GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,047
COMMITMENTS
0 0 0 16,901 16,872 16,901 16,872 146 175
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 5,007)
0 0 0 4,862 4,993 4,862 4,993 145 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.0 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 0 0 33 34 33 34
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,271
COMMITMENTS
100 495 365 13,626 13,351 14,091 14,211 180 60
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 1,368)
100 0 0 1,268 1,368 1,368 1,368 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.5 2.6 95.5 93.6 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 2 28 31 31 34
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,836
COMMITMENTS
36 385 130 5,714 5,700 5,880 6,215 956 621
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 771)
-1 -53 3 777 854 779 804 -8 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.6 1.9 83.6 83.4 86.0 90.9 14.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 3 28 32 31 35
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,884
COMMITMENTS
50 50 75 5,184 5,010 5,309 5,135 575 749
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 468)
0 0 0 527 431 527 431 -59 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.8 1.3 88.1 85.1 90.2 87.3 9.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 1 2 40 40 43 43
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 260,938
COMMITMENTS
21,436 15,054 66,927 138,703 150,065 227,066 232,046 33,872 28,892
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 5,046)
1,473 241 2,410 -2,804 1,508 1,079 4,159 3,967 888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.8 25.6 53.2 57.5 87.0 88.9 13.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
27 21 43 60 64 110 111
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,340
COMMITMENTS
1,891 2,991 6,974 3,787 3,044 12,653 13,010 688 330
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -1)
162 22 -91 -74 52 -3 -17 1 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 22.4 52.3 28.4 22.8 94.8 97.5 5.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 11 13 13 24 24
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,995
COMMITMENTS
87 1,513 125 12,683 11,257 12,895 12,895 100 100
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 2,015)
0 50 25 2,040 1,990 2,065 2,065 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 11.6 1.0 97.6 86.6 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 3 2 32 35 35 40
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,240
COMMITMENTS
235 75 0 6,280 7,140 6,515 7,215 725 25
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 1,270)
0 0 0 1,270 1,300 1,270 1,300 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.0 0.0 86.7 98.6 90.0 99.7 10.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 22 22 23 23
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,220,557
COMMITMENTS
198,136 353,462 458,604 485,033 367,268 1141773 1179334 78,784 41,223
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -15,930)
-18,374 -17,038 427 936 -942 -17,011 -17,552 1,080 1,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 29.0 37.6 39.7 30.1 93.5 96.6 6.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
72 55 90 78 67 197 173
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 31,287
COMMITMENTS
12,337 17,907 5,032 13,799 8,103 31,168 31,042 118 244
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 385)
11,884 -1,090 1,561 222 147 13,667 619 -13,282 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 57.2 16.1 44.1 25.9 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 14 13 8 10 22 29
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,949
COMMITMENTS
163 5,457 3,406 80,871 70,424 84,440 79,287 8,509 13,662
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 723)
49 -705 86 -356 -2,513 -221 -3,132 944 3,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.9 3.7 87.0 75.8 90.8 85.3 9.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 23 22 25 25
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,123
COMMITMENTS
3,180 9,802 5,176 42,188 33,524 50,544 48,502 6,579 8,621
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 2,423)
0 860 360 3,083 1,383 3,443 2,603 -1,020 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 17.2 9.1 73.9 58.7 88.5 84.9 11.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 5 21 15 26 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,144
COMMITMENTS
4,502 1,336 1,009 81,673 82,234 87,184 84,579 7,960 10,565
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 2,860)
363 0 -122 988 875 1,229 753 1,631 2,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.4 1.1 85.8 86.4 91.6 88.9 8.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 2 27 28 30 31
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,576
COMMITMENTS
12,260 1,622 5,497 52,117 59,987 69,874 67,106 5,702 8,470
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 3,031)
-623 658 332 4,317 3,476 4,026 4,466 -995 -1,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 2.1 7.3 69.0 79.4 92.5 88.8 7.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 24 24 27 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,612
COMMITMENTS
2,057 11,938 3,465 81,106 73,064 86,628 88,467 7,984 6,145
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 2,162)
-150 1,330 253 2,762 1,059 2,865 2,642 -703 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 12.6 3.7 85.7 77.2 91.6 93.5 8.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 4 2 31 31 33 36
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,479
COMMITMENTS
