GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,076
COMMITMENTS
75 0 0 20,001 20,076 20,076 20,076 0 0
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,162)
75 0 0 -1,171 -1,087 -1,096 -1,087 -66 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 0 0 36 36 37 36
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,328
COMMITMENTS
100 770 135 12,933 12,383 13,168 13,288 160 40
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,553)
0 275 -230 -1,303 -1,578 -1,533 -1,533 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 5.8 1.0 97.0 92.9 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 2 24 28 27 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,639
COMMITMENTS
146 28 113 6,261 6,438 6,520 6,579 1,119 1,060
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 6)
105 -321 -7 -172 -136 -74 -464 80 470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.4 1.5 82.0 84.3 85.4 86.1 14.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 3 30 33 34 36
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,020
COMMITMENTS
80 35 65 5,161 5,198 5,306 5,298 714 722
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -448)
30 -110 -50 -340 -202 -360 -362 -88 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.6 1.1 85.7 86.3 88.1 88.0 11.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 2 37 38 40 41
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 264,194
COMMITMENTS
23,742 11,177 66,314 140,815 160,026 230,870 237,517 33,324 26,678
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 1,648)
357 -4,358 1,021 -1,639 4,610 -261 1,273 1,909 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 4.2 25.1 53.3 60.6 87.4 89.9 12.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
28 22 42 62 70 114 117
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,470
COMMITMENTS
1,935 3,567 6,801 4,037 2,769 12,773 13,137 698 333
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 77)
-457 -231 361 181 -37 85 93 -7 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 26.5 50.5 30.0 20.6 94.8 97.5 5.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 11 13 13 24 24
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,530
COMMITMENTS
37 1,801 162 11,981 10,127 12,180 12,090 350 440
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -2,482)
-37 238 -13 -1,832 -2,110 -1,882 -1,885 -600 -597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 14.4 1.3 95.6 80.8 97.2 96.5 2.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 6 2 32 37 35 43
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,840
COMMITMENTS
0 50 0 5,815 6,765 5,815 6,815 1,025 25
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -375)
-200 -25 0 -425 -350 -625 -375 250 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 85.0 98.9 85.0 99.6 15.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 20 24 20 25
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,095,330
COMMITMENTS
91,174 263,871 454,494 471,346 340,604 1017015 1058969 78,315 36,361
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -20,492)
-32,665 5,692 1,595 10,265 -25,354 -20,805 -18,068 313 -2,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 24.1 41.5 43.0 31.1 92.9 96.7 7.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
66 66 87 75 68 196 172
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 33,488
COMMITMENTS
13,394 18,823 5,460 14,448 8,924 33,302 33,208 186 281
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 648)
-525 -533 626 501 468 602 561 47 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 56.2 16.3 43.1 26.6 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 13 13 7 10 21 28
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,872
COMMITMENTS
0 7,843 2,069 80,649 67,858 82,718 77,770 7,154 12,102
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -3,074)
0 1,461 -654 -2,184 -2,479 -2,838 -1,672 -236 -1,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 2.3 89.7 75.5 92.0 86.5 8.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 2 24 21 26 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,587
COMMITMENTS
3,110 9,034 4,457 40,193 31,143 47,760 44,634 6,827 9,953
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -5,286)
-100 -1,479 -540 -5,530 -3,199 -6,170 -5,218 884 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 16.5 8.2 73.6 57.1 87.5 81.8 12.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 4 4 18 13 22 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,545
COMMITMENTS
2,421 0 1,434 78,014 78,824 81,869 80,258 6,676 8,287
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -7,192)
-870 0 0 -5,512 -5,921 -6,382 -5,921 -810 -1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 1.6 88.1 89.0 92.5 90.6 7.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 0 2 27 29 30 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,136
COMMITMENTS
0 0 0 72,413 63,776 72,413 63,776 11,723 20,360
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.1 75.8 86.1 75.8 13.9 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 19 17 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,830
COMMITMENTS
9,398 2,227 4,067 52,993 57,929 66,458 64,223 7,372 9,607
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -2,833)
-2,010 386 -1,688 -774 -3,121 -4,472 -4,423 1,639 1,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 3.0 5.5 71.8 78.5 90.0 87.0 10.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 22 21 25 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,777
COMMITMENTS
1,742 8,868 2,436 73,273 68,604 77,451 79,908 8,326 5,869
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -10,317)
