GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,076
COMMITMENTS
75 0 0 20,001 20,076 20,076 20,076 0 0
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,162)
75 0 0 -1,171 -1,087 -1,096 -1,087 -66 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 0 0 36 36 37 36
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,328
COMMITMENTS
100 770 135 12,933 12,383 13,168 13,288 160 40
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,553)
0 275 -230 -1,303 -1,578 -1,533 -1,533 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 5.8 1.0 97.0 92.9 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 2 24 28 27 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,639
COMMITMENTS
146 28 113 6,261 6,438 6,520 6,579 1,119 1,060
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 6)
105 -321 -7 -172 -136 -74 -464 80 470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.4 1.5 82.0 84.3 85.4 86.1 14.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 3 30 33 34 36
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,020
COMMITMENTS
80 35 65 5,161 5,198 5,306 5,298 714 722
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -448)
30 -110 -50 -340 -202 -360 -362 -88 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.6 1.1 85.7 86.3 88.1 88.0 11.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 2 37 38 40 41
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 218,867
COMMITMENTS
22,749 12,647 36,957 128,005 144,929 187,711 194,533 31,156 24,334
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 264)
559 -4,363 -398 -1,950 4,915 -1,789 154 2,053 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 5.8 16.9 58.5 66.2 85.8 88.9 14.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
27 23 38 61 69 110 114
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,530
COMMITMENTS
37 1,801 162 11,981 10,127 12,180 12,090 350 440
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -2,482)
-37 238 -13 -1,832 -2,110 -1,882 -1,885 -600 -597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 14.4 1.3 95.6 80.8 97.2 96.5 2.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 6 2 32 37 35 43
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,840
COMMITMENTS
0 50 0 5,815 6,765 5,815 6,815 1,025 25
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -375)
-200 -25 0 -425 -350 -625 -375 250 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 0.0 85.0 98.9 85.0 99.6 15.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 20 24 20 25
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 763,236
COMMITMENTS
93,982 254,303 278,792 319,263 198,448 692,037 731,543 71,199 31,693
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -22,256)
-7,269 -13,006 -2,334 -11,817 -3,812 -21,420 -19,152 -836 -3,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 33.3 36.5 41.8 26.0 90.7 95.8 9.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
61 59 81 74 61 183 159
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,872
COMMITMENTS
0 7,843 2,069 80,649 67,858 82,718 77,770 7,154 12,102
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -3,074)
0 1,461 -654 -2,184 -2,479 -2,838 -1,672 -236 -1,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.7 2.3 89.7 75.5 92.0 86.5 8.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 2 24 21 26 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,587
COMMITMENTS
3,110 9,034 4,457 40,193 31,143 47,760 44,634 6,827 9,953
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -5,286)
-100 -1,479 -540 -5,530 -3,199 -6,170 -5,218 884 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 16.5 8.2 73.6 57.1 87.5 81.8 12.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 4 4 18 13 22 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,545
COMMITMENTS
2,421 0 1,434 78,014 78,824 81,869 80,258 6,676 8,287
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -7,192)
-870 0 0 -5,512 -5,921 -6,382 -5,921 -810 -1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 1.6 88.1 89.0 92.5 90.6 7.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 0 2 27 29 30 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,136
COMMITMENTS
0 0 0 72,413 63,776 72,413 63,776 11,723 20,360
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 86.1 75.8 86.1 75.8 13.9 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 19 17 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,830
COMMITMENTS
9,398 2,227 4,067 52,993 57,929 66,458 64,223 7,372 9,607
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -2,833)
-2,010 386 -1,688 -774 -3,121 -4,472 -4,423 1,639 1,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 3.0 5.5 71.8 78.5 90.0 87.0 10.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 22 21 25 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,777
COMMITMENTS
1,742 8,868 2,436 73,273 68,604 77,451 79,908 8,326 5,869
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -10,317)
-924 -1,997 -523 -10,212 -7,529 -11,659 -10,049 1,342 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 10.3 2.8 85.4 80.0 90.3 93.2 9.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 2 28 32 30 37