10,634 732 7,209 79,408 82,467 97,251 90,408 10,228 17,071
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 2,870)
-1,566 0 1,530 2,816 1,464 2,780 2,994 90 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.7 6.7 73.9 76.7 90.5 84.1 9.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 19 26 21 29
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,674
COMMITMENTS
4,918 7,062 1,240 30,144 28,500 36,302 36,802 7,372 6,872
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -1,374)
168 214 -1,238 -2,568 -594 -3,638 -1,618 2,264 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 16.2 2.8 69.0 65.3 83.1 84.3 16.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 2 14 15 17 18
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,835
COMMITMENTS
1,904 4,183 22,929 59,381 56,803 84,214 83,915 5,621 5,920
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -1,159)
70 2,440 -3,316 2,472 -34 -774 -910 -385 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.7 25.5 66.1 63.2 93.7 93.4 6.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 14 16 18 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,212
COMMITMENTS
0 481 732 44,773 41,568 45,505 42,781 6,707 9,431
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 598)
0 0 0 598 896 598 896 0 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 1.4 85.8 79.6 87.2 81.9 12.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 23 19 24 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,056
COMMITMENTS
1,602 7,442 7,398 71,947 64,308 80,947 79,148 9,109 10,908
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 6,998)
120 1,672 158 5,158 4,104 5,436 5,934 1,562 1,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 8.3 8.2 79.9 71.4 89.9 87.9 10.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 6 5 25 28 31 34
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,217,870
COMMITMENTS
126,656 65,011 1005790 1080598 1143365 2213044 2214167 4,826 3,703
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 55,771)
5,844 -887 16,919 33,000 39,977 55,763 56,010 8 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.9 45.3 48.7 51.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
43 24 61 55 54 121 116
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 120,715
COMMITMENTS
9,443 17,513 22,270 71,855 70,034 103,568 109,817 17,147 10,898
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 1,024)
-780 -1,054 1,927 3,454 364 4,601 1,237 -3,577 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 14.5 18.4 59.5 58.0 85.8 91.0 14.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 5 6 27 26 33 32
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,147
COMMITMENTS
18,534 0 8,020 92,432 104,371 118,986 112,391 7,161 13,756
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 9,156)
3,501 0 -1,146 6,162 9,063 8,517 7,917 639 1,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.0 6.4 73.3 82.7 94.3 89.1 5.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 4 21 22 25 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,285
COMMITMENTS
4,880 240 0 86,557 90,831 91,437 91,071 4,848 5,214
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 11,396)
600 0 0 5,948 6,548 6,548 6,548 4,848 4,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.2 0.0 89.9 94.3 95.0 94.6 5.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 13 14 15 15
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 229,097
COMMITMENTS
12,987 9,311 4,625 196,340 203,358 213,952 217,294 15,145 11,803
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 3,204)
1,682 -132 504 3,156 2,900 5,342 3,272 -2,138 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 4.1 2.0 85.7 88.8 93.4 94.8 6.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 5 4 41 34 47 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 200,546
COMMITMENTS
2,534 17,846 9,703 177,555 167,649 189,792 195,198 10,754 5,348
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 1,765)
-53 257 437 1,638 1,314 2,022 2,008 -257 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.9 4.8 88.5 83.6 94.6 97.3 5.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 6 37 33 43 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 252,523
COMMITMENTS
5,084 5,243 16,842 215,400 218,537 237,326 240,622 15,197 11,901
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 3,701)
234 793 -2,404 6,039 4,976 3,869 3,365 -168 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.1 6.7 85.3 86.5 94.0 95.3 6.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 3 6 42 46 48 53
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 199,624
COMMITMENTS
19,445 7,209 25,587 149,326 160,010 194,358 192,806 5,266 6,818
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 2,319)
381 -1,475 253 2,516 3,215 3,150 1,993 -831 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 3.6 12.8 74.8 80.2 97.4 96.6 2.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 4 7 38 35 47 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,451
COMMITMENTS
248 1,350 881 38,417 34,784 39,546 37,015 6,905 9,436
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 105)
-107 -1,558 -103 2,338 4,475 2,128 2,814 -2,023 -2,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.9 1.9 82.7 74.9 85.1 79.7 14.9 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 16 15 19 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,909,369
COMMITMENTS
1358674 500,954 1155208 1371229 2240146 3885111 3896308 24,258 13,061
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 6,916)
-62,412 -30,297 27,449 41,633 11,500 6,670 8,652 246 -1,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 12.8 29.5 35.1 57.3 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
29 25 47 103 97 156 147
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,204,518
COMMITMENTS
212,018 471,455 264,393 723,700 466,931 1200111 1202779 4,407 1,739
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 62,336)
11,299 17,805 16,504 34,828 28,341 62,631 62,650 -295 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 39.1 22.0 60.1 38.8 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
22 27 42 40 37 85 83
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,513
COMMITMENTS
225 0 0 2,288 2,513 2,513 2,513 0 0
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 259)
0 0 0 259 259 259 259 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 0.0 91.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 13 11 15 11
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 104,396
COMMITMENTS
3,757 327 14,399 85,553 89,330 103,710 104,057 686 339
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 591)
-227 -109 98 706 587 577 577 13 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.3 13.8 82.0 85.6 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 5 8 30 29 40 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,328
COMMITMENTS
128 228 0 8,922 8,566 9,050 8,794 278 534
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.4 0.0 95.6 91.8 97.0 94.3 3.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 14 10 15 12
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,426
COMMITMENTS
2,706 89 832 28,977 31,782 32,515 32,702 911 724
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 894)
-253 17 36 954 843 737 895 156 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.3 2.5 86.7 95.1 97.3 97.8 2.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 20 21 23 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,428
COMMITMENTS
0 120 0 12,352 11,900 12,352 12,020 1,076 1,408
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 1,012)
0 0 0 988 1,012 988 1,012 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 92.0 88.6 92.0 89.5 8.0 10.5
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 34,848
COMMITMENTS
0 640 2,240 30,234 30,812 32,474 33,692 2,374 1,156
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -138)
0 0 0 -138 -138 -138 -138 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 6.4 86.8 88.4 93.2 96.7 6.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 23 18 25 20
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,634
COMMITMENTS
0 60 180 32,284 31,172 32,464 31,412 170 1,222
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 1,872)
0 -240 0 1,872 2,112 1,872 1,872 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.6 98.9 95.5 99.5 96.3 0.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 21 18 22 19
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,336
COMMITMENTS
0 1,006 676 9,355 8,732 10,031 10,413 1,305 923
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 6.0 82.5 77.0 88.5 91.9 11.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 17 16 19 18
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 11,804
COMMITMENTS
120 0 0 11,472 11,062 11,592 11,062 212 742
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 1,580)
0 0 0 1,460 1,520 1,460 1,520 120 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 97.2 93.7 98.2 93.7 1.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 17 22 17
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,172
COMMITMENTS
0 0 0 9,142 8,748 9,142 8,748 30 424
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 824)
0 0 0 824 769 824 769 0 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 95.4 99.7 95.4 0.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 20 18 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,996,852
COMMITMENTS
176,595 107,074 1284173 1490448 1542598 2951216 2933845 45,636 63,007
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -105,998)
4,958 -11,407 -88,323 -7,252 10,562 -90,617 -89,168 -15,381 -16,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 3.6 42.9 49.7 51.5 98.5 97.9 1.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
86 110 137 74 97 243 267
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 97,011
COMMITMENTS
7,733 12,832 32,383 54,628 50,089 94,743 95,303 2,268 1,707
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -4,477)
-3,942 -1,707 -336 208 -3,193 -4,070 -5,236 -407 759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 13.2 33.4 56.3 51.6 97.7 98.2 2.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 12 13 14 11 28 26
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 158,691
COMMITMENTS
24,249 12,272 11,896 90,086 83,473 126,231 107,641 32,460 51,050
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 10,154)
4,196 865 1,143 7,479 5,065 12,818 7,073 -2,664 3,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 7.7 7.5 56.8 52.6 79.5 67.8 20.5 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 5 8 19 20 27 28
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 403,947
COMMITMENTS
31,775 12,143 180,136 190,180 209,402 402,092 401,682 1,856 2,266
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -10,374)
-2,678 1,128 -5,375 -1,837 -4,458 -9,891 -8,706 -483 -1,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.0 44.6 47.1 51.8 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
29 24 45 35 35 86 82
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 358,059
COMMITMENTS
12,571 7,524 85,571 250,162 251,915 348,303 345,010 9,756 13,049
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 29,432)
1,020 673 4,329 22,749 20,313 28,098 25,315 1,334 4,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.1 23.9 69.9 70.4 97.3 96.4 2.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 3 10 30 29 40 39
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,680
COMMITMENTS
205 900 735 41,790 41,095 42,730 42,730 950 950
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 4,795)
25 0 0 4,820 4,845 4,845 4,845 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.1 1.7 95.7 94.1 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 3 3 39 40 44 45
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 195,126
COMMITMENTS
18,021 35,282 36,479 129,578 116,072 184,078 187,833 11,048 7,293
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -51)
1,223 -2,233 -655 763 4,081 1,331 1,193 -1,382 -1,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 18.1 18.7 66.4 59.5 94.3 96.3 5.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
10 23 26 23 22 50 54
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,965
COMMITMENTS
6,242 9,798 4,436 19,448 16,396 30,126 30,630 2,839 2,335
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 1,492)
190 532 768 336 82 1,294 1,382 198 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 29.7 13.5 59.0 49.7 91.4 92.9 8.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 5 11 12 19 20
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,599
COMMITMENTS
1,931 7,375 1,136 43,500 38,183 46,567 46,694 10,032 9,905
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 3,520)
0 3,705 305 6,405 3,325 6,710 7,335 -3,190 -3,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 13.0 2.0 76.9 67.5 82.3 82.5 17.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 3 15 16 18 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,223
COMMITMENTS
0 720 0 12,223 11,503 12,223 12,223 0 0
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 2,123)
0 0 0 2,123 2,123 2,123 2,123 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 0.0 100.0 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 0 22 26 22 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,524
COMMITMENTS
9,593 3,426 15 3,034 10,058 12,642 13,499 1,882 1,025
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -550)
-793 -165 15 357 -503 -421 -653 -129 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.0 23.6 0.1 20.9 69.3 87.0 92.9 13.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
47 21 1 18 22 65 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,106
COMMITMENTS
8,128 1,198 175 4,430 11,969 12,733 13,342 2,373 1,764
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -134)
-453 -485 56 63 115 -334 -314 200 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 7.9 1.2 29.3 79.2 84.3 88.3 15.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
25 12 4 15 18 43 31
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 184,080
COMMITMENTS
40,270 14,246 29,009 100,581 130,041 169,860 173,296 14,220 10,784
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 1,567)
1,935 -2,948 1,570 -1,692 3,357 1,813 1,979 -246 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 7.7 15.8 54.6 70.6 92.3 94.1 7.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
40 23 37 68 79 128 122
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,364
COMMITMENTS
150 100 100 7,056 7,118 7,306 7,318 58 46
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 828)
0 100 -50 1,028 778 978 828 -150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.4 1.4 95.8 96.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 27 26 29 28
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,690
COMMITMENTS
1,255 342 425 14,184 15,593 15,864 16,360 826 330
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 2,154)
0 0 0 2,129 2,129 2,129 2,129 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 2.0 2.5 85.0 93.4 95.1 98.0 4.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 2 27 28 30 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,507
COMMITMENTS
90 610 0 2,946 2,707 3,036 3,317 471 190
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 259)
0 0 0 319 259 319 259 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 17.4 0.0 84.0 77.2 86.6 94.6 13.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 14 16 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,785
COMMITMENTS
0 0 100 3,460 3,596 3,560 3,696 225 89
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 935)
0 0 0 735 871 735 871 200 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 2.6 91.4 95.0 94.1 97.6 5.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 1 17 20 18 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,523
COMMITMENTS
425 159 0 9,472 10,259 9,897 10,418 626 105
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 3,685)
45 0 0 3,853 3,858 3,898 3,858 -213 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.5 0.0 90.0 97.5 94.1 99.0 5.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 20 17 21 19
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,270
COMMITMENTS
0 205 212 4,982 4,835 5,194 5,252 76 18
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 184)
0 0 0 193 469 193 469 -9 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 4.0 94.5 91.7 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 20 16 21 17
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,164
COMMITMENTS
4,069 11,496 1,558 23,787 16,209 29,414 29,263 2,750 2,901
CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 5,400)
1,164 5,022 0 4,116 33 5,280 5,055 120 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 35.7 4.8 74.0 50.4 91.5 91.0 8.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 5 5 21 27 27 36
Updated October 24, 2008