GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,830
COMMITMENTS
75 0 0 27,545 27,620 27,620 27,620 210 210
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,705)
0 0 0 -1,730 -1,730 -1,730 -1,730 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.0 99.0 99.2 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 0 0 35 34 36 34
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,650
COMMITMENTS
700 595 280 15,483 15,731 16,463 16,606 187 44
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,757)
0 -175 -5 -1,749 -1,581 -1,754 -1,761 -3 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 3.6 1.7 93.0 94.5 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 3 29 34 34 38
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,888
COMMITMENTS
167 249 62 8,372 8,757 8,601 9,068 1,287 820
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -672)
19 59 -95 -528 -610 -604 -646 -68 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 2.5 0.6 84.7 88.6 87.0 91.7 13.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 2 32 38 35 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,655
COMMITMENTS
45 65 5 6,825 6,850 6,875 6,920 780 735
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -499)
-50 20 -85 -216 -354 -351 -419 -148 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.8 0.1 89.2 89.5 89.8 90.4 10.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 2 1 40 42 42 44
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,186
COMMITMENTS
0 219 0 3,337 3,225 3,337 3,444 849 742
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 66)
0 20 0 103 138 103 158 -37 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.2 0.0 79.7 77.0 79.7 82.3 20.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 18 20 18 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 218,117
COMMITMENTS
22,647 16,674 28,109 134,616 146,496 185,372 191,279 32,745 26,838
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -5,842)
-1,332 60 -3,046 -3,995 -4,249 -8,373 -7,235 2,531 1,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 7.6 12.9 61.7 67.2 85.0 87.7 15.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
22 27 35 59 60 104 104
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,606
COMMITMENTS
103 1,038 380 10,983 10,048 11,466 11,466 140 140
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -3,576)
42 -815 140 -3,643 -2,726 -3,461 -3,401 -115 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 8.9 3.3 94.6 86.6 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 4 1 30 40 32 45
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,781
COMMITMENTS
0 25 0 9,176 9,631 9,176 9,656 605 125
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -759)
0 -25 0 -744 -734 -744 -759 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.3 0.0 93.8 98.5 93.8 98.7 6.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 21 24 21 25
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 714,276
COMMITMENTS
80,695 234,434 265,543 293,148 180,440 639,386 680,417 74,890 33,859
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -4,240)
-967 1,067 -3,401 -3,559 457 -7,927 -1,877 3,687 -2,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 32.8 37.2 41.0 25.3 89.5 95.3 10.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
56 58 74 71 55 174 148
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,136
COMMITMENTS
0 3,286 3,101 85,489 81,749 88,590 88,136 6,546 7,000
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,441)
-44 305 -407 -639 -903 -1,090 -1,005 -351 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 3.3 89.9 85.9 93.1 92.6 6.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 24 24 26 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,847
COMMITMENTS
2,624 5,141 3,383 37,127 26,282 43,134 34,806 7,713 16,041
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -6,110)
83 -600 -1,209 -6,132 -6,581 -7,258 -8,390 1,148 2,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 10.1 6.7 73.0 51.7 84.8 68.5 15.2 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 2 14 11 16 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,079
COMMITMENTS
1,911 947 428 73,597 71,069 75,936 72,444 6,143 9,635
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -8,564)
-279 -48 0 -9,422 -10,929 -9,701 -10,977 1,137 2,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 1.2 0.5 89.7 86.6 92.5 88.3 7.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 26 26 28 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,565
COMMITMENTS
0 0 0 73,165 63,184 73,165 63,184 14,400 24,381
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,592)
0 0 0 -190 -1,643 -190 -1,643 -1,402 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.6 72.2 83.6 72.2 16.4 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 17 17 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,092
COMMITMENTS
6,731 1,625 3,591 57,947 57,118 68,269 62,334 5,823 11,758
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -3,273)
-1,891 -99 -248 1,350 -3,268 -789 -3,615 -2,484 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 2.2 4.8 78.2 77.1 92.1 84.1 7.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 23 23 26 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,141
COMMITMENTS
