GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,192
COMMITMENTS
75 0 0 34,812 35,007 34,887 35,007 305 185
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 457)
0 0 0 352 352 352 352 105 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 0.0 98.9 99.5 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 0 0 36 36 37 36
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,956
COMMITMENTS
675 120 305 23,806 24,505 24,786 24,930 170 26
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 695)
-50 -120 -50 812 889 712 719 -17 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.5 1.2 95.4 98.2 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 3 33 36 37 40
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,661
COMMITMENTS
1,789 0 328 4,598 6,331 6,715 6,659 946 1,002
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 155)
110 0 60 -47 90 123 150 32 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 0.0 4.3 60.0 82.6 87.7 86.9 12.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 19 21 20 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,220
COMMITMENTS
0 156 159 10,577 11,287 10,736 11,602 1,484 618
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 216)
0 7 5 208 212 213 224 3 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.3 1.3 86.6 92.4 87.9 94.9 12.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 3 2 35 40 37 43
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,699
COMMITMENTS
59 65 110 8,940 9,000 9,109 9,175 590 524
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 417)
-15 -45 15 470 581 470 551 -53 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.7 1.1 92.2 92.8 93.9 94.6 6.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 2 3 44 47 47 51
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,113
COMMITMENTS
0 264 0 4,215 4,268 4,215 4,532 898 581
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 69)
0 -5 0 75 48 75 43 -6 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.2 0.0 82.4 83.5 82.4 88.6 17.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 24 19 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 226,522
COMMITMENTS
24,550 19,080 21,445 150,154 159,762 196,149 200,287 30,373 26,235
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -1,849)
985 327 -2,395 4,100 973 2,690 -1,095 -4,539 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 8.4 9.5 66.3 70.5 86.6 88.4 13.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
19 23 36 64 64 109 105
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,921
COMMITMENTS
103 1,088 0 16,778 15,793 16,881 16,881 40 40
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 540)
-400 0 -330 1,370 970 640 640 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 6.4 0.0 99.2 93.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 5 0 38 43 39 48
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,856
COMMITMENTS
75 25 0 10,176 10,706 10,251 10,731 605 125
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 150 0 150 0 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.2 0.0 93.7 98.6 94.4 98.8 5.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 21 24 22 25
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 671,730
COMMITMENTS
72,327 217,141 245,334 284,297 175,635 601,958 638,110 69,772 33,620
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -17,121)
-6,937 -16,736 -7,464 -11,435 -232 -25,836 -24,432 8,715 7,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 32.3 36.5 42.3 26.1 89.6 95.0 10.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
45 59 77 73 57 167 152
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,183
COMMITMENTS
246 9 2,916 90,594 86,770 93,756 89,695 6,427 10,488
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -303)
216 -372 -36 -483 129 -303 -279 0 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 2.9 90.4 86.6 93.6 89.5 6.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 25 26 27 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,128
COMMITMENTS
3,788 2,644 4,320 42,406 35,325 50,514 42,289 7,614 15,839
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 1,005)
766 -124 -136 225 1,507 855 1,247 150 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 4.5 7.4 73.0 60.8 86.9 72.8 13.1 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 18 16 20 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,044
COMMITMENTS
2,553 760 302 77,159 77,256 80,014 78,318 6,030 7,726
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 641)
428 0 -214 1,177 1,531 1,391 1,317 -750 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.9 0.4 89.7 89.8 93.0 91.0 7.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 1 29 27 32 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,784
COMMITMENTS
0 0 0 87,065 83,449 87,065 83,449 12,719 16,335
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 856)
0 0 0 1,498 3,656 1,498 3,656 -642 -2,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.3 83.6 87.3 83.6 12.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 23 22 23
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,059
COMMITMENTS
346 4,401 6,939 31,719 28,020 39,004 39,360 2,055 1,699
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -382)
-334 -216 -54 0 -28 -388 -298 6 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 10.7 16.9 77.3 68.2 95.0 95.9 5.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 3 13 13 16 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,024
COMMITMENTS
5,580 1,038 3,187 57,213 58,271 65,980 62,496 6,044 9,528
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -1,789)
