GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,790
COMMITMENTS
75 0 0 26,650 26,725 26,725 26,725 65 65
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 4,342)
0 0 0 4,392 4,392 4,392 4,392 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.5 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 0 0 40 35 41 35
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,315
COMMITMENTS
100 770 285 15,780 15,220 16,165 16,275 150 40
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 1,846)
0 0 150 1,681 1,671 1,831 1,821 15 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.7 1.7 96.7 93.3 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 3 28 34 32 38
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,655
COMMITMENTS
144 177 137 8,043 8,462 8,324 8,776 1,331 879
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 1,067)
4 28 -8 640 1,035 636 1,055 431 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.8 1.4 83.3 87.6 86.2 90.9 13.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 4 30 36 34 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,498
COMMITMENTS
90 185 130 6,461 6,481 6,681 6,796 817 702
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 637)
0 55 60 563 561 623 676 14 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.5 1.7 86.2 86.4 89.1 90.6 10.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 4 4 39 37 44 42
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,112
COMMITMENTS
0 169 0 3,110 3,031 3,110 3,200 1,002 912
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 0.0 75.6 73.7 75.6 77.8 24.4 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 18 16 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 275,685
COMMITMENTS
23,027 15,251 64,124 157,935 169,918 245,087 249,293 30,598 26,392
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 8,455)
-982 2,048 -574 10,633 6,899 9,077 8,372 -622 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 5.5 23.3 57.3 61.6 88.9 90.4 11.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
28 22 43 72 74 123 123
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,698
COMMITMENTS
2,766 3,942 6,923 4,237 3,345 13,925 14,210 773 488
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 379)
429 60 18 -93 257 354 336 25 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 26.8 47.1 28.8 22.8 94.7 96.7 5.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 3 11 13 13 24 24
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,127
COMMITMENTS
61 1,913 250 13,261 11,409 13,572 13,572 555 555
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 885)
0 175 0 645 470 645 645 240 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 13.5 1.8 93.9 80.8 96.1 96.1 3.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 6 3 35 40 39 47
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,120
COMMITMENTS
0 50 0 9,695 9,945 9,695 9,995 425 125
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 1,300)
0 0 0 1,900 1,200 1,900 1,200 -600 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 95.8 98.3 95.8 98.8 4.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 22 28 22 29
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,076,607
COMMITMENTS
98,814 242,609 444,657 452,549 349,048 996,020 1036315 80,587 40,292
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -6,714)
-5,940 -6,003 121 -745 -245 -6,564 -6,127 -150 -586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 22.5 41.3 42.0 32.4 92.5 96.3 7.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
66 65 90 76 65 197 171
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 36,406
COMMITMENTS
15,596 20,491 5,736 14,876 9,920 36,208 36,146 198 260
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 1,733)
958 520 451 320 768 1,728 1,738 5 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 56.3 15.8 40.9 27.2 99.5 99.3 0.5 0.7
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 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,212
COMMITMENTS
511 2,611 3,549 84,547 80,248 88,607 86,408 6,605 8,804
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 4,009)
450 197 46 3,513 3,462 4,009 3,705 0 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.7 3.7 88.8 84.3 93.1 90.8 6.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 25 23 27 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,365
COMMITMENTS
2,541 8,734 4,064 42,470 33,002 49,075 45,800 6,290 9,565
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -290)
0 357 -543 929 146 386 -40 -676 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 15.8 7.3 76.7 59.6 88.6 82.7 11.4 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 3 18 15 21 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,778
COMMITMENTS
2,190 1,192 428 82,064 80,694 84,682 82,314 5,096 7,464
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -232)
0 366 -62 1,384 715 1,322 1,019 -1,554 -1,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.3 0.5 91.4 89.9 94.3 91.7 5.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 1 29 29 31 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,494
COMMITMENTS
0 0 0 71,243 62,988 71,243 62,988 12,251 20,506
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -428)
0 0 0 -863 -360 -863 -360 435 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.3 75.4 85.3 75.4 14.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 18 17 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,972
COMMITMENTS
8,622 2,254 3,818 56,430 59,701 68,870 65,773 8,102 11,199
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 2,015)
-590 -1,667 866 1,189 1,898 1,465 1,097 550 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 2.9 5.0 73.3 77.6 89.5 85.5 10.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 22 22 25 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,928
