GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,689
COMMITMENTS
75 0 0 33,324 33,519 33,399 33,519 290 170
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 1,340)
0 0 0 1,393 1,393 1,393 1,393 -53 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 98.9 99.5 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 0 0 37 35 38 35
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,168
COMMITMENTS
725 120 355 22,901 23,643 23,981 24,118 187 50
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 5,641)
125 -475 75 5,516 6,110 5,716 5,710 -75 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.5 1.5 94.8 97.8 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 3 31 34 35 38
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,159
COMMITMENTS
1,429 0 303 4,553 5,942 6,285 6,245 874 914
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 0.0 4.2 63.6 83.0 87.8 87.2 12.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 18 18 19 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,739
COMMITMENTS
0 179 119 10,384 10,854 10,503 11,152 1,236 587
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 852)
0 -54 66 929 967 995 979 -143 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 1.0 88.5 92.5 89.5 95.0 10.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 3 2 34 43 36 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,565
COMMITMENTS
144 65 85 7,689 7,767 7,918 7,917 647 648
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 392)
114 0 80 307 348 501 428 -109 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.8 1.0 89.8 90.7 92.4 92.4 7.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 2 3 41 43 45 47
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,914
COMMITMENTS
0 259 0 3,993 3,965 3,993 4,224 921 690
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 262)
0 0 0 255 242 255 242 7 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.0 81.3 80.7 81.3 86.0 18.7 14.0
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 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 260,500
COMMITMENTS
22,436 13,507 49,269 151,052 167,200 222,756 229,976 37,744 30,524
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 6,121)
2,455 -1,030 -1,248 1,792 6,993 2,999 4,715 3,122 1,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 5.2 18.9 58.0 64.2 85.5 88.3 14.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
21 25 37 72 71 117 115
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,197
COMMITMENTS
1,970 1,220 5,011 2,589 3,203 9,570 9,434 626 762
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 532)
33 43 246 224 216 503 505 28 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 12.0 49.1 25.4 31.4 93.9 92.5 6.1 7.5
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 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,331
COMMITMENTS
103 1,088 630 14,558 13,423 15,291 15,141 40 190
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 1,385)
-50 50 50 1,485 1,235 1,485 1,335 -100 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.1 4.1 95.0 87.6 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 5 1 36 43 38 49
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,456
COMMITMENTS
75 25 0 9,776 10,306 9,851 10,331 605 125
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -300)
75 0 0 -375 -300 -300 -300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 0.0 93.5 98.6 94.2 98.8 5.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 22 25 23 26
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,028,137
COMMITMENTS
114,570 220,781 418,869 413,448 349,189 946,887 988,840 81,250 39,298
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -3,957)
-7,652 202 839 4,074 -2,449 -2,739 -1,408 -1,218 -2,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 21.5 40.7 40.2 34.0 92.1 96.2 7.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
67 66 91 74 64 197 171
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 39,487
COMMITMENTS
19,382 23,196 4,873 15,001 11,117 39,256 39,186 231 301
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -2,161)
277 50 -1,215 -1,198 -968 -2,136 -2,132 -25 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 58.7 12.3 38.0 28.2 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 11 12 8 11 22 29
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,139
COMMITMENTS
102 73 3,159 87,575 83,379 90,836 86,611 6,303 10,528
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 236)
102 -3,984 284 -157 2,884 229 -816 7 1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 3.3 90.2 85.8 93.5 89.2 6.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 25 26 27 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,589
COMMITMENTS
2,624 2,922 4,437 42,234 33,459 49,295 40,818 6,294 14,771
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 1,714)
0 -66 585 2,359 3,678 2,944 4,197 -1,230 -2,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.3 8.0 76.0 60.2 88.7 73.4 11.3 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 2 17 15 19 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,355
COMMITMENTS
2,125 822 516 76,232 73,935 78,873 75,273 6,482 10,082
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 335)
416 -137 -114 -23 800 279 549 56 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.0 0.6 89.3 86.6 92.4 88.2 7.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 27 25 30 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,248
COMMITMENTS
0 0 0 84,376 77,169 84,376 77,169 11,872 19,079
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 3,756)
0 0 0 5,468 3,700 5,468 3,700 -1,712 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.7 80.2 87.7 80.2 12.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 22 22 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,434
COMMITMENTS