-924 -1,997 -523 -10,212 -7,529 -11,659 -10,049 1,342 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 10.3 2.8 85.4 80.0 90.3 93.2 9.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 2 28 32 30 37
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,529
COMMITMENTS
13,702 372 4,981 72,609 77,499 91,292 82,852 9,237 17,677
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -6,981)
2,222 -360 -1,382 -6,770 -5,087 -5,930 -6,829 -1,051 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.4 5.0 72.2 77.1 90.8 82.4 9.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 18 25 20 28
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,151
COMMITMENTS
4,638 7,062 1,078 26,765 25,875 32,481 34,015 6,670 5,136
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -3,581)
-556 0 0 -2,231 -2,749 -2,787 -2,749 -794 -832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 18.0 2.8 68.4 66.1 83.0 86.9 17.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 14 14 17 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,415
COMMITMENTS
1,127 4,770 21,812 57,022 54,227 79,961 80,809 5,454 4,606
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -4,085)
-897 -542 151 -2,869 -3,544 -3,615 -3,935 -470 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.6 25.5 66.8 63.5 93.6 94.6 6.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 14 15 18 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,655
COMMITMENTS
0 0 0 47,094 46,533 47,094 46,533 7,561 8,122
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -2,663)
0 -469 0 -2,460 -10 -2,460 -479 -203 -2,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.2 85.1 86.2 85.1 13.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 20 22 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,684
COMMITMENTS
2,903 5,474 7,666 67,284 62,290 77,853 75,430 8,831 11,254
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -6,285)
-465 -683 95 -7,330 -5,153 -7,700 -5,741 1,415 -544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 6.3 8.8 77.6 71.9 89.8 87.0 10.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 5 28 29 34 35
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,137,449
COMMITMENTS
111,479 30,312 985,646 1035664 1117447 2132788 2133404 4,660 4,044
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -5,086)
3,886 -39,508 24,496 -33,169 9,969 -4,787 -5,043 -299 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.4 46.1 48.5 52.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
47 22 63 55 53 122 118
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,586
COMMITMENTS
7,511 20,336 19,360 68,639 60,593 95,510 100,289 17,076 12,297
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -5,143)
1,106 2,855 -2,896 -2,487 -6,947 -4,277 -6,988 -866 1,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 18.1 17.2 61.0 53.8 84.8 89.1 15.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 5 6 26 24 32 30
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,676
COMMITMENTS
12,525 496 10,765 92,537 94,915 115,827 106,176 7,849 17,500
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -4,268)
-5,865 496 3,057 -3,854 -11,173 -6,662 -7,620 2,394 3,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.4 8.7 74.8 76.7 93.7 85.9 6.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 4 20 19 24 24
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 223,592
COMMITMENTS
12,913 8,741 4,930 192,992 201,352 210,835 215,023 12,757 8,569
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -12,891)
686 -1,747 -118 -12,518 -9,431 -11,950 -11,296 -941 -1,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 3.9 2.2 86.3 90.1 94.3 96.2 5.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 4 41 35 47 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 194,207
COMMITMENTS
3,201 14,159 9,144 170,859 163,496 183,204 186,799 11,003 7,408
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -8,251)
787 -3,098 -794 -8,836 -8,237 -8,843 -12,129 592 3,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 7.3 4.7 88.0 84.2 94.3 96.2 5.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 6 36 32 42 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 244,449
COMMITMENTS
2,114 10,777 13,949 214,983 208,931 231,046 233,657 13,403 10,792
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -13,797)
-655 3,297 -3,889 -8,472 -14,125 -13,016 -14,717 -781 920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.4 5.7 87.9 85.5 94.5 95.6 5.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 4 6 41 44 47 50
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 197,460
COMMITMENTS
15,569 8,625 25,259 151,019 155,573 191,847 189,457 5,613 8,003
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -5,571)
-3,687 1,859 65 -1,922 -8,370 -5,544 -6,446 -27 875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 4.4 12.8 76.5 78.8 97.2 95.9 2.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 3 7 33 32 42 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,361
COMMITMENTS
248 549 341 39,817 37,107 40,406 37,997 6,955 9,364
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -272)
0 118 0 416 228 416 346 -688 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.2 0.7 84.1 78.3 85.3 80.2 14.7 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 15 15 17 16
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,541,472
COMMITMENTS
1043464 203,857 1153686 1318708 2168187 3515858 3525730 25,614 15,742
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -178,613)
-48,318 -57,229 -40,823 -83,839 -69,688 -172,980 -167,740 -5,633 -10,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 5.8 32.6 37.2 61.2 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