COMMITMENTS
2,434 7,698 2,608 76,582 73,448 81,624 83,754 8,304 6,174
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 3,134)
-494 -1,015 444 2,709 3,821 2,659 3,250 475 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 8.6 2.9 85.2 81.7 90.8 93.1 9.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 2 29 32 31 37
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 104,709
COMMITMENTS
13,052 372 4,899 77,474 80,495 95,425 85,766 9,284 18,943
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 3,520)
-1,961 0 41 5,486 2,641 3,566 2,682 -46 838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.4 4.7 74.0 76.9 91.1 81.9 8.9 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 20 26 22 29
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,423
COMMITMENTS
4,582 7,062 1,201 26,765 25,875 32,548 34,138 6,875 5,285
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 61)
-236 0 123 0 0 -113 123 174 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 17.9 3.0 67.9 65.6 82.6 86.6 17.4 13.4
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 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,430
COMMITMENTS
832 7,867 20,626 56,826 48,812 78,284 77,305 6,146 7,125
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -192)
-211 521 35 -124 -1,176 -300 -620 108 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 9.3 24.4 67.3 57.8 92.7 91.6 7.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 3 13 14 17 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,573
COMMITMENTS
0 0 0 50,310 50,017 50,310 50,017 8,263 8,556
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 3,496)
0 0 0 3,036 2,894 3,036 2,894 460 602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.9 85.4 85.9 85.4 14.1 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 20 23 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,715
COMMITMENTS
1,931 5,572 7,923 72,178 66,899 82,032 80,394 9,683 11,321
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 4,357)
650 863 -279 4,200 4,038 4,571 4,622 -214 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.1 8.6 78.7 72.9 89.4 87.7 10.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 5 5 27 28 33 34
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,269,841
COMMITMENTS
117,495 71,039 1030331 1116979 1164425 2264805 2265795 5,036 4,046
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 74,570)
8,319 10,858 29,982 36,201 33,826 74,503 74,667 67 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 3.1 45.4 49.2 51.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
42 25 63 59 57 125 121
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 118,686
COMMITMENTS
8,358 19,470 21,231 71,732 65,677 101,321 106,378 17,365 12,308
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 2,138)
1,113 -1,030 140 1,064 2,843 2,317 1,953 -179 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 16.4 17.9 60.4 55.3 85.4 89.6 14.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 6 27 24 33 30
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 129,752
COMMITMENTS
13,692 2,433 11,052 96,231 101,972 120,975 115,457 8,777 14,295
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 4,288)
2,086 1,800 -1,051 2,213 4,180 3,248 4,929 1,040 -641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 1.9 8.5 74.2 78.6 93.2 89.0 6.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 4 20 22 26 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 105,724
COMMITMENTS
4,900 0 0 100,824 104,682 105,724 104,682 0 1,042
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 95.4 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 10 16 12 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 226,610
COMMITMENTS
11,995 9,550 5,105 195,786 202,984 212,886 217,639 13,724 8,971
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 3,639)
-372 751 213 3,090 2,277 2,931 3,241 708 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.2 2.3 86.4 89.6 93.9 96.0 6.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 4 3 42 35 47 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 196,438
COMMITMENTS
1,144 14,790 9,021 174,549 165,026 184,714 188,837 11,724 7,601
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 1,102)
-1,689 871 -187 2,870 225 994 909 108 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 7.5 4.6 88.9 84.0 94.0 96.1 6.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 5 37 33 42 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 257,576
COMMITMENTS
2,300 11,264 13,658 227,366 221,091 243,324 246,013 14,252 11,563
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 7,534)
1,135 2,027 -345 6,391 6,959 7,181 8,641 353 -1,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.4 5.3 88.3 85.8 94.5 95.5 5.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 4 6 42 46 48 52
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 211,362
COMMITMENTS
7,863 15,061 22,086 175,718 167,264 205,667 204,411 5,695 6,951
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 2,976)
471 248 261 2,162 3,939 2,894 4,448 82 -1,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 7.1 10.4 83.1 79.1 97.3 96.7 2.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 3 6 36 34 44 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,651
COMMITMENTS
248 1,169 341 41,517 39,080 42,106 40,590 7,545 9,061
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 1,766)
0 0 0 1,487 2,132 1,487 2,132 279 -366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.4 0.7 83.6 78.7 84.8 81.8 15.2 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 16 19 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,584,357