680 3,983 6,856 31,719 28,905 39,255 39,744 2,179 1,690
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 9.6 16.5 76.6 69.8 94.7 95.9 5.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 3 13 13 16 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,932
COMMITMENTS
5,580 1,032 3,568 57,892 59,214 67,040 63,814 5,892 9,118
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -262)
0 -879 20 205 2,179 225 1,320 -487 -1,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.4 4.9 79.4 81.2 91.9 87.5 8.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 25 25 27 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,189
COMMITMENTS
1,595 6,291 5,148 74,119 71,835 80,862 83,274 8,327 5,915
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 1,932)
-1,487 150 486 3,236 2,257 2,235 2,893 -303 -961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 7.1 5.8 83.1 80.5 90.7 93.4 9.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 4 26 29 30 35
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,957
COMMITMENTS
18,917 0 3,996 71,194 80,101 94,107 84,097 9,850 19,860
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -862)
112 -534 -619 -396 -2,109 -903 -3,262 41 2,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 0.0 3.8 68.5 77.1 90.5 80.9 9.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 3 19 26 22 29
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,658
COMMITMENTS
4,657 7,062 1,106 27,605 23,208 33,368 31,376 4,290 6,282
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 28)
-275 0 182 121 -154 28 28 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 18.8 2.9 73.3 61.6 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 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,634
COMMITMENTS
630 10,959 17,091 58,131 47,430 75,852 75,480 5,782 6,154
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 1,129)
0 1,509 -178 1,110 -124 932 1,207 197 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 13.4 20.9 71.2 58.1 92.9 92.5 7.1 7.5
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 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,575
COMMITMENTS
0 0 0 50,090 48,453 50,090 48,453 7,485 9,122
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 2,172)
0 0 0 2,324 1,682 2,324 1,682 -152 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.0 84.2 87.0 84.2 13.0 15.8
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 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,164
COMMITMENTS
4,559 2,495 7,262 69,625 69,744 81,446 79,501 9,718 11,663
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 3,551)
2,045 -1,801 815 1,075 4,841 3,935 3,855 -384 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 2.7 8.0 76.4 76.5 89.3 87.2 10.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 4 25 28 30 33
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,247,221
COMMITMENTS
90,518 90,468 994,471 1157258 1158252 2242246 2243190 4,975 4,031
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 26,699)
-2,184 -949 14,525 14,545 12,764 26,886 26,340 -187 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.0 44.3 51.5 51.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
38 28 63 61 59 126 124
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 120,889
COMMITMENTS
7,051 20,448 18,770 77,148 66,472 102,969 105,690 17,920 15,199
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 836)
-199 -1,515 760 1,397 1,772 1,958 1,017 -1,122 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 16.9 15.5 63.8 55.0 85.2 87.4 14.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 5 5 24 23 29 29
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 125,943
COMMITMENTS
9,184 2,571 10,961 97,719 98,130 117,864 111,662 8,079 14,281
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 2,066)
-1,380 677 275 4,056 530 2,951 1,482 -885 584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.0 8.7 77.6 77.9 93.6 88.7 6.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 5 21 23 26 28
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 226,237
COMMITMENTS
9,902 11,586 6,098 196,449 200,730 212,449 218,414 13,788 7,823
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 2,909)
-329 9 466 4,554 4,394 4,691 4,869 -1,782 -1,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 5.1 2.7 86.8 88.7 93.9 96.5 6.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 5 40 32 47 37
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 179,942
COMMITMENTS
0 10,534 5,255 158,851 154,381 164,106 170,170 15,836 9,772
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -1,678)
0 725 206 -2,063 -1,647 -1,857 -716 179 -962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 2.9 88.3 85.8 91.2 94.6 8.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 4 3 34 30 37 34
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 265,314
COMMITMENTS
1,218 5,596 17,220 227,456 230,754 245,894 253,570 19,420 11,744
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 12,012)
766 -2,329 2,440 7,646 11,570 10,852 11,681 1,160 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.1 6.5 85.7 87.0 92.7 95.6 7.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 4 5 41 42 46 47
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 217,082
COMMITMENTS
4,204 24,078 15,735 189,008 169,250 208,947 209,063 8,135 8,019
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 1,705)
0 1,499 -2,226 5,323 2,124 3,097 1,397 -1,392 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 11.1 7.2 87.1 78.0 96.3 96.3 3.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 5 6 35 32 42 38
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,641
COMMITMENTS
0 1,504 0 41,169 38,179 41,169 39,683 7,472 8,958
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 59)
0 0 0 0 -277 0 -277 59 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 84.6 78.5 84.6 81.6 15.4 18.4