29 22 46 104 98 155 147
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,165,349
COMMITMENTS
140,390 353,609 310,419 709,586 499,083 1160395 1163111 4,954 2,238
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -121,930)
-48,110 -14,428 -30,568 -44,006 -69,498 -122,684 -114,494 754 -7,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 30.3 26.6 60.9 42.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 25 35 38 38 79 78
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,803
COMMITMENTS
25 0 50 2,678 2,703 2,753 2,753 50 50
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -60)
-250 -150 -150 290 290 -110 -10 50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 1.8 95.5 96.4 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 16 12 18 13
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 101,403
COMMITMENTS
3,480 484 13,401 83,762 87,419 100,643 101,303 760 100
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -7,230)
-1,361 -102 -1,105 -4,857 -5,601 -7,322 -6,807 92 -423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.5 13.2 82.6 86.2 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 6 7 32 30 42 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,581
COMMITMENTS
2,750 16 592 28,003 30,916 31,345 31,525 1,237 1,057
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -2,625)
286 -90 -221 -2,538 -2,570 -2,472 -2,881 -153 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 1.8 85.9 94.9 96.2 96.8 3.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 21 20 23 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,368
COMMITMENTS
0 80 0 12,124 11,976 12,124 12,056 1,244 1,312
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -158)
0 -40 0 -272 -60 -272 -100 114 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 90.7 89.6 90.7 90.2 9.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 15 17 16
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,536
COMMITMENTS
0 900 780 29,891 30,107 30,671 31,787 1,865 749
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -2,856)
0 260 -1,460 -751 -1,177 -2,211 -2,377 -645 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 2.4 91.9 92.5 94.3 97.7 5.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 24 21 26 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,794
COMMITMENTS
0 40 120 30,472 29,694 30,592 29,854 202 940
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,720)
0 -20 -60 -1,682 -1,358 -1,742 -1,438 22 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.4 99.0 96.4 99.3 96.9 0.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 22 18 23 19
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,793
COMMITMENTS
0 683 439 9,047 9,153 9,486 10,275 1,307 518
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,083)
0 -414 -199 -819 -711 -1,018 -1,325 -65 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 4.1 83.8 84.8 87.9 95.2 12.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 18 17 20 19
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 11,296
COMMITMENTS
80 0 0 11,028 10,576 11,108 10,576 188 720
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -638)
-40 0 0 -574 -616 -614 -616 -24 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 97.6 93.6 98.3 93.6 1.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 20 17 21 17
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,436
COMMITMENTS
0 0 0 11,378 10,992 11,378 10,992 58 444
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 1,698)
0 -25 0 1,690 1,688 1,690 1,663 8 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 96.1 99.5 96.1 0.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 21 20 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,198,306
COMMITMENTS
187,191 108,321 1421531 1541270 1593005 3149992 3122856 48,314 75,450
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -22,107)
-2,579 -9,083 21,343 -40,279 -43,917 -21,515 -31,657 -593 9,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 3.4 44.4 48.2 49.8 98.5 97.6 1.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
89 117 155 80 96 267 277
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 131,016
COMMITMENTS
10,926 14,178 37,829 80,171 74,948 128,926 126,955 2,090 4,061
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 12,140)
-150 1,291 4,573 7,808 3,981 12,231 9,844 -91 2,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 10.8 28.9 61.2 57.2 98.4 96.9 1.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 11 14 15 12 30 26
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 176,569
COMMITMENTS
26,938 11,437 10,939 101,524 98,626 139,401 121,002 37,168 55,567
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 3,057)
89 -3,772 73 -337 5,088 -175 1,389 3,232 1,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 6.5 6.2 57.5 55.9 78.9 68.5 21.1 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 7 20 20 27 27
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 423,612
COMMITMENTS
31,827 12,851 185,291 203,886 222,372 421,004 420,513 2,608 3,099
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -11,731)
-5,531 -2,204 -7,128 984 -2,234 -11,675 -11,565 -56 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 3.0 43.7 48.1 52.5 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 27 44 34 34 82 81
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 407,363
COMMITMENTS
16,385 8,804 84,672 295,037 298,951 396,094 392,427 11,269 14,936
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -8,573)