COMMITMENTS
1011759 192,548 1155981 1390608 2215874 3558348 3564403 26,009 19,954
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 16,085)
-29,466 -20,198 9,794 31,357 22,624 11,685 12,220 4,400 3,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 5.4 32.3 38.8 61.8 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
34 22 51 106 99 163 153
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,284,887
COMMITMENTS
206,930 391,519 326,550 747,980 550,984 1281460 1269053 3,427 15,834
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 81,742)
46,220 22,530 6,340 30,111 39,833 82,671 68,703 -929 13,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 30.5 25.4 58.2 42.9 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
21 29 41 40 39 86 84
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,008
COMMITMENTS
300 0 0 3,658 3,958 3,958 3,958 50 50
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 705)
25 -100 0 680 805 705 705 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 0.0 91.3 98.8 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 15 15 17 15
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 104,588
COMMITMENTS
3,952 338 13,386 86,024 90,678 103,362 104,402 1,226 186
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 3,056)
439 -122 151 2,050 2,954 2,640 2,983 416 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.3 12.8 82.3 86.7 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 4 7 31 30 41 38
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,601
COMMITMENTS
38 44 0 9,924 10,241 9,962 10,285 639 316
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 189)
0 0 0 189 189 189 189 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.4 0.0 93.6 96.6 94.0 97.0 6.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 11 15 12
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,568
COMMITMENTS
2,735 72 625 31,014 34,311 34,374 35,008 1,194 560
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 1,131)
-9 50 15 1,118 1,039 1,124 1,104 7 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.2 1.8 87.2 96.5 96.6 98.4 3.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 21 21 23 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,728
COMMITMENTS
0 80 0 12,484 12,336 12,484 12,416 1,244 1,312
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 340)
0 0 0 340 340 340 340 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 90.9 89.9 90.9 90.4 9.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 15 17 16
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 33,646
COMMITMENTS
0 900 780 30,237 31,251 31,017 32,931 2,629 715
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 564)
0 0 0 -188 598 -188 598 752 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 2.3 89.9 92.9 92.2 97.9 7.8 2.1
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 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,020
COMMITMENTS
0 40 60 30,698 29,980 30,758 30,080 262 940
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 332)
0 0 0 272 332 272 332 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.2 99.0 96.6 99.2 97.0 0.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 21 19 22 20
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,471
COMMITMENTS
0 763 413 9,423 9,657 9,836 10,833 1,635 638
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 169)
0 42 -20 50 -92 29 -71 140 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 3.6 82.1 84.2 85.7 94.4 14.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 17 17 19 19
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| 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: 11,292
COMMITMENTS
80 0 0 10,904 10,572 10,984 10,572 308 720
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -152)
0 0 0 -272 -152 -272 -152 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 96.6 93.6 97.3 93.6 2.7 6.4
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 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,244
COMMITMENTS
0 0 0 13,191 12,840 13,191 12,840 53 404
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 155)
0 0 0 190 150 190 150 -35 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 96.9 99.6 96.9 0.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 20 21 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,810,519
COMMITMENTS
195,654 100,746 1160881 1386915 1469477 2743451 2731105 67,068 79,414
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -519,176)
-3,771 -18,131 -304,164 -220,402 -215,324 -528,337 -537,619 9,160 18,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 3.6 41.3 49.3 52.3 97.6 97.2 2.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
98 80 134 77 90 242 246
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 147,518
COMMITMENTS
12,110 17,481 43,360 89,961 84,024 145,431 144,866 2,088 2,653
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 10,205)
1,321 1,420 3,283 5,583 6,730 10,186 11,433 18 -1,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 11.9 29.4 61.0 57.0 98.6 98.2 1.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 12 15 15 12 31 27
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 186,484
COMMITMENTS
25,813 12,433 11,811 103,073 108,518 140,697 132,762 45,787 53,722
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 7,560)
-100 191 102 6,093 7,071 6,095 7,364 1,465 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 6.7 6.3 55.3 58.2 75.4 71.2 24.6 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 4 6 20 20 26 28
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 273,204
COMMITMENTS
22,502 15,811 118,919 128,592 136,091 270,014 270,821 3,190 2,383