2,682 6,617 3,454 68,297 64,820 74,433 74,891 8,708 8,250
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -8,632)
653 -1,353 -200 -9,675 -10,198 -9,222 -11,751 590 3,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 8.0 4.2 82.1 78.0 89.5 90.1 10.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 5 3 22 26 26 32
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,960
COMMITMENTS
17,522 0 4,262 68,552 78,088 90,336 82,350 8,624 16,610
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -7,615)
2,747 -372 -142 -9,073 -6,484 -6,468 -6,998 -1,147 -617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 0.0 4.3 69.3 78.9 91.3 83.2 8.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 3 18 25 21 28
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,825
COMMITMENTS
2,968 7,062 2,180 27,633 22,823 32,781 32,065 4,044 4,760
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -3,681)
350 0 -569 -2,496 -2,676 -2,715 -3,245 -966 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 19.2 5.9 75.0 62.0 89.0 87.1 11.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 15 14 18 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,352
COMMITMENTS
630 8,307 19,182 56,017 47,753 75,829 75,242 5,523 6,110
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -3,552)
-124 180 -281 -2,624 -4,204 -3,029 -4,305 -523 753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 10.2 23.6 68.9 58.7 93.2 92.5 6.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 14 13 18 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,872
COMMITMENTS
0 0 0 47,353 46,116 47,353 46,116 7,519 8,756
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -5,566)
0 0 0 -4,760 -5,521 -4,760 -5,521 -806 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 86.3 84.0 86.3 84.0 13.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 20 22 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,567
COMMITMENTS
1,860 3,381 6,511 67,324 63,400 75,695 73,292 9,872 12,275
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -6,568)
-717 -1,083 -492 -5,615 -3,784 -6,824 -5,359 256 -1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 4.0 7.6 78.7 74.1 88.5 85.7 11.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 4 24 25 29 30
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,074
COMMITMENTS
8,444 19,373 19,699 71,313 64,565 99,456 103,637 17,618 13,437
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -5,326)
907 -224 -1,555 -4,717 -5,041 -5,365 -6,820 39 1,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 16.5 16.8 60.9 55.1 85.0 88.5 15.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 6 24 23 30 29
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,719
COMMITMENTS
13,890 1,038 10,698 91,869 96,087 116,457 107,823 7,262 15,896
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -8,523)
-1,112 -1,643 31 -7,843 -9,114 -8,924 -10,726 401 2,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 0.8 8.6 74.3 77.7 94.1 87.2 5.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 5 19 20 24 25
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 216,890
COMMITMENTS
10,983 7,610 5,646 184,110 194,339 200,739 207,595 16,151 9,295
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -12,028)
-2,799 -2,597 747 -12,767 -11,564 -14,819 -13,414 2,791 1,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 3.5 2.6 84.9 89.6 92.6 95.7 7.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 3 3 37 32 42 36
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 182,238
COMMITMENTS
0 9,658 5,442 160,506 157,492 165,948 172,592 16,290 9,646
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -11,026)
-6 -3,171 -1,864 -13,362 -6,197 -15,232 -11,232 4,206 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.3 3.0 88.1 86.4 91.1 94.7 8.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 2 35 31 37 34
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 250,020
COMMITMENTS
1,244 5,927 15,009 216,491 217,492 232,744 238,428 17,276 11,592
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -12,232)
-2,755 263 -909 -11,354 -12,125 -15,018 -12,771 2,786 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 2.4 6.0 86.6 87.0 93.1 95.4 6.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 4 5 39 43 44 48
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 212,997
COMMITMENTS
4,204 23,340 18,611 182,045 164,376 204,860 206,327 8,137 6,670
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -6,250)
-3,642 3,847 -1,601 75 -7,873 -5,168 -5,627 -1,082 -623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 11.0 8.7 85.5 77.2 96.2 96.9 3.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 5 5 34 32 40 38
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,927
COMMITMENTS
0 1,504 0 39,909 37,167 39,909 38,671 7,018 8,256
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -4,310)
-248 335 -341 -2,980 -3,466 -3,569 -3,472 -741 -838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.2 0.0 85.0 79.2 85.0 82.4 15.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 16 17 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,458,776
COMMITMENTS
910,711 158,368 1169488 1349056 2111196 3429255 3439052 29,521 19,724
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 6,364)