-925 540 -7,794 -676 -2,409 -9,394 -9,663 821 1,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.2 20.8 72.4 73.4 97.2 96.3 2.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 2 9 33 33 42 42
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,621
COMMITMENTS
60 2,257 825 46,736 44,539 47,621 47,621 0 0
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -551)
-20 1,332 -10 754 549 724 1,871 -1,275 -2,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.7 1.7 98.1 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 6 4 37 39 42 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 204,039
COMMITMENTS
21,361 33,638 41,341 130,641 120,344 193,343 195,323 10,696 8,716
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 7,884)
2,834 -1,671 4,792 1,094 3,469 8,720 6,590 -836 1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 16.5 20.3 64.0 59.0 94.8 95.7 5.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 21 29 22 21 53 53
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,530
COMMITMENTS
6,227 9,798 5,181 20,143 17,291 31,551 32,270 2,979 2,260
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 765)
-15 0 245 395 595 625 840 140 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 28.4 15.0 58.3 50.1 91.4 93.5 8.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 5 5 12 13 20 21
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,402
COMMITMENTS
0 6,560 720 48,541 40,796 49,261 48,076 9,141 10,326
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,886)
-971 -1,745 -1,116 272 2,014 -1,815 -847 -71 -1,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 1.2 83.1 69.9 84.3 82.3 15.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 19 18 21 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,370
COMMITMENTS
0 970 0 15,370 14,400 15,370 15,370 0 0
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -313)
0 -50 0 -163 -113 -163 -163 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 0.0 100.0 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 4 0 23 25 23 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,470
COMMITMENTS
8,789 3,299 0 2,665 9,365 11,454 12,664 2,016 806
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -716)
-580 -139 0 -288 -359 -868 -498 152 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.2 24.5 0.0 19.8 69.5 85.0 94.0 15.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
38 22 0 20 24 58 46
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,761
COMMITMENTS
8,299 1,502 26 4,838 12,827 13,163 14,355 2,598 1,406
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 327)
-141 246 -53 407 288 213 481 114 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.7 9.5 0.2 30.7 81.4 83.5 91.1 16.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
24 13 1 14 21 38 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 182,210
COMMITMENTS
47,108 10,937 28,723 91,545 130,265 167,375 169,924 14,834 12,285
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 438)
4,880 -851 644 -4,979 -239 546 -445 -107 884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 6.0 15.8 50.2 71.5 91.9 93.3 8.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
47 23 33 65 76 129 119
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,572
COMMITMENTS
250 150 0 6,122 6,222 6,372 6,372 200 200
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,314)
100 50 -100 -1,256 -1,168 -1,256 -1,218 -58 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.3 0.0 93.2 94.7 97.0 97.0 3.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 0 24 23 26 25
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,566
COMMITMENTS
1,280 378 289 15,035 16,824 16,604 17,491 962 75
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -907)
25 36 -136 -708 -477 -819 -577 -88 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.2 1.6 85.6 95.8 94.5 99.6 5.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 24 24 27 26
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,961
COMMITMENTS
60 335 0 4,365 4,441 4,425 4,776 536 185
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 637)
-30 -275 0 632 942 602 667 35 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.8 0.0 88.0 89.5 89.2 96.3 10.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 14 16 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,735
COMMITMENTS
0 50 50 5,635 5,585 5,685 5,685 50 50
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 600)
0 0 -50 675 675 625 625 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.9 98.3 97.4 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 19 23 20 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,860
COMMITMENTS
361 159 0 12,705 13,610 13,066 13,769 794 91
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 986)
-64 0 0 978 1,000 914 1,000 72 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.1 0.0 91.7 98.2 94.3 99.3 5.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 0 20 20 21 22
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,943
COMMITMENTS
8 0 258 6,610 6,685 6,876 6,943 67 0
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 811)
-37 -375 46 863 1,210 872 881 -61 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 3.7 95.2 96.3 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 23 20 24 21
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,056
COMMITMENTS
5,326 11,946 902 29,047 21,066 35,275 33,914 1,781 3,142
CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 1,591)
412 -450 -418 3,295 2,533 3,289 1,665 -1,698 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 32.2 2.4 78.4 56.8 95.2 91.5 4.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 3 4 21 26 27 32
Updated November 7, 2008