GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,735
COMMITMENTS
75 0 0 34,460 34,655 34,535 34,655 200 80
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 1,046)
0 0 0 1,136 1,136 1,136 1,136 -90 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.2 99.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 0 0 36 35 37 35
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,261
COMMITMENTS
725 240 355 22,994 23,616 24,074 24,211 187 50
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 93)
0 120 0 93 -27 93 93 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.0 1.5 94.8 97.3 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 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 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,506
COMMITMENTS
1,679 0 268 4,645 6,241 6,592 6,509 914 997
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 347)
250 0 -35 92 299 307 264 40 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 0.0 3.6 61.9 83.1 87.8 86.7 12.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 19 20 20 21
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,004
COMMITMENTS
0 149 154 10,369 11,075 10,523 11,378 1,481 626
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 265)
0 -30 35 -15 221 20 226 245 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 1.3 86.4 92.3 87.7 94.8 12.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 3 2 34 42 36 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,282
COMMITMENTS
74 110 95 8,470 8,419 8,639 8,624 643 658
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 717)
-70 45 10 781 652 721 707 -4 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.2 1.0 91.3 90.7 93.1 92.9 6.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 3 3 43 45 46 50
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,044
COMMITMENTS
0 269 0 4,140 4,220 4,140 4,489 904 555
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 130)
0 10 0 147 255 147 265 -17 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.0 82.1 83.7 82.1 89.0 17.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 19 25 19 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 266,486
COMMITMENTS
24,070 17,998 48,179 156,933 171,288 229,183 237,465 37,303 29,020
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 5,985)
1,634 4,490 -1,090 5,882 4,088 6,426 7,489 -441 -1,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 6.8 18.1 58.9 64.3 86.0 89.1 14.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
19 26 38 66 68 113 112
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,085
COMMITMENTS
2,201 1,148 4,825 2,393 3,297 9,419 9,270 666 816
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -111)
231 -72 -186 -196 94 -151 -164 40 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 11.4 47.8 23.7 32.7 93.4 91.9 6.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 9 11 11 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,381
COMMITMENTS
503 1,088 330 15,408 14,823 16,241 16,241 140 140
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 1,050)
400 0 -300 850 1,400 950 1,100 100 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 6.6 2.0 94.1 90.5 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 5 1 36 42 38 48
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,856
COMMITMENTS
75 25 0 10,176 10,556 10,251 10,581 605 275
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 250 400 250 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 0.0 93.7 97.2 94.4 97.5 5.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 21 25 22 26
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,005,211
COMMITMENTS
132,652 205,155 411,197 394,595 358,782 938,443 975,134 66,767 30,077
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -22,927)
18,081 -15,626 -7,673 -18,853 9,593 -8,444 -13,706 -14,483 -9,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 20.4 40.9 39.3 35.7 93.4 97.0 6.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
68 65 92 73 62 194 172
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 42,832
COMMITMENTS
20,702 24,179 5,734 16,124 12,577 42,560 42,490 272 343
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 3,345)
1,320 983 861 1,123 1,459 3,304 3,303 41 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 56.5 13.4 37.6 29.4 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 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,486
COMMITMENTS
30 381 2,952 91,077 86,641 94,059 89,974 6,427 10,512
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 3,347)
-72 308 -207 3,502 3,262 3,223 3,363 124 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 2.9 90.6 86.2 93.6 89.5 6.4 10.5
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 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,123
COMMITMENTS
3,022 2,768 4,456 42,181 33,818 49,659 41,042 7,464 16,081
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 1,534)
398 -154 19 -53 359 364 224 1,170 1,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.8 7.8 73.8 59.2 86.9 71.8 13.1 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 2 16 15 18 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,403
COMMITMENTS
2,125 760 516 75,982 75,725 78,623 77,001 6,780 8,402
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 48)
0 -62 0 -250 1,790 -250 1,728 298 -1,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.9 0.6 89.0 88.7 92.1 90.2 7.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 2 27 26 30 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,928
COMMITMENTS
0 0 0 85,567 79,793 85,567 79,793 13,361 19,135
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 2,680)
0 0 0 1,191 2,624 1,191 2,624 1,489 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.5 80.7 86.5 80.7 13.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 22 21 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,441
COMMITMENTS
680 4,617 6,993 31,719 28,048 39,392 39,658 2,049 1,783