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,529
COMMITMENTS
13,702 372 4,981 72,609 77,499 91,292 82,852 9,237 17,677
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -6,981)
2,222 -360 -1,382 -6,770 -5,087 -5,930 -6,829 -1,051 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 0.4 5.0 72.2 77.1 90.8 82.4 9.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 18 25 20 28
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,151
COMMITMENTS
4,638 7,062 1,078 26,765 25,875 32,481 34,015 6,670 5,136
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -3,581)
-556 0 0 -2,231 -2,749 -2,787 -2,749 -794 -832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 18.0 2.8 68.4 66.1 83.0 86.9 17.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 14 14 17 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,415
COMMITMENTS
1,127 4,770 21,812 57,022 54,227 79,961 80,809 5,454 4,606
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -4,085)
-897 -542 151 -2,869 -3,544 -3,615 -3,935 -470 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 5.6 25.5 66.8 63.5 93.6 94.6 6.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 14 15 18 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,655
COMMITMENTS
0 0 0 47,094 46,533 47,094 46,533 7,561 8,122
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -2,663)
0 -469 0 -2,460 -10 -2,460 -479 -203 -2,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 86.2 85.1 86.2 85.1 13.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 20 22 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,684
COMMITMENTS
2,903 5,474 7,666 67,284 62,290 77,853 75,430 8,831 11,254
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -6,285)
-465 -683 95 -7,330 -5,153 -7,700 -5,741 1,415 -544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 6.3 8.8 77.6 71.9 89.8 87.0 10.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 5 28 29 34 35
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,586
COMMITMENTS
7,511 20,336 19,360 68,639 60,593 95,510 100,289 17,076 12,297
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -5,143)
1,106 2,855 -2,896 -2,487 -6,947 -4,277 -6,988 -866 1,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 18.1 17.2 61.0 53.8 84.8 89.1 15.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 5 6 26 24 32 30
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,676
COMMITMENTS
12,525 496 10,765 92,537 94,915 115,827 106,176 7,849 17,500
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -4,268)
-5,865 496 3,057 -3,854 -11,173 -6,662 -7,620 2,394 3,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 0.4 8.7 74.8 76.7 93.7 85.9 6.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 4 20 19 24 24
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 223,592
COMMITMENTS
12,913 8,741 4,930 192,992 201,352 210,835 215,023 12,757 8,569
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -12,891)
686 -1,747 -118 -12,518 -9,431 -11,950 -11,296 -941 -1,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 3.9 2.2 86.3 90.1 94.3 96.2 5.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 4 41 35 47 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 194,207
COMMITMENTS
3,201 14,159 9,144 170,859 163,496 183,204 186,799 11,003 7,408
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -8,251)
787 -3,098 -794 -8,836 -8,237 -8,843 -12,129 592 3,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 7.3 4.7 88.0 84.2 94.3 96.2 5.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 6 36 32 42 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 244,449
COMMITMENTS
2,114 10,777 13,949 214,983 208,931 231,046 233,657 13,403 10,792
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -13,797)
-655 3,297 -3,889 -8,472 -14,125 -13,016 -14,717 -781 920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 4.4 5.7 87.9 85.5 94.5 95.6 5.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 4 6 41 44 47 50
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 197,460
COMMITMENTS
15,569 8,625 25,259 151,019 155,573 191,847 189,457 5,613 8,003
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -5,571)
-3,687 1,859 65 -1,922 -8,370 -5,544 -6,446 -27 875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 4.4 12.8 76.5 78.8 97.2 95.9 2.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 3 7 33 32 42 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,361
COMMITMENTS
248 549 341 39,817 37,107 40,406 37,997 6,955 9,364
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -272)
0 118 0 416 228 416 346 -688 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 1.2 0.7 84.1 78.3 85.3 80.2 14.7 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 15 15 17 16
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,541,472
COMMITMENTS
1043464 203,857 1153686 1318708 2168187 3515858 3525730 25,614 15,742
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -178,613)
-48,318 -57,229 -40,823 -83,839 -69,688 -172,980 -167,740 -5,633 -10,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 5.8 32.6 37.2 61.2 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
