GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,535
COMMITMENTS
75 0 0 29,275 29,350 29,350 29,350 185 185
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 2,745)
0 0 0 2,625 2,625 2,625 2,625 120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.0 99.1 99.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 0 0 38 37 39 37
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,407
COMMITMENTS
700 770 285 17,232 17,312 18,217 18,367 190 40
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 2,092)
600 0 0 1,452 2,092 2,052 2,092 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 4.2 1.5 93.6 94.1 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 3 29 35 34 39
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,560
COMMITMENTS
148 190 157 8,900 9,367 9,205 9,714 1,355 846
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 905)
4 13 20 857 905 881 938 24 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 1.8 1.5 84.3 88.7 87.2 92.0 12.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 5 34 37 39 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,154
COMMITMENTS
95 45 90 7,041 7,204 7,226 7,339 928 815
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 656)
5 -140 -40 580 723 545 543 111 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.6 1.1 86.4 88.3 88.6 90.0 11.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 4 38 40 43 44
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,120
COMMITMENTS
0 199 0 3,234 3,087 3,234 3,286 886 834
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 8)
0 30 0 124 56 124 86 -116 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.8 0.0 78.5 74.9 78.5 79.8 21.5 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 19 16 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,023
COMMITMENTS
0 0 0 1,938 2,644 1,938 2,644 1,085 379
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 64.1 87.5 64.1 87.5 35.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 18 15 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 223,959
COMMITMENTS
23,979 16,614 31,155 138,611 150,745 193,745 198,514 30,214 25,445
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -6,289)
3,160 -1,404 -4,136 -6,981 -2,009 -7,957 -7,549 1,668 1,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 7.4 13.9 61.9 67.3 86.5 88.6 13.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
24 26 36 66 69 112 114
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,182
COMMITMENTS
61 1,853 240 14,626 12,774 14,927 14,867 255 315
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 1,055)
0 -60 -10 1,365 1,365 1,355 1,295 -300 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 12.2 1.6 96.3 84.1 98.3 97.9 1.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 5 3 35 40 39 47
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,540
COMMITMENTS
0 50 0 9,920 10,365 9,920 10,415 620 125
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 420)
0 0 0 225 420 225 420 195 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.5 0.0 94.1 98.3 94.1 98.8 5.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 24 27 24 28
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 718,516
COMMITMENTS
81,662 233,367 268,944 296,707 179,983 647,313 682,294 71,203 36,222
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -23,538)
-3,205 -17,840 1,686 -19,236 -8,143 -20,755 -24,297 -2,783 759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 32.5 37.4 41.3 25.0 90.1 95.0 9.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
57 56 73 71 55 171 147
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,577
COMMITMENTS
44 2,981 3,508 86,128 82,652 89,680 89,141 6,897 7,436
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 1,365)
-467 370 -41 1,581 2,404 1,073 2,733 292 -1,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.1 3.6 89.2 85.6 92.9 92.3 7.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 25 24 27 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,957
COMMITMENTS
2,541 5,741 4,592 43,259 32,863 50,392 43,196 6,565 13,761
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 1,592)
0 -2,993 528 789 -139 1,317 -2,604 275 4,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 10.1 8.1 76.0 57.7 88.5 75.8 11.5 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 3 18 15 21 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,643
COMMITMENTS
2,190 995 428 83,019 81,998 85,637 83,421 5,006 7,222
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 865)
0 -197 0 955 1,304 955 1,107 -90 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 1.1 0.5 91.6 90.5 94.5 92.0 5.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 1 30 30 32 32
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,157
COMMITMENTS
0 0 0 73,355 64,827 73,355 64,827 15,802 24,330
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 5,663)
0 0 0 2,112 1,839 2,112 1,839 3,551 3,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 82.3 72.7 82.3 72.7 17.7 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 17 16 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,307
COMMITMENTS
3,004 4,371 7,026 33,366 31,623 43,396 43,020 1,911 2,287
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 9.6 15.5 73.6 69.8 95.8 95.0 4.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 3 13 11 17 14
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,365
COMMITMENTS
8,622 1,724 3,839 56,597 60,386 69,058 65,949 8,307 11,416
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 393)
0 -530 21 167 685 188 176 205 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 2.2 5.0 73.2 78.1 89.3 85.2 10.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 22 22 25 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,773
COMMITMENTS
2,029 7,970 3,654 77,972 75,018 83,655 86,642 8,118 5,131
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 1,845)
-405 272 1,046 1,390 1,570 2,031 2,888 -186 -1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 8.7 4.0 85.0 81.7 91.2 94.4 8.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 4 2 30 33 33 38
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,575
COMMITMENTS
14,775 372 4,404 77,625 84,572 96,804 89,348 9,771 17,227
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 1,866)
1,723 0 -495 151 4,077 1,379 3,582 487 -1,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 0.3 4.1 72.8 79.4 90.8 83.8 9.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 20 27 22 30
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,506
COMMITMENTS
2,618 7,062 2,749 30,129 25,499 35,496 35,310 5,010 5,196
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 1,083)
-1,964 0 1,548 3,364 -376 2,948 1,172 -1,865 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 17.4 6.8 74.4 63.0 87.6 87.2 12.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 2 15 15 18 18
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,904
COMMITMENTS
754 8,127 19,463 58,641 51,957 78,858 79,547 6,046 5,357
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 474)
-78 260 -1,163 1,815 3,145 574 2,242 -100 -1,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 9.6 22.9 69.1 61.2 92.9 93.7 7.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 3 15 15 19 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,438
COMMITMENTS
0 0 0 52,113 51,637 52,113 51,637 8,325 8,801
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 1,865)
0 0 0 1,803 1,620 1,803 1,620 62 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 86.2 85.4 86.2 85.4 13.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 21 23 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,135
COMMITMENTS
2,577 4,464 7,003 72,939 67,184 82,519 78,651 9,616 13,484
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 420)
646 -1,108 -920 761 285 487 -1,743 -67 2,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 4.8 7.6 79.2 72.9 89.6 85.4 10.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 5 4 30 29 35 35
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,899
COMMITMENTS
620 620 372 61,170 59,956 62,162 60,948 737 1,951
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 1.0 0.6 97.3 95.3 98.8 96.9 1.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 11 13 13 15
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,400
COMMITMENTS
7,537 19,597 21,254 76,030 69,606 104,821 110,457 17,579 11,943
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 3,714)
-821 127 23 4,298 3,929 3,500 4,079 214 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 16.0 17.4 62.1 56.9 85.6 90.2 14.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 5 6 27 24 33 30
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 132,242
COMMITMENTS
15,002 2,681 10,667 99,712 105,201 125,381 118,549 6,861 13,693
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 2,490)
1,310 248 -385 3,481 3,229 4,406 3,092 -1,916 -602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 2.0 8.1 75.4 79.6 94.8 89.6 5.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 4 21 22 26 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,456
COMMITMENTS
4,900 620 372 108,812 112,422 114,084 113,414 372 1,042
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 8,732)
0 620 372 7,988 7,740 8,360 8,732 372 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.5 0.3 95.1 98.2 99.7 99.1 0.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 12 18 15 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 228,918
COMMITMENTS
13,782 10,207 4,899 196,877 205,903 215,558 221,009 13,360 7,909
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 2,308)
1,787 657 -206 1,091 2,919 2,672 3,370 -364 -1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 4.5 2.1 86.0 89.9 94.2 96.5 5.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 4 4 43 38 49 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 193,264
COMMITMENTS
6 12,829 7,306 173,868 163,689 181,180 183,824 12,084 9,440
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -3,174)
-1,138 -1,961 -1,715 -681 -1,337 -3,534 -5,013 360 1,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.6 3.8 90.0 84.7 93.7 95.1 6.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 3 37 33 40 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 262,252
COMMITMENTS
3,999 5,664 15,918 227,845 229,617 247,762 251,199 14,490 11,053
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 4,676)
1,699 -5,600 2,260 479 8,526 4,438 5,186 238 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 2.2 6.1 86.9 87.6 94.5 95.8 5.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 3 6 41 46 47 52
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 219,247
COMMITMENTS
7,846 19,493 20,212 181,970 172,249 210,028 211,954 9,219 7,293
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 7,885)
-17 4,432 -1,874 6,252 4,985 4,361 7,543 3,524 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 8.9 9.2 83.0 78.6 95.8 96.7 4.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 5 7 35 33 43 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,237
COMMITMENTS
248 1,169 341 42,889 40,633 43,478 42,143 7,759 9,094
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 1,586)
0 0 0 1,372 1,553 1,372 1,553 214 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 2.3 0.7 83.7 79.3 84.9 82.3 15.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 16 19 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,452,412
COMMITMENTS
923,316 165,737 1166230 1334673 2101011 3424219 3432978 28,193 19,434
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -131,945)
-88,443 -26,811 10,249 -55,935 -114,863 -134,129 -131,425 2,184 -520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 4.8 33.8 38.7 60.9 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
29 23 47 97 88 149 138
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,158,972
COMMITMENTS
196,006 388,266 281,506 676,428 486,961 1153940 1156733 5,032 2,239
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -125,915)
-10,924 -3,253 -45,044 -71,552 -64,023 -127,520 -112,320 1,605 -13,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 33.5 24.3 58.4 42.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
23 28 37 35 33 79 77
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,283
COMMITMENTS
325 0 0 3,908 4,233 4,233 4,233 50 50
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 275)
25 0 0 250 275 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 0.0 0.0 91.2 98.8 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 18 19 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,648
COMMITMENTS
2,534 2,476 1,121 26,731 27,869 30,386 31,466 1,262 182
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 960)
-60 154 -14 998 824 924 964 36 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 7.8 3.5 84.5 88.1 96.0 99.4 4.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 5 5 32 28 38 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,856
COMMITMENTS
38 44 0 10,690 10,515 10,728 10,559 128 297
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 255)
0 0 0 766 274 766 274 -511 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.4 0.0 98.5 96.9 98.8 97.3 1.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 15 12 16 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,205
COMMITMENTS
2,760 82 328 15,052 18,257 18,140 18,667 1,065 538
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 388)
0 0 0 479 372 479 372 -91 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 0.4 1.7 78.4 95.1 94.5 97.2 5.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 18 20 20 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,848
COMMITMENTS
0 80 0 12,580 12,432 12,580 12,512 1,268 1,336
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 120)
0 0 0 96 96 96 96 24 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 0.0 90.8 89.8 90.8 90.4 9.2 9.6
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 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 33,255
COMMITMENTS
0 900 780 29,791 30,861 30,571 32,541 2,684 714
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -391)
0 0 0 -446 -390 -446 -390 55 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.7 2.3 89.6 92.8 91.9 97.9 8.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 25 21 27 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,650
COMMITMENTS
0 40 60 30,388 29,610 30,448 29,710 202 940
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -370)
0 0 0 -310 -370 -310 -370 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.1 0.2 99.1 96.6 99.3 96.9 0.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 22 19 23 20
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,982
COMMITMENTS
0 480 160 6,187 6,704 6,347 7,344 1,635 638
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -24)
0 0 0 -24 -24 -24 -24 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.0 2.0 77.5 84.0 79.5 92.0 20.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 16 16 17 18
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| 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: 11,102
COMMITMENTS
80 0 0 10,634 10,342 10,714 10,342 388 760
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -190)
0 0 0 -270 -230 -270 -230 80 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 0.0 95.8 93.2 96.5 93.2 3.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 18 22 18
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,922
COMMITMENTS
0 0 0 14,864 14,433 14,864 14,433 58 489
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 1,678)
0 0 0 1,673 1,593 1,673 1,593 5 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 96.7 99.6 96.7 0.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 21 22 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,120,731
COMMITMENTS
179,329 176,539 290,891 591,490 594,492 1061710 1061922 59,021 58,809
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -1,873)
-5,124 3,071 -9,448 18,446 18,394 3,874 12,017 -5,747 -13,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 15.8 26.0 52.8 53.0 94.7 94.8 5.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
70 96 119 73 88 217 241
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 188,861
COMMITMENTS
27,130 12,811 14,922 104,986 109,061 147,038 136,794 41,823 52,067
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 2,377)
1,317 378 3,111 1,913 543 6,341 4,032 -3,964 -1,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 6.8 7.9 55.6 57.7 77.9 72.4 22.1 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 3 7 21 21 28 30
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,087
COMMITMENTS
115 2,782 1,450 51,492 48,900 53,057 53,132 1,030 955
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 1,201)
-25 0 200 826 876 1,001 1,076 200 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 5.1 2.7 95.2 90.4 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 4 4 41 41 47 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 169,561
COMMITMENTS
18,575 33,994 26,642 115,587 101,591 160,804 162,227 8,757 7,334
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -24,650)
-6,244 -4,822 -5,066 -11,277 -14,148 -22,587 -24,036 -2,063 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 20.0 15.7 68.2 59.9 94.8 95.7 5.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 18 21 21 20 43 45
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,469
COMMITMENTS
0 7,510 620 52,912 45,438 53,532 53,568 10,937 10,901
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 1,638)
0 -80 0 453 1,353 453 1,273 1,185 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.6 1.0 82.1 70.5 83.0 83.1 17.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 21 19 23 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,487
COMMITMENTS
0 620 5 20,482 19,862 20,487 20,487 0 0
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 2,600)
0 -50 5 2,595 2,645 2,600 2,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.0 0.0 100.0 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 1 25 30 26 33
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,294
COMMITMENTS
8,934 2,974 127 2,375 9,280 11,436 12,381 1,858 913
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -61)
45 81 120 -230 -284 -65 -83 4 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.2 22.4 1.0 17.9 69.8 86.0 93.1 14.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
39 16 5 19 18 61 37
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 17,358
COMMITMENTS
9,766 2,017 146 5,464 13,903 15,376 16,066 1,982 1,292
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 627)
427 765 90 499 148 1,016 1,003 -389 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.3 11.6 0.8 31.5 80.1 88.6 92.6 11.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
34 14 3 13 23 49 39
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 176,651
COMMITMENTS
51,042 8,968 16,234 96,597 138,874 163,873 164,076 12,778 12,575
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -7,337)
1,135 -849 420 -5,694 -5,362 -4,139 -5,791 -3,198 -1,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 5.1 9.2 54.7 78.6 92.8 92.9 7.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
36 27 34 71 81 129 122
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,631
COMMITMENTS
2,505 0 0 8,883 11,606 11,388 11,606 1,243 1,025
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 0.0 0.0 70.3 91.9 90.2 91.9 9.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 14 18 15 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,432
COMMITMENTS
100 350 50 7,062 6,832 7,212 7,232 220 200
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -75)
-200 50 50 55 -175 -95 -75 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 4.7 0.7 95.0 91.9 97.0 97.3 3.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 1 26 24 28 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,098
COMMITMENTS
1,280 303 290 16,507 18,501 18,077 19,094 1,021 4
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 687)
0 0 0 583 683 583 683 104 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 1.6 1.5 86.4 96.9 94.7 100.0 5.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 2 27 24 30 26
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,991
COMMITMENTS
80 0 260 5,855 6,441 6,195 6,701 796 290
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 458)
40 -335 260 -102 458 198 383 260 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 3.7 83.8 92.1 88.6 95.9 11.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 16 15 18 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,725
COMMITMENTS
100 200 0 6,575 6,475 6,675 6,675 50 50
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 475)
100 150 -50 425 375 475 475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 3.0 0.0 97.8 96.3 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 20 26 21 27
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,818
COMMITMENTS
668 159 0 17,247 18,536 17,915 18,695 903 123
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 1,424)
279 0 0 1,108 1,424 1,387 1,424 37 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.8 0.0 91.7 98.5 95.2 99.3 4.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 0 22 24 24 26
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,775
COMMITMENTS
0 100 77 9,622 9,580 9,699 9,757 76 18
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 1,337)
0 54 -54 1,391 1,337 1,337 1,337 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.0 0.8 98.4 98.0 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 21 17 22 18
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 11/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,411
COMMITMENTS
4,252 13,026 1,445 30,673 22,197 36,370 36,668 3,041 2,743
CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 1,068)
-204 0 378 744 885 918 1,263 150 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 33.1 3.7 77.8 56.3 92.3 93.0 7.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 3 4 22 27 28 33
Updated December 01, 2008