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 7)
0 634 137 0 -857 137 -86 -130 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 11.1 16.9 76.5 67.7 95.1 95.7 4.9 4.3
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 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,813
COMMITMENTS
5,580 1,581 3,241 58,759 59,840 67,580 64,662 6,233 9,151
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 881)
0 549 -327 867 626 540 848 341 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.1 4.4 79.6 81.1 91.6 87.6 8.4 12.4
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 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,321
COMMITMENTS
978 6,574 5,527 75,879 71,545 82,384 83,646 6,937 5,675
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 132)
-617 283 379 1,760 -290 1,522 372 -1,390 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.4 6.2 85.0 80.1 92.2 93.6 7.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 3 27 30 31 35
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,032
COMMITMENTS
19,114 0 3,722 72,014 82,566 94,850 86,288 11,182 19,744
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 2,075)
197 0 -274 820 2,465 743 2,191 1,332 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 0.0 3.5 67.9 77.9 89.5 81.4 10.5 18.6
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 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,256
COMMITMENTS
4,836 7,062 899 28,109 24,023 33,844 31,984 4,412 6,272
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 598)
179 0 -207 504 815 476 608 122 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 18.5 2.3 73.5 62.8 88.5 83.6 11.5 16.4
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 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,116
COMMITMENTS
630 11,563 16,969 58,735 47,430 76,334 75,962 5,782 6,154
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 482)
0 604 -122 604 0 482 482 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 14.1 20.7 71.5 57.8 93.0 92.5 7.0 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 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,679
COMMITMENTS
0 0 0 50,194 48,329 50,194 48,329 7,485 9,350
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 104)
0 0 0 104 -124 104 -124 0 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.0 83.8 87.0 83.8 13.0 16.2
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 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,548
COMMITMENTS
6,469 2,218 5,806 67,628 69,400 79,903 77,424 9,645 12,124
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -1,616)
1,910 -277 -1,456 -1,997 -344 -1,543 -2,077 -73 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.5 6.5 75.5 77.5 89.2 86.5 10.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 4 25 28 30 33
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,358,119
COMMITMENTS
85,062 111,880 1042684 1224021 1198762 2351766 2353326 6,353 4,793
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 110,898)
-5,456 21,413 48,213 66,762 40,511 109,519 110,136 1,378 761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 4.7 44.2 51.9 50.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
36 29 62 61 60 125 124
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 121,587
COMMITMENTS
8,364 21,160 18,722 76,430 66,534 103,516 106,416 18,071 15,171
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 698)
1,313 712 -48 -718 62 547 726 151 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 17.4 15.4 62.9 54.7 85.1 87.5 14.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 5 24 23 29 29
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,580
COMMITMENTS
7,013 2,651 12,150 99,704 98,046 118,867 112,847 7,713 13,733
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 637)
-2,171 80 1,189 1,985 -84 1,003 1,185 -366 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.1 9.6 78.8 77.5 93.9 89.2 6.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 5 21 24 26 29
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 230,033
COMMITMENTS
11,174 11,914 5,253 204,278 206,435 220,705 223,602 9,328 6,431
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 3,796)
1,272 328 -845 7,829 5,705 8,256 5,188 -4,460 -1,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.2 2.3 88.8 89.7 95.9 97.2 4.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 3 4 42 35 48 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 184,305
COMMITMENTS
0 10,620 5,210 163,225 158,428 168,435 174,258 15,870 10,047
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 4,363)
0 86 -45 4,374 4,047 4,329 4,088 34 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 2.8 88.6 86.0 91.4 94.5 8.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 5 3 34 30 37 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 268,016
COMMITMENTS
98 9,063 15,827 232,681 229,397 248,606 254,287 19,410 13,729
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 2,702)
-1,120 3,467 -1,393 5,225 -1,357 2,712 717 -10 1,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 5.9 86.8 85.6 92.8 94.9 7.2 5.1
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 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 220,382
COMMITMENTS
5,759 19,265 18,444 191,018 175,078 215,221 212,787 5,161 7,595
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 3,300)
1,555 -4,813 2,709 2,010 5,828 6,274 3,724 -2,974 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 8.7 8.4 86.7 79.4 97.7 96.6 2.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 5 7 35 33 43 40
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,426
COMMITMENTS
0 1,504 0 41,919 40,218 41,919 41,722 7,507 7,704
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 785)
0 0 0 750 2,039 750 2,039 35 -1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 84.8 81.4 84.8 84.4 15.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 18 17 18 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,441,094
COMMITMENTS
845,395 163,