29 22 46 104 98 155 147
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,165,349
COMMITMENTS
140,390 353,609 310,419 709,586 499,083 1160395 1163111 4,954 2,238
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -121,930)
-48,110 -14,428 -30,568 -44,006 -69,498 -122,684 -114,494 754 -7,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 30.3 26.6 60.9 42.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 25 35 38 38 79 78
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,803
COMMITMENTS
25 0 50 2,678 2,703 2,753 2,753 50 50
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -60)
-250 -150 -150 290 290 -110 -10 50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.0 1.8 95.5 96.4 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 16 12 18 13
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,682
COMMITMENTS
3,066 2,530 993 24,863 26,059 28,922 29,582 760 100
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -533)
580 146 -84 -981 -312 -485 -250 -48 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 8.5 3.3 83.8 87.8 97.4 99.7 2.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 5 4 32 28 38 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,651
COMMITMENTS
2,760 42 330 12,349 15,247 15,439 15,619 1,212 1,032
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -470)
320 20 -120 -523 -632 -323 -732 -147 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 0.3 2.0 74.2 91.6 92.7 93.8 7.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 19 19 21 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,368
COMMITMENTS
0 80 0 12,124 11,976 12,124 12,056 1,244 1,312
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -158)
0 -40 0 -272 -60 -272 -100 114 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 0.0 90.7 89.6 90.7 90.2 9.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 15 17 16
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,536
COMMITMENTS
0 900 780 29,891 30,107 30,671 31,787 1,865 749
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -2,856)
0 260 -1,460 -751 -1,177 -2,211 -2,377 -645 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.8 2.4 91.9 92.5 94.3 97.7 5.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 24 21 26 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,794
COMMITMENTS
0 40 120 30,472 29,694 30,592 29,854 202 940
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,720)
0 -20 -60 -1,682 -1,358 -1,742 -1,438 22 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.1 0.4 99.0 96.4 99.3 96.9 0.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 22 18 23 19
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,358
COMMITMENTS
0 480 160 5,891 6,200 6,051 6,840 1,307 518
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -219)
0 180 -180 26 -461 -154 -461 -65 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 2.2 80.1 84.3 82.2 93.0 17.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 17 15 18 17
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| 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: 11,296
COMMITMENTS
80 0 0 11,028 10,576 11,108 10,576 188 720
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -638)
-40 0 0 -574 -616 -614 -616 -24 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 0.0 97.6 93.6 98.3 93.6 1.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 20 17 21 17
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,436
COMMITMENTS
0 0 0 11,378 10,992 11,378 10,992 58 444
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 1,698)
0 -25 0 1,690 1,688 1,690 1,663 8 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.5 96.1 99.5 96.1 0.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 21 20 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,125,366
COMMITMENTS
191,433 201,976 301,771 589,839 555,550 1083043 1059297 42,323 66,069
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 52,207)
6,325 8,462 39,146 7,303 -3,849 52,774 43,759 -567 8,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 17.9 26.8 52.4 49.4 96.2 94.1 3.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
73 102 123 76 90 227 245
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 176,569
COMMITMENTS
26,938 11,437 10,939 101,524 98,626 139,401 121,002 37,168 55,567
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 3,057)
89 -3,772 73 -337 5,088 -175 1,389 3,232 1,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 6.5 6.2 57.5 55.9 78.9 68.5 21.1 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 7 20 20 27 27
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,621
COMMITMENTS
60 2,257 825 46,736 44,539 47,621 47,621 0 0
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -551)
-20 1,332 -10 754 549 724 1,871 -1,275 -2,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 4.7 1.7 98.1 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 6 4 37 39 42 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 204,039
COMMITMENTS