0 -543 -54 -1,546 -1,569 -1,600 -2,166 -189 377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 1.4 4.4 79.4 80.9 91.6 86.8 8.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 24 24 26 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,005
COMMITMENTS
1,456 5,033 6,482 78,093 75,300 86,031 86,815 6,974 6,190
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 3,684)
478 -1,541 955 2,214 3,755 3,647 3,169 37 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 5.4 7.0 84.0 81.0 92.5 93.3 7.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 3 26 30 30 35
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,893
COMMITMENTS
17,934 0 3,963 74,796 84,830 96,693 88,793 10,200 18,100
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 861)
-1,180 0 241 2,782 2,264 1,843 2,505 -982 -1,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 0.0 3.7 70.0 79.4 90.5 83.1 9.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 3 20 27 23 30
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,824
COMMITMENTS
5,188 6,206 1,133 28,091 25,213 34,412 32,552 4,412 6,272
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 568)
352 -856 234 -18 1,190 568 568 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 16.0 2.9 72.4 64.9 88.6 83.8 11.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 1 15 14 18 16
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,661
COMMITMENTS
630 10,377 18,000 57,771 48,037 76,401 76,414 6,260 6,247
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 545)
0 -1,186 1,031 -964 607 67 452 478 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 12.6 21.8 69.9 58.1 92.4 92.4 7.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 13 13 17 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,866
COMMITMENTS
0 0 0 51,381 49,088 51,381 49,088 7,485 9,778
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 1,187)
0 0 0 1,187 759 1,187 759 0 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.3 83.4 87.3 83.4 12.7 16.6
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 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,145
COMMITMENTS
5,459 2,525 6,477 69,628 70,311 81,564 79,313 9,581 11,832
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 1,597)
-1,010 307 671 2,000 911 1,661 1,889 -64 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 2.8 7.1 76.4 77.1 89.5 87.0 10.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 4 28 30 33 35
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE Code-023A26
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,250
COMMITMENTS
0 0 0 42,126 39,614 42,126 39,614 124 2,636
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.7 93.8 99.7 93.8 0.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 16 11 16
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,050
COMMITMENTS
0 14,432 1,764 55,636 38,438 57,400 54,634 4,650 7,416
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 23.3 2.8 89.7 61.9 92.5 88.0 7.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 14 13 16 15
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,417
COMMITMENTS
9,564 21,169 19,440 76,217 68,216 105,221 108,825 18,196 14,592
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 1,830)
1,200 9 718 -213 1,682 1,705 2,409 125 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 17.2 15.8 61.8 55.3 85.3 88.2 14.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 5 24 23 29 29
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,642
COMMITMENTS
7,529 8,171 6,252 97,947 91,176 111,728 105,599 7,914 14,043
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -6,938)
516 5,520 -5,898 -1,757 -6,870 -7,139 -7,248 201 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 6.8 5.2 81.9 76.2 93.4 88.3 6.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 5 20 23 25 28
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 120,314
COMMITMENTS
5,272 620 31 114,949 114,513 120,252 115,164 62 5,150
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.5 0.0 95.5 95.2 99.9 95.7 0.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 14 15 16 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 230,803
COMMITMENTS
8,900 11,647 6,674 206,388 205,877 221,962 224,198 8,841 6,605
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 770)
-2,274 -267 1,421 2,110 -558 1,257 596 -487 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 5.0 2.9 89.4 89.2 96.2 97.1 3.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 2 4 43 35 49 39
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 184,457
COMMITMENTS
0 10,403 5,179 161,243 158,965 166,422 174,547 18,035 9,910
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 152)
0 -217 -31 -1,982 537 -2,013 289 2,165 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.6 2.8 87.4 86.2 90.2 94.6 9.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 5 3 33 29 36 34
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 271,251
COMMITMENTS
1,164 12,653 12,699 238,009 233,353 251,872 258,705 19,379 12,546
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 3,235)
1,066 3,590 -3,128 5,328 3,956 3,266 4,418 -31 -1,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 4.7 4.7 87.7 86.0 92.9 95.4 7.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 4 5 42 41 47 46
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 206,230
COMMITMENTS
4,397 21,793 10,029 186,858 166,869 201,284 198,691 4,946 7,539
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -14,152)
-1,362 2,528 -8,415 -4,160 -8,209 -13,937 -14,096 -215 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 10.6 4.9 90.6 80.9 97.6 96.3 2.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 5 7 34 33 42 40
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,282
COMMITMENTS
0 1,504 0 43,575 40,646 43,575 42,150 6,707 8,132
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 856)
0 0 0 1,656 428 1,656 428 -800 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.0 0.0 86.7 80.8 86.7 83.8 13.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 19 17 19 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,177,313
COMMITMENTS
795,062 151,195 1048781 1301311 1953245 3145154 3153221 32,159 24,092
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -263,781)
-50,333 -12,137 -95,324 -120,039 -159,643 -265,696 -267,104 1,915 3,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 4.8 33.0 41.0 61.5 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
31 19 47 101 93 152 143
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,145,478
COMMITMENTS
154,545 292,442 314,556 670,688 535,020 1139789 1142018 5,689 3,460
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -159,911)
-51,578 -39,088 -35,746 -73,047 -84,688 -160,371 -159,522 460 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 25.5 27.5 58.6 46.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
18 28 36 35 33 75 75
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,183
COMMITMENTS
500 0 150 3,533 4,033 4,183 4,183 0 0
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 94)
150 0 -100 44 194 94 94 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 0.0 3.6 84.5 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 14 20 15 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,268
COMMITMENTS
2,232 1,154 1,019 30,142 31,020 33,393 33,193 875 1,075
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 1,153)
62 -558 40 954 769 1,056 251 97 902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 3.4 3.0 88.0 90.5 97.4 96.9 2.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 2 7 34 32 41 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,266
COMMITMENTS
0 0 0 10,138 9,946 10,138 9,946 128 320
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 63)
0 0 0 63 63 63 63 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.8 96.9 98.8 96.9 1.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 13 13 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,910
COMMITMENTS
2,680 62 340 16,610 19,092 19,630 19,494 1,280 1,416
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 936)
0 -60 0 856 296 856 236 80 700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 0.3 1.6 79.4 91.3 93.9 93.2 6.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 20 20 22 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,112
COMMITMENTS
0 0 0 12,980 12,646 12,980 12,646 1,132 1,466
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 -48 120 -48 0 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 92.0 89.6 92.0 89.6 8.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 17 18 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 34,650
COMMITMENTS
40 720 720 30,878 32,401 31,638 33,841 3,012 809
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 48)
0 0 0 -120 48 -120 48 168 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 2.1 2.1 89.1 93.5 91.3 97.7 8.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 27 22 29 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,029
COMMITMENTS
100 0 20 29,685 29,107 29,805 29,127 224 902
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 148)
0 0 0 188 188 188 188 -40 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.1 98.9 96.9 99.3 97.0 0.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 21 23 22
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,046
COMMITMENTS
80 0 0 10,436 10,596 10,516 10,596 530 450
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -62)
0 0 0 -62 -62 -62 -62 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 0.0 94.5 95.9 95.2 95.9 4.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 16 16 16
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,668
COMMITMENTS
0 560 0 6,125 6,384 6,125 6,944 1,543 724
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 60)
-40 0 0 110 60 70 60 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 0.0 79.9 83.3 79.9 90.6 20.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 16 16 17
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,554
COMMITMENTS
40 0 0 10,214 9,666 10,254 9,666 300 888
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 0.0 96.8 91.6 97.2 91.6 2.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 22 18 23 18
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,786
COMMITMENTS
0 0 0 16,658 16,268 16,658 16,268 128 518
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 154)
0 0 0 154 154 154 154 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.2 96.9 99.2 96.9 0.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 21 23 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,169,215
COMMITMENTS
224,746 160,198 308,061 571,955 636,786 1104762 1105045 64,453 64,170
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 33,676)
9,081 17,103 247 21,332 15,474 30,660 32,824 3,016 852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 13.7 26.3 48.9 54.5 94.5 94.5 5.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
78 90 124 77 87 227 238
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 184,356
COMMITMENTS
22,637 11,812 14,394 102,976 112,859 140,007 139,065 44,349 45,291
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 1,854)
-39 1,212 68 764 94 793 1,374 1,061 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 6.4 7.8 55.9 61.2 75.9 75.4 24.1 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 6 22 23 28 31
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,849
COMMITMENTS
1,140 3,843 1,555 56,054 53,351 58,749 58,749 100 100
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 3,332)
0 647 830 3,052 2,458 3,882 3,935 -550 -603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 6.5 2.6 95.3 90.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 3 3 40 43 46 48
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 165,748
COMMITMENTS
16,685 31,104 23,351 117,783 103,631 157,819 158,086 7,929 7,662
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 41)
-107 -246 -104 570 823 359 473 -318 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 18.8 14.1 71.1 62.5 95.2 95.4 4.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 15 19 23 22 43 43
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,294
COMMITMENTS
0 6,920 180 59,253 47,611 59,433 54,711 10,861 15,583
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 2,559)
0 60 -15 2,944 2,136 2,929 2,181 -370 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.8 0.3 84.3 67.7 84.5 77.8 15.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 22 20 23 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,620
COMMITMENTS
0 645 65 23,555 22,910 23,620 23,620 0 0
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 900)
0 0 0 900 900 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.7 0.3 99.7 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 1 25 30 26 34
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,427
COMMITMENTS
8,757 3,795 54 1,971 7,760 10,782 11,609 1,645 818
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -130)
-93 348 8 -31 -260 -116 96 -14 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.5 30.5 0.4 15.9 62.4 86.8 93.4 13.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
40 23 2 16 18 58 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 18,320
COMMITMENTS
9,389 2,054 286 5,772 14,481 15,447 16,821 2,873 1,499
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 129)
-78 276 73 277 136 272 485 -143 -356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.3 11.2 1.6 31.5 79.0 84.3 91.8 15.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
28 12 4 14 22 45 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 194,464
COMMITMENTS
58,418 6,084 13,165 107,209 163,066 178,792 182,315 15,672 12,149
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -7,195)
336 -1,213 -726 -7,877 -6,236 -8,267 -8,175 1,072 980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 3.1 6.8 55.1 83.9 91.9 93.8 8.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
41 17 30 75 82 129 118
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,733
COMMITMENTS
410 0 157 12,301 12,460 12,868 12,617 4,865 5,116
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -50)
0 0 0 259 -119 259 -119 -309 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 0.9 69.4 70.3 72.6 71.1 27.4 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 15 17 16 18
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,937
COMMITMENTS
1,162 0 150 13,666 14,465 14,978 14,615 959 1,322
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 484)
-300 0 0 664 659 364 659 120 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 0.9 85.8 90.8 94.0 91.7 6.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 15 19 16 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,877
COMMITMENTS
0 50 150 6,527 6,477 6,677 6,677 200 200
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 2.2 94.9 94.2 97.1 97.1 2.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 2 31 25 33 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,627
COMMITMENTS
0 264 0 21,327 22,351 21,327 22,615 1,300 12
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 50)
-360 0 0 400 72 40 72 10 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 0.0 94.3 98.8 94.3 99.9 5.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 29 26 29 27
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,245
COMMITMENTS
0 175 75 9,313 10,125 9,388 10,375 1,857 870
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 497)
0 75 -25 531 522 506 572 -9 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.6 0.7 82.8 90.0 83.5 92.3 16.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 17 16 18 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,595
COMMITMENTS
175 300 0 8,420 8,295 8,595 8,595 0 0
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 3.5 0.0 98.0 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 0 26 20 29 21
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,414
COMMITMENTS
0 138 0 3,321 2,972 3,321 3,110 1,093 1,304
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.1 0.0 75.2 67.3 75.2 70.5 24.8 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 17 16 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,455
COMMITMENTS
300 168 108 19,435 20,071 19,843 20,347 612 108
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 225)
0 0 0 261 261 261 261 -36 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.8 0.5 95.0 98.1 97.0 99.5 3.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 23 23 25 24
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,347
COMMITMENTS
315 0 0 9,930 10,314 10,245 10,314 102 33
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 578)
220 0 0 412 632 632 632 -54 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.0 0.0 96.0 99.7 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 20 20 20
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 12/30/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,777
COMMITMENTS
2,974 4,699 2,128 32,803 34,501 37,905 41,328 3,872 449
CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -2,162)
-377 -4,800 207 -1,992 2,521 -2,162 -2,072 0 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 11.2 5.1 78.5 82.6 90.7 98.9 9.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 4 5 25 28 33 35
Updated January 05, 2008