-12,605 -7,369 3,258 14,383 10,185 5,036 6,074 1,328 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 4.6 33.8 39.0 61.0 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
29 23 46 97 88 148 138
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,187,629
COMMITMENTS
202,897 379,709 293,305 685,739 511,762 1181941 1184776 5,688 2,853
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 28,657)
6,891 -8,557 11,799 9,311 24,801 28,001 28,043 656 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 32.0 24.7 57.7 43.1 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 26 38 35 33 78 78
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,433
COMMITMENTS
350 0 200 2,783 3,133 3,333 3,333 100 100
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -850)
25 0 200 -1,125 -1,100 -900 -900 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 0.0 5.8 81.1 91.3 97.1 97.1 2.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 11 17 12 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,192
COMMITMENTS
2,130 3,060 363 26,156 26,326 28,649 29,749 1,543 443
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,456)
-404 584 -758 -575 -1,543 -1,737 -1,717 281 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 10.1 1.2 86.6 87.2 94.9 98.5 5.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 4 4 29 25 34 32
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,157
COMMITMENTS
0 0 0 10,029 9,837 10,029 9,837 128 320
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -699)
-38 -44 0 -661 -678 -699 -722 0 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.7 96.8 98.7 96.8 1.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 12 13 12
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,460
COMMITMENTS
2,680 82 338 14,325 17,544 17,343 17,964 1,117 496
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -745)
-80 0 10 -727 -713 -797 -703 52 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 0.4 1.8 77.6 95.0 93.9 97.3 6.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 18 19 20 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,326
COMMITMENTS
0 40 0 12,122 11,988 12,122 12,028 1,204 1,298
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -522)
0 -40 0 -458 -444 -458 -484 -64 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.3 0.0 91.0 90.0 91.0 90.3 9.0 9.7
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 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 33,570
COMMITMENTS
40 720 720 30,033 31,461 30,793 32,901 2,777 669
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 315)
40 -180 -60 242 600 222 360 93 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 2.1 2.1 89.5 93.7 91.7 98.0 8.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 24 21 26 22
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,324
COMMITMENTS
80 0 20 29,024 28,402 29,124 28,422 200 902
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,326)
80 -40 -40 -1,364 -1,208 -1,324 -1,288 -2 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.1 99.0 96.9 99.3 96.9 0.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 19 23 20
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,206
COMMITMENTS
0 560 0 5,597 6,010 5,597 6,570 1,609 636
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -776)
0 80 -160 -590 -694 -750 -774 -26 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.8 0.0 77.7 83.4 77.7 91.2 22.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 15 16 16
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,428
COMMITMENTS
40 0 0 10,104 9,750 10,144 9,750 284 678
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -674)
-40 0 0 -530 -592 -570 -592 -104 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 0.0 96.9 93.5 97.3 93.5 2.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 17 22 17
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,644
COMMITMENTS
0 0 0 14,624 14,240 14,624 14,240 20 404
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -278)
0 0 0 -240 -193 -240 -193 -38 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.9 97.2 99.9 97.2 0.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 21 21 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,147,475
COMMITMENTS
180,960 178,711 302,274 598,755 596,533 1081989 1077518 65,486 69,957
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 26,744)
1,631 2,172 11,383 7,265 2,041 20,279 15,596 6,465 11,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 15.6 26.3 52.2 52.0 94.3 93.9 5.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
69 93 119 80 92 224 241
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,166
COMMITMENTS
23,394 10,653 13,070 98,734 111,030 135,198 134,753 38,968 39,413
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -14,695)
-3,736 -2,158 -1,852 -6,252 1,969 -11,840 -2,041 -2,855 -12,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 6.1 7.5 56.7 63.7 77.6 77.4 22.4 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 5 22 23 28 30
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,855
COMMITMENTS
765 2,597 625 44,303 42,333 45,693 45,555 1,162 1,300
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -7,232)
650 -185 -825 -7,189 -6,567 -7,364 -7,577 132 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 5.5 1.3 94.6 90.3 97.5 97.2 2.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 3 2 40 40 45 44
