GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,349
COMMITMENTS
75 0 0 31,931 32,126 32,006 32,126 343 223
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 4,519)
0 0 0 4,386 4,506 4,386 4,506 133 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 98.7 99.3 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 0 0 37 33 38 33
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,527
COMMITMENTS
600 595 280 17,385 17,533 18,265 18,408 262 119
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 1,877)
-100 0 0 1,902 1,802 1,802 1,802 75 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.2 1.5 93.8 94.6 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 3 30 34 34 38
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,887
COMMITMENTS
0 233 53 9,455 9,887 9,508 10,173 1,379 714
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 999)
-167 -16 -9 1,083 1,130 907 1,105 92 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.5 86.8 90.8 87.3 93.4 12.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 3 3 34 40 37 43
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,173
COMMITMENTS
30 65 5 7,382 7,419 7,417 7,489 756 684
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 518)
-15 0 0 557 569 542 569 -24 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.1 90.3 90.8 90.8 91.6 9.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 2 1 40 42 42 44
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,652
COMMITMENTS
0 259 0 3,738 3,723 3,738 3,982 914 670
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 466)
0 40 0 401 498 401 538 65 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.0 80.4 80.0 80.4 85.6 19.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 22 19 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 254,380
COMMITMENTS
19,981 14,537 50,517 149,260 160,207 219,758 225,261 34,622 29,119
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 4,932)
-3,400 -1,091 1,935 6,089 3,769 4,625 4,614 307 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.7 19.9 58.7 63.0 86.4 88.6 13.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
23 24 39 68 72 116 117
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,665
COMMITMENTS
1,938 1,177 4,765 2,365 2,988 9,067 8,929 598 736
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 260)
105 -13 91 28 151 224 229 36 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 12.2 49.3 24.5 30.9 93.8 92.4 6.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 3 9 11 11 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,946
COMMITMENTS
153 1,038 580 13,073 12,188 13,806 13,806 140 140
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 2,340)
50 0 200 2,090 2,140 2,340 2,340 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.4 4.2 93.7 87.4 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 4 1 33 41 35 46
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,756
COMMITMENTS
0 25 0 10,151 10,606 10,151 10,631 605 125
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 975)
0 0 0 975 975 975 975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 94.4 98.6 94.4 98.8 5.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 22 25 22 26
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,032,094
COMMITMENTS
122,222 220,580 418,030 409,374 351,638 949,626 990,247 82,468 41,847
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 4,951)
17,152 -3,429 -8,012 -6,604 12,797 2,536 1,355 2,415 3,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 21.4 40.5 39.7 34.1 92.0 95.9 8.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
71 57 83 76 67 194 165
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 41,649
COMMITMENTS
19,105 23,146 6,087 16,200 12,085 41,392 41,319 256 330
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 3,679)
2,082 1,112 663 863 1,867 3,608 3,643 72 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 55.6 14.6 38.9 29.0 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 12 12 8 10 22 28
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,903
COMMITMENTS
0 4,057 2,875 87,732 80,495 90,607 87,427 6,296 9,476
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 1,767)
0 771 -226 2,243 -1,254 2,017 -709 -250 2,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 3.0 90.5 83.1 93.5 90.2 6.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 25 25 27 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,875
COMMITMENTS
2,624 2,988 3,852 39,875 29,781 46,351 36,621 7,524 17,254
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 3,028)
0 -2,153 469 2,748 3,499 3,217 1,815 -189 1,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.5 7.1 74.0 55.3 86.0 68.0 14.0 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 16 13 18 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,020
COMMITMENTS
1,709 959 630 76,255 73,135 78,594 74,724 6,426 10,296
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 2,941)
-202 12 202 2,658 2,066 2,658 2,280 283 661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.1 0.7 89.7 86.0 92.4 87.9 7.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 1 27 25 29 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,492
COMMITMENTS
0 0 0 78,908 73,469 78,908 73,469 13,584 19,023
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 4,927)
0 0 0 5,743 10,285 5,743 10,285 -816 -5,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.3 79.4 85.3 79.4 14.7 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 21 21 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,194
COMMITMENTS
5,580 1,911 3,548 57,687 57,035 66,815 62,494 6,379 10,700
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -898)