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 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,459,992
COMMITMENTS
873,443 168,284 1156661 1401790 2115097 3431894 3440042 28,098 19,950
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -49,404)
-5,476 -1,607 -29,828 -15,831 -19,642 -51,135 -51,077 1,731 1,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 4.9 33.4 40.5 61.1 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
28 27 47 108 97 160 149
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,271,082
COMMITMENTS
221,344 345,408 332,305 711,925 589,766 1265574 1267479 5,508 3,603
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 39,430)
14,038 -11,620 6,980 18,566 44,056 39,584 39,416 -154 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 27.2 26.1 56.0 46.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
22 29 40 36 33 80 80
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| 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 12/09/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 14 18 15 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 103,617
COMMITMENTS
3,350 432 10,245 89,259 92,726 102,855 103,404 762 213
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 3,853)
68 -9 -908 5,485 5,009 4,645 4,092 -792 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.4 9.9 86.1 89.5 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 3 7 36 34 45 41
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| 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 12/09/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,507
COMMITMENTS
2,680 7 612 33,014 36,171 36,307 36,791 1,200 716
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 1,117)
-12 7 14 1,115 1,076 1,117 1,097 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 1.6 88.0 96.4 96.8 98.1 3.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 22 20 24 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,897
COMMITMENTS
0 0 0 12,661 12,603 12,661 12,603 1,236 1,294
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 279)
0 0 0 191 199 191 199 88 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 90.7 91.1 90.7 8.9 9.3
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 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 34,572
COMMITMENTS
40 720 720 31,123 32,343 31,883 33,783 2,689 789
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 752)
0 0 0 960 632 960 632 -208 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.1 2.1 90.0 93.6 92.2 97.7 7.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 27 22 29 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,794
COMMITMENTS
100 0 20 29,422 28,352 29,542 28,372 252 1,422
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 492)
0 0 0 452 -28 452 -28 40 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.1 98.8 95.2 99.2 95.2 0.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 20 23 21
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,136
COMMITMENTS
2 524 74 8,497 8,814 8,573 9,412 1,563 724
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 360)
-0 2 -2 362 302 360 302 -0 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.7 83.8 87.0 84.6 92.9 15.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 17 18 19 20
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| 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: 10,566
COMMITMENTS
40 0 0 10,226 9,678 10,266 9,678 300 888
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 42)
0 0 0 46 18 46 18 -4 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 96.8 91.6 97.2 91.6 2.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 22 18 23 18
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,440
COMMITMENTS
0 0 0 16,302 15,812 16,302 15,812 138 628
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 371)
0 0 0 307 317 307 317 64 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 96.2 99.2 96.2 0.8 3.8
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 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,936,895
COMMITMENTS
215,675 87,535 1179230 1448862 1574445 2843766 2841209 93,129 95,685
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -206,544)
-6,700 -11,383 -138,100 -64,751 -66,650 -209,550 -216,132 3,006 9,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 3.0 40.2 49.3 53.6 96.8 96.7 3.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
106 78 146 84 89 264 246
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 147,225
COMMITMENTS
8,070 14,701 47,467 89,822 82,589 145,359 144,757 1,866 2,468
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -1,564)
2,580 -1,321 -1,089 -3,253 1,054 -1,761 -1,356 197 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 10.0 32.2 61.0 56.1 98.7 98.3 1.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 8 10 11 11 21 22
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 179,326
COMMITMENTS
22,324 11,671 13,705 102,365 110,237 138,394 135,613 40,932 43,713
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 3,448)
156 -27 239 1,705 745 2,100 957 1,348 2,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 6.5 7.6 57.1 61.5 77.2 75.6 22.8 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 6 22 22 28 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 237,606
COMMITMENTS
17,661 15,103 90,514 125,867 129,145 234,042 234,762 3,565 2,844
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -65,450)
-3,712 -3,116 -40,646 -21,552 -22,202 -65,910 -65,964 460 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 6.4 38.1 53.0 54.4 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
22 22 36 27 28 65 70
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 506,853
COMMITMENTS
20,546 10,760 96,571 378,351 383,783 495,468 491,114 11,386 15,740
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 16,080)