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 169,646
COMMITMENTS
19,249 33,162 26,044 115,592 102,303 160,885 161,509 8,761 8,137
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 85)
674 -832 -598 5 712 81 -718 4 803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 19.5 15.4 68.1 60.3 94.8 95.2 5.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 17 21 21 20 43 44
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,932
COMMITMENTS
0 7,700 10 52,590 42,598 52,600 50,308 9,332 11,624
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -2,537)
0 190 -610 -322 -2,840 -932 -3,260 -1,605 723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.4 0.0 84.9 68.8 84.9 81.2 15.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 20 17 21 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,772
COMMITMENTS
0 420 65 19,707 19,287 19,772 19,772 0 0
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -715)
0 -200 60 -775 -575 -715 -715 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.1 0.3 99.7 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 1 24 29 25 32
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,056
COMMITMENTS
9,005 3,200 50 2,343 8,818 11,398 12,068 1,658 988
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -238)
71 226 -77 -32 -462 -38 -313 -200 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.0 24.5 0.4 17.9 67.5 87.3 92.4 12.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
38 20 1 19 20 57 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 17,325
COMMITMENTS
8,993 2,108 141 5,566 13,461 14,700 15,710 2,625 1,615
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -33)
-773 91 -5 102 -442 -676 -356 643 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.9 12.2 0.8 32.1 77.7 84.8 90.7 15.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
31 14 3 15 22 48 38
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 175,674
COMMITMENTS
52,436 7,647 15,787 94,345 140,348 162,568 163,782 13,106 11,892
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -977)
1,394 -1,321 -447 -2,252 1,474 -1,305 -294 328 -683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 4.4 9.0 53.7 79.9 92.5 93.2 7.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
35 25 31 71 82 125 121
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,085
COMMITMENTS
1,850 0 0 11,311 13,305 13,161 13,305 924 780
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 1,454)
-655 0 0 2,428 1,699 1,773 1,699 -319 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 0.0 0.0 80.3 94.5 93.4 94.5 6.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 18 14 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,327
COMMITMENTS
100 50 150 5,877 5,927 6,127 6,127 200 200
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,105)
0 -300 100 -1,185 -905 -1,085 -1,105 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.8 2.4 92.9 93.7 96.8 96.8 3.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 26 23 29 25
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,094
COMMITMENTS
1,380 489 4 14,704 16,593 16,088 17,086 1,006 8
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -2,004)
100 186 -286 -1,803 -1,908 -1,989 -2,008 -15 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 2.9 0.0 86.0 97.1 94.1 100.0 5.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 1 26 22 28 24
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,568
COMMITMENTS
100 0 200 5,737 6,583 6,037 6,783 1,531 785
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 577)
20 0 -60 -118 142 -158 82 735 495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 2.6 75.8 87.0 79.8 89.6 20.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 15 13 16 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,365
COMMITMENTS
50 300 0 6,290 6,065 6,340 6,365 25 0
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -360)
-50 100 0 -285 -410 -335 -310 -25 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 4.7 0.0 98.8 95.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 18 19 19 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,088
COMMITMENTS
336 96 72 17,819 18,776 18,227 18,944 861 144
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 270)
-332 -63 72 572 240 312 249 -42 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.5 0.4 93.4 98.4 95.5 99.2 4.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 21 20 23 22
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,944
COMMITMENTS
0 120 57 8,815 8,749 8,872 8,926 72 18
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -831)
0 20 -20 -807 -831 -827 -831 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.3 0.6 98.6 97.8 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 16 18 17 19
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 12/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,600
COMMITMENTS
4,291 13,101 1,418 29,850 21,271 35,559 35,790 3,041 2,810
CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -811)
39 75 -27 -823 -926 -811 -878 0 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 33.9 3.7 77.3 55.1 92.1 92.7 7.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 3 4 22 27 28 33
Updated December 05, 2008