-1,151 286 -43 -260 -83 -1,454 160 556 -1,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.6 4.8 78.8 77.9 91.3 85.4 8.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 24 24 26 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,257
COMMITMENTS
3,082 6,141 4,662 70,883 69,578 78,627 80,381 8,630 6,876
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 4,116)
400 -476 1,208 2,586 4,758 4,194 5,490 -78 -1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 7.0 5.3 81.2 79.7 90.1 92.1 9.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 5 3 24 27 28 33
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 104,819
COMMITMENTS
18,805 534 4,615 71,590 82,210 95,010 87,359 9,809 17,460
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 5,859)
1,283 534 353 3,038 4,122 4,674 5,009 1,185 850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 0.5 4.4 68.3 78.4 90.6 83.3 9.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 20 26 23 29
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,630
COMMITMENTS
4,932 7,062 924 27,484 23,362 33,340 31,348 4,290 6,282
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 805)
1,964 0 -1,256 -149 539 559 -717 246 1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 18.8 2.5 73.0 62.1 88.6 83.3 11.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 15 14 18 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,505
COMMITMENTS
630 9,450 17,269 57,021 47,554 74,920 74,273 5,585 6,232
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -847)
0 1,143 -1,913 1,004 -199 -909 -969 62 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 11.7 21.5 70.8 59.1 93.1 92.3 6.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 13 13 17 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,403
COMMITMENTS
0 0 0 47,766 46,771 47,766 46,771 7,637 8,632
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 531)
0 0 0 413 655 413 655 118 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.2 84.4 86.2 84.4 13.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 20 22 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,613
COMMITMENTS
2,514 4,296 6,447 68,550 64,903 77,511 75,646 10,102 11,967
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 2,046)
654 915 -64 1,226 1,503 1,816 2,354 230 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.9 7.4 78.2 74.1 88.5 86.3 11.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 4 24 25 29 30
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,220,522
COMMITMENTS
92,702 91,417 979,946 1142713 1145487 2215361 2216850 5,162 3,672
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 140,074)
-8,431 17,442 60,592 87,665 62,170 139,826 140,204 248 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.1 44.1 51.5 51.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
38 28 63 59 57 124 122
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 120,053
COMMITMENTS
7,250 21,963 18,010 75,751 64,700 101,011 104,673 19,042 15,380
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 2,979)
-1,194 2,590 -1,689 4,438 135 1,555 1,036 1,424 1,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 18.3 15.0 63.1 53.9 84.1 87.2 15.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 5 23 22 28 28
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,877
COMMITMENTS
10,564 1,894 10,686 93,663 97,600 114,913 110,180 8,964 13,697
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 158)
-3,326 856 -12 1,794 1,513 -1,544 2,357 1,702 -2,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 1.5 8.6 75.6 78.8 92.8 88.9 7.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 5 20 21 25 26
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 223,328
COMMITMENTS
10,231 11,577 5,632 191,895 196,336 207,758 213,545 15,570 9,783
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 6,438)
-752 3,967 -14 7,785 1,997 7,019 5,950 -581 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.2 2.5 85.9 87.9 93.0 95.6 7.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 4 40 32 46 37
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 181,620
COMMITMENTS
0 9,809 5,049 160,914 156,028 165,963 170,886 15,657 10,734
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -618)
0 151 -393 408 -1,464 15 -1,706 -633 1,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 2.8 88.6 85.9 91.4 94.1 8.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 2 35 31 37 34
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 253,302
COMMITMENTS
452 7,925 14,780 219,810 219,184 235,042 241,889 18,260 11,413
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 3,282)
-792 1,998 -229 3,319 1,692 2,298 3,461 984 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.1 5.8 86.8 86.5 92.8 95.5 7.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 4 5 41 43 46 48
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 215,377
COMMITMENTS
4,204 22,579 17,961 183,685 167,126 205,850 207,666 9,527 7,711
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 2,380)
0 -761 -650 1,640 2,750 990 1,339 1,390 1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 10.5 8.3 85.3 77.6 95.6 96.4 4.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 5 5 34 32 40 38
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,582
COMMITMENTS
0 1,504 0 41,169 38,456 41,169 39,960 7,413 8,622
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 1,655)
0 0 0 1,260 1,289 1,260 1,289 395 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 84.7 79.2 84.7 82.3 15.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 16 17 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,509,396
COMMITMENTS
878,919 169,891 1186489 1417621 2134739 3483029 3491119 26,367 18,277
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 50,620)