-1,338 187 3,599 12,972 11,262 15,233 15,048 848 1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.1 19.1 74.6 75.7 97.8 96.9 2.2 3.1
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 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,004
COMMITMENTS
815 1,450 600 48,814 48,179 50,229 50,229 775 775
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 2,411)
0 -1,147 0 2,536 3,883 2,536 2,736 -125 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.8 1.2 95.7 94.5 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 3 2 40 43 45 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,048
COMMITMENTS
18,875 32,656 27,299 119,188 105,675 165,362 165,630 8,686 8,418
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 4,854)
729 0 612 3,359 3,933 4,700 4,545 154 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 18.8 15.7 68.5 60.7 95.0 95.2 5.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 18 23 21 20 46 46
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,889
COMMITMENTS
0 7,010 195 53,127 44,317 53,322 51,522 11,567 13,367
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 3,147)
0 0 0 977 879 977 879 2,170 2,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.8 0.3 81.9 68.3 82.2 79.4 17.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 20 17 21 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,095
COMMITMENTS
0 495 65 21,030 20,535 21,095 21,095 0 0
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 1,183)
0 0 0 1,183 1,183 1,183 1,183 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.3 99.7 97.3 100.0 100.0 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 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,662
COMMITMENTS
8,913 3,506 61 1,995 8,068 10,969 11,635 1,693 1,027
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -157)
-1 -37 11 -240 -115 -230 -141 73 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.4 27.7 0.5 15.8 63.7 86.6 91.9 13.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
36 21 2 18 20 56 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 17,045
COMMITMENTS
8,880 1,750 100 5,243 13,488 14,223 15,338 2,822 1,707
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 991)
519 -689 39 -139 1,477 419 827 572 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 10.3 0.6 30.8 79.1 83.4 90.0 16.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
32 12 5 13 22 49 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 226,403
COMMITMENTS
56,722 4,903 31,471 120,910 177,007 209,103 213,380 17,301 13,023
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 14,992)
-408 -885 -1,868 15,141 17,127 12,864 14,373 2,127 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 2.2 13.9 53.4 78.2 92.4 94.2 7.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
43 23 35 78 90 139 132
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,708
COMMITMENTS
590 0 70 11,898 11,715 12,558 11,785 5,150 5,923
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.4 67.2 66.2 70.9 66.6 29.1 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 15 15 16
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,876
COMMITMENTS
1,462 0 150 12,465 13,686 14,077 13,836 799 1,040
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 186)
122 0 0 -46 76 76 76 110 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 1.0 83.8 92.0 94.6 93.0 5.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 14 19 15 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,852
COMMITMENTS
100 50 150 6,402 6,452 6,652 6,652 200 200
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.7 2.2 93.4 94.2 97.1 97.1 2.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 29 24 32 26
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,829
COMMITMENTS
517 264 28 19,119 20,523 19,664 20,815 1,165 14
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 1,610)
-313 -375 -6 1,845 1,985 1,526 1,604 84 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.3 0.1 91.8 98.5 94.4 99.9 5.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 1 29 27 31 29
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,258
COMMITMENTS
0 100 175 8,307 9,103 8,482 9,378 1,776 880
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 965)
-100 100 -25 645 745 520 820 445 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 1.7 81.0 88.7 82.7 91.4 17.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 17 14 18 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,415
COMMITMENTS
125 300 0 7,290 7,115 7,415 7,415 0 0
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 1,100)
75 0 0 1,025 1,225 1,100 1,225 0 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.0 0.0 98.3 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 0 23 20 25 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,891
COMMITMENTS
300 255 108 19,006 19,384 19,414 19,747 477 144
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 545)
-33 159 -24 758 410 701 545 -156 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.3 0.5 95.6 97.5 97.6 99.3 2.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 1 23 22 25 24
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,541
COMMITMENTS
0 0 0 9,385 9,454 9,385 9,454 156 87
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 97)
0 -120 -57 70 205 13 28 84 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 99.1 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 20 18 20
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,833
COMMITMENTS
3,615 12,358 1,609 31,509 23,735 36,733 37,702 4,100 3,131
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 471)
175 -443 -55 -462 708 -342 210 813 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 30.3 3.9 77.2 58.1 90.0 92.3 10.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 4 4 23 27 30 33
Updated December 19, 2008