21,361 33,638 41,341 130,641 120,344 193,343 195,323 10,696 8,716
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 7,884)
2,834 -1,671 4,792 1,094 3,469 8,720 6,590 -836 1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 16.5 20.3 64.0 59.0 94.8 95.7 5.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 21 29 22 21 53 53
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,530
COMMITMENTS
6,227 9,798 5,181 20,143 17,291 31,551 32,270 2,979 2,260
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 765)
-15 0 245 395 595 625 840 140 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 28.4 15.0 58.3 50.1 91.4 93.5 8.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 5 5 12 13 20 21
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,402
COMMITMENTS
0 6,560 720 48,541 40,796 49,261 48,076 9,141 10,326
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,886)
-971 -1,745 -1,116 272 2,014 -1,815 -847 -71 -1,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.2 1.2 83.1 69.9 84.3 82.3 15.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 19 18 21 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,370
COMMITMENTS
0 970 0 15,370 14,400 15,370 15,370 0 0
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -313)
0 -50 0 -163 -113 -163 -163 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.3 0.0 100.0 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 4 0 23 25 23 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,470
COMMITMENTS
8,789 3,299 0 2,665 9,365 11,454 12,664 2,016 806
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -716)
-580 -139 0 -288 -359 -868 -498 152 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.2 24.5 0.0 19.8 69.5 85.0 94.0 15.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
38 22 0 20 24 58 46
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,761
COMMITMENTS
8,299 1,502 26 4,838 12,827 13,163 14,355 2,598 1,406
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 327)
-141 246 -53 407 288 213 481 114 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.7 9.5 0.2 30.7 81.4 83.5 91.1 16.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
24 13 1 14 21 38 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 159,174
COMMITMENTS
47,726 11,913 11,430 86,781 124,990 145,937 148,333 13,237 10,841
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -2,425)
4,428 -492 -1,287 -5,068 -1,116 -1,927 -2,895 -498 470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 7.5 7.2 54.5 78.5 91.7 93.2 8.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
43 26 32 64 75 126 118
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,572
COMMITMENTS
250 150 0 6,122 6,222 6,372 6,372 200 200
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,314)
100 50 -100 -1,256 -1,168 -1,256 -1,218 -58 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 2.3 0.0 93.2 94.7 97.0 97.0 3.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 0 24 23 26 25
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,566
COMMITMENTS
1,280 378 289 15,035 16,824 16,604 17,491 962 75
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -907)
25 36 -136 -708 -477 -819 -577 -88 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 2.2 1.6 85.6 95.8 94.5 99.6 5.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 24 24 27 26
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,961
COMMITMENTS
60 335 0 4,365 4,441 4,425 4,776 536 185
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 637)
-30 -275 0 632 942 602 667 35 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 6.8 0.0 88.0 89.5 89.2 96.3 10.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 14 16 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,735
COMMITMENTS
0 50 50 5,635 5,585 5,685 5,685 50 50
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 600)
0 0 -50 675 675 625 625 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.9 0.9 98.3 97.4 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 19 23 20 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,860
COMMITMENTS
361 159 0 12,705 13,610 13,066 13,769 794 91
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 986)
-64 0 0 978 1,000 914 1,000 72 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 1.1 0.0 91.7 98.2 94.3 99.3 5.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 0 20 20 21 22
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,943
COMMITMENTS
8 0 258 6,610 6,685 6,876 6,943 67 0
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 811)
-37 -375 46 863 1,210 872 881 -61 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 3.7 95.2 96.3 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 23 20 24 21
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,056
COMMITMENTS
5,326 11,946 902 29,047 21,066 35,275 33,914 1,781 3,142
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 1,591)
412 -450 -418 3,295 2,533 3,289 1,665 -1,698 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 32.2 2.4 78.4 56.8 95.2 91.5 4.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 3 4 21 26 27 32
Updated November 7, 2008