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -183,332)
-13,775 -889 -78,972 -90,416 -101,646 -183,163 -181,507 -169 -1,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.8 43.5 47.1 49.8 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
23 22 35 27 27 65 69
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 454,803
COMMITMENTS
21,651 10,879 92,911 328,340 334,841 442,903 438,631 11,900 16,172
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 23,353)
2,618 1,004 3,669 16,200 17,674 22,488 22,347 865 1,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 2.4 20.4 72.2 73.6 97.4 96.4 2.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 3 10 34 33 44 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,886
COMMITMENTS
140 2,782 1,250 50,666 48,024 52,056 52,056 830 830
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 4,501)
55 -100 250 3,896 3,976 4,201 4,126 300 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.3 2.4 95.8 90.8 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 4 4 38 37 44 43
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 194,211
COMMITMENTS
24,819 38,816 31,708 126,864 115,739 183,391 186,263 10,820 7,948
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -9,388)
3,291 4,164 -7,627 -5,605 -4,944 -9,941 -8,407 553 -981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 20.0 16.3 65.3 59.6 94.4 95.9 5.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 18 25 22 21 49 50
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,831
COMMITMENTS
0 7,590 620 52,459 44,085 53,079 52,295 9,752 10,536
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 1,104)
0 880 0 364 299 364 1,179 740 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.1 1.0 83.5 70.2 84.5 83.2 15.5 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 21 19 23 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,887
COMMITMENTS
0 670 0 17,887 17,217 17,887 17,887 0 0
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 1,740)
0 0 0 1,740 1,740 1,740 1,740 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 100.0 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 0 24 28 24 31
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,355
COMMITMENTS
8,889 2,893 7 2,605 9,564 11,501 12,464 1,854 891
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 77)
156 -87 2 -118 109 40 24 37 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.6 21.7 0.1 19.5 71.6 86.1 93.3 13.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
41 16 2 21 20 62 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 16,731
COMMITMENTS
9,339 1,252 56 4,965 13,755 14,360 15,063 2,371 1,668
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 676)
253 -85 0 247 696 500 611 176 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.8 7.5 0.3 29.7 82.2 85.8 90.0 14.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
33 11 2 14 23 48 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 207,372
COMMITMENTS
48,574 8,049 34,130 107,765 149,783 190,469 191,963 16,903 15,408
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 17,914)
3,446 -1,377 397 12,450 17,501 16,293 16,521 1,621 1,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 3.9 16.5 52.0 72.2 91.8 92.6 8.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
40 27 41 73 82 140 129
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,507
COMMITMENTS
300 300 0 7,007 7,007 7,307 7,307 200 200
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 100)
50 50 0 50 50 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.0 0.0 93.3 93.3 97.3 97.3 2.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 0 26 23 29 25
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,411
COMMITMENTS
1,280 303 290 15,924 17,818 17,494 18,411 917 0
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 389)
0 -75 0 464 539 464 464 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.6 1.6 86.5 96.8 95.0 100.0 5.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 2 26 25 29 27
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,533
COMMITMENTS
40 335 0 5,957 5,983 5,997 6,318 536 215
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 1,262)
0 0 0 1,262 1,262 1,262 1,262 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.1 0.0 91.2 91.6 91.8 96.7 8.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 15 16 16 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,250
COMMITMENTS
0 50 50 6,150 6,100 6,200 6,200 50 50
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.8 98.4 97.6 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 19 25 20 26
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,394
COMMITMENTS
389 159 0 16,139 17,112 16,528 17,271 866 123
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 1,244)
-32 0 0 1,258 1,241 1,226 1,241 18 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.9 0.0 92.8 98.4 95.0 99.3 5.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 0 21 24 22 26
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,438
COMMITMENTS
0 46 131 8,231 8,243 8,362 8,420 76 18
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 187)
-8 46 -46 241 187 187 187 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 1.6 97.5 97.7 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 23 17 24 18
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,343
COMMITMENTS
4,456 13,026 1,067 29,929 21,312 35,452 35,405 2,891 2,938
CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 1,268)
609 1,080 30 -522 486 117 1,596 1,151 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 34.0 2.8 78.1 55.6 92.5 92.3 7.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 3 4 22 26 28 32
Updated Novenber 21, 2008