-31,792 11,523 17,001 68,565 23,543 53,774 52,067 -3,154 -1,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 4.8 33.8 40.4 60.8 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
29 24 47 103 94 154 145
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,231,652
COMMITMENTS
207,306 357,028 325,325 693,359 545,710 1225990 1228063 5,662 3,589
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 44,023)
4,409 -22,681 32,020 7,620 33,948 44,049 43,287 -26 736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 29.0 26.4 56.3 44.3 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 27 39 37 34 79 80
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,289
COMMITMENTS
350 0 250 3,589 3,939 4,189 4,189 100 100
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 856)
0 0 50 806 806 856 856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 5.8 83.7 91.8 97.7 97.7 2.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 13 18 14 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 99,764
COMMITMENTS
3,282 441 11,153 83,774 87,717 98,210 99,312 1,554 452
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 2,108)
484 12 14 1,600 2,073 2,097 2,099 11 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.4 11.2 84.0 87.9 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 3 7 30 29 39 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,203
COMMITMENTS
0 0 0 10,075 9,883 10,075 9,883 128 320
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 46)
0 0 0 46 46 46 46 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 96.9 98.7 96.9 1.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 13 13 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,390
COMMITMENTS
2,692 0 599 31,899 35,095 35,190 35,694 1,200 696
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 1,906)
-0 0 29 1,795 1,677 1,823 1,706 83 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 1.6 87.7 96.4 96.7 98.1 3.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 22 20 24 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,618
COMMITMENTS
0 0 0 12,470 12,404 12,470 12,404 1,148 1,214
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 292)
0 -40 0 348 416 348 376 -56 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.6 91.1 91.6 91.1 8.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 16 17 16
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 33,820
COMMITMENTS
40 720 720 30,163 31,711 30,923 33,151 2,897 669
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 250)
0 0 0 130 250 130 250 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.1 2.1 89.2 93.8 91.4 98.0 8.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 24 21 26 22
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,302
COMMITMENTS
100 0 20 28,970 28,380 29,090 28,400 212 902
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -22)
20 0 0 -54 -22 -34 -22 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.1 98.9 96.9 99.3 96.9 0.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 19 23 20
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,776
COMMITMENTS
2 522 76 8,135 8,512 8,213 9,110 1,563 666
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 39)
2 13 25 58 1 85 39 -46 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.8 83.2 87.1 84.0 93.2 16.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 17 17 19 19
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,524
COMMITMENTS
40 0 0 10,180 9,660 10,220 9,660 304 864
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 96)
0 0 0 76 -90 76 -90 20 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 96.7 91.8 97.1 91.8 2.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 22 19 23 19
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,069
COMMITMENTS
0 0 0 15,995 15,495 15,995 15,495 74 574
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 1,425)
0 0 0 1,371 1,255 1,371 1,255 54 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 96.4 99.5 96.4 0.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 21 23 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,143,439
COMMITMENTS
222,374 98,917 1317329 1513613 1641095 3053316 3057342 90,122 86,097
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 129,506)
21,004 428 61,421 32,382 61,803 114,806 123,652 14,701 5,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 3.1 41.9 48.2 52.2 97.1 97.3 2.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
102 86 140 79 90 253 252
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 148,789
COMMITMENTS
5,489 16,023 48,556 93,075 81,535 147,120 146,113 1,669 2,676
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 15,342)
-369 458 11,610 3,993 4,480 15,233 16,548 109 -1,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 10.8 32.6 62.6 54.8 98.9 98.2 1.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 8 10 11 10 21 21
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 175,878
COMMITMENTS
22,168 11,698 13,466 100,660 109,492 136,294 134,656 39,584 41,222
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 1,712)
-1,226 1,045 396 1,926 -1,538 1,096 -97 616 1,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 6.7 7.7 57.2 62.3 77.5 76.6 22.5 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 5 22 23 28 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 303,057
COMMITMENTS
21,373 18,219 131,161 147,418 151,347 299,952 300,727 3,105 2,330
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 8,939)
-610 1,610 658 9,273 6,806 9,320 9,074 -382 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.0 43.3 48.6 49.9 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
28 20 38 29 29 70 74
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 490,773
COMMITMENTS
21,884 10,573 92,971 365,380 372,521 480,235 476,065 10,538 14,708
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 30,493)
1,283 -58 4,328 24,357 25,607 29,967 29,876 526 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.2 18.9 74.4 75.9 97.9 97.0 2.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 3 10 34 34 44 44
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,593
COMMITMENTS
815 2,597 600 46,278 44,296 47,693 47,493 900 1,100
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 1,738)
50 0 -25 1,975 1,963 2,000 1,938 -262 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 5.3 1.2 95.2 91.2 98.1 97.7 1.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 3 3 40 41 45 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 169,194
COMMITMENTS
18,146 32,656 26,687 115,829 101,742 160,662 161,085 8,532 8,109
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -452)
-1,103 -506 643 237 -561 -223 -424 -229 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 19.3 15.8 68.5 60.1 95.0 95.2 5.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 17 21 21 20 44 43
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,742
COMMITMENTS
0 7,010 195 52,150 43,438 52,345 50,643 9,397 11,099
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -190)
0 -690 185 -440 840 -255 335 65 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.4 0.3 84.5 70.4 84.8 82.0 15.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 21 18 22 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,912
COMMITMENTS
0 495 65 19,847 19,352 19,912 19,912 0 0
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 140)
0 75 0 140 65 140 140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.3 99.7 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 1 25 30 26 34
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,819
COMMITMENTS
8,914 3,543 50 2,235 8,183 11,199 11,776 1,620 1,043
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -237)
-91 343 0 -108 -635 -199 -292 -38 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.5 27.6 0.4 17.4 63.8 87.4 91.9 12.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
37 23 2 20 16 58 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 16,054
COMMITMENTS
8,361 2,439 61 5,382 12,011 13,804 14,511 2,250 1,543
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -1,271)
-632 331 -80 -184 -1,450 -896 -1,199 -375 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 15.2 0.4 33.5 74.8 86.0 90.4 14.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
30 15 3 15 20 47 36
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 211,412
COMMITMENTS
57,130 5,788 33,339 105,769 159,880 196,238 199,008 15,173 12,404
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 17,074)
5,440 -507 3,567 7,323 14,633 16,330 17,693 744 -619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 2.7 15.8 50.0 75.6 92.8 94.1 7.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
39 25 32 73 88 129 130
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,690
COMMITMENTS
1,340 0 150 12,511 13,610 14,001 13,760 689 930
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 605)
-510 0 150 1,200 305 840 455 -235 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 1.0 85.2 92.6 95.3 93.7 4.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 15 19 16 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,702
COMMITMENTS
100 50 150 6,252 6,302 6,502 6,502 200 200
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 375)
0 0 0 375 375 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.7 2.2 93.3 94.0 97.0 97.0 3.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 27 23 30 25
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,219
COMMITMENTS
830 639 34 17,274 18,538 18,138 19,211 1,081 8
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 2,125)
-550 150 30 2,570 1,945 2,050 2,125 75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.3 0.2 89.9 96.5 94.4 100.0 5.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 1 28 25 30 28
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,293
COMMITMENTS
100 0 200 7,662 8,358 7,962 8,558 1,331 735
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 1,725)
0 0 0 1,925 1,775 1,925 1,775 -200 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 2.2 82.4 89.9 85.7 92.1 14.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 14 18 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,315
COMMITMENTS
50 300 0 6,265 5,890 6,315 6,190 0 125
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -25 -175 -25 -175 -25 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.8 0.0 99.2 93.3 100.0 98.0 0.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 21 20 22 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,346
COMMITMENTS
333 96 132 18,248 18,974 18,713 19,202 633 144
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 258)
-3 0 60 429 198 486 258 -228 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.5 0.7 94.3 98.1 96.7 99.3 3.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 22 21 24 23
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,444
COMMITMENTS
0 120 57 9,315 9,249 9,372 9,426 72 18
CHANGES FROM 12/02/08 (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 1.3 0.6 98.6 97.9 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 18 18 19 19
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,362
COMMITMENTS
3,440 12,801 1,664 31,971 23,027 37,075 37,492 3,287 2,870
CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 1,762)
-851 -300 246 2,121 1,756 1,516 1,702 246 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 31.7 4.1 79.2 57.1 91.9 92.9 8.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 3 4 23 28 29 34
Updated December 12, 2008