.6 94.0 4.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
87 88 119 73 94 226 243
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 135,553
COMMITMENTS
19,418 11,810 9,449 73,420 53,621 102,287 74,880 33,266 60,673
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -4,537)
-26 -1,063 113 -7,872 -967 -7,785 -1,917 3,248 -2,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 8.7 7.0 54.2 39.6 75.5 55.2 24.5 44.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 4 7 15 16 22 23
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,726
COMMITMENTS
250 900 655 28,806 28,171 29,711 29,726 3,015 3,000
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 4,905)
100 25 -170 2,625 2,700 2,555 2,555 2,350 2,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 2.8 2.0 88.0 86.1 90.8 90.8 9.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 4 3 37 36 40 42
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 189,005
COMMITMENTS
16,665 40,183 39,598 123,100 102,384 179,363 182,165 9,642 6,840
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -2,288)
1 -893 -1,030 2,351 2,816 1,322 893 -3,610 -3,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 21.3 21.0 65.1 54.2 94.9 96.4 5.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 20 25 23 22 48 52
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,971
COMMITMENTS
5,221 9,072 3,862 19,012 15,937 28,095 28,871 2,876 2,100
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -860)
-90 525 325 310 -30 545 820 -1,405 -1,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 29.3 12.5 61.4 51.5 90.7 93.2 9.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 6 5 11 12 18 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,753
COMMITMENTS
50 500 0 8,703 8,253 8,753 8,753 0 0
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 211)
0 0 0 811 811 811 811 -600 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 5.7 0.0 99.4 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 22 20 23 22
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,933
COMMITMENTS
9,884 3,711 33 2,809 10,049 12,726 13,793 2,207 1,140
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -51)
-33 -261 -38 13 299 -58 0 7 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.2 24.9 0.2 18.8 67.3 85.2 92.4 14.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
49 25 2 21 23 72 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 14,679
COMMITMENTS
7,745 1,656 197 4,316 11,040 12,258 12,893 2,421 1,786
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 107)
-108 -1,521 91 483 1,875 466 445 -359 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.8 11.3 1.3 29.4 75.2 83.5 87.8 16.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
26 11 3 15 20 44 32
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 170,701
COMMITMENTS
37,451 16,372 17,167 101,233 125,735 155,851 159,274 14,850 11,427
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -30,433)
-7,374 -1,817 -696 -19,387 -22,611 -27,457 -25,124 -2,976 -5,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 9.6 10.1 59.3 73.7 91.3 93.3 8.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
47 16 28 63 66 123 100
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,956
COMMITMENTS
250 100 100 5,306 5,506 5,656 5,706 300 250
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 1,031)
0 0 0 956 1,056 956 1,056 75 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 1.7 1.7 89.1 92.4 95.0 95.8 5.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 31 26 33 28
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,190
COMMITMENTS
795 171 693 12,378 13,011 13,866 13,875 324 315
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 424)
-504 171 -171 1,099 424 424 424 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 1.2 4.9 87.2 91.7 97.7 97.8 2.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 2 31 30 33 32
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,613
COMMITMENTS
90 480 130 2,891 2,733 3,111 3,343 502 270
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 784)
90 -50 0 709 809 799 759 -15 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 13.3 3.6 80.0 75.6 86.1 92.5 13.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 13 16 15 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,575
COMMITMENTS
250 0 0 3,250 3,525 3,500 3,525 75 50
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 425)
-25 0 0 400 425 375 425 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.0 0.0 90.9 98.6 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 0 22 25 24 25
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,698
COMMITMENTS
444 95 64 3,671 4,485 4,179 4,644 519 54
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 511)
0 63 0 636 448 636 511 -125 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 2.0 1.4 78.1 95.5 89.0 98.9 11.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 19 14 21 16
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,713
COMMITMENTS
147 0 285 3,142 3,257 3,574 3,542 139 171
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 913)
-31 0 150 826 914 945 1,064 -32 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.0 7.7 84.6 87.7 96.3 95.4 3.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 20 14 21 15
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 09/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,890
COMMITMENTS
2,783 5,080 1,369 16,971 14,034 21,123 20,483 1,767 2,407
CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 4,653)
782 353 -454 4,586 4,480 4,914 4,379 -261 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 22.2 6.0 74.1 61.3 92.3 89.5 7.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 4 5 25 28 32 35
Updated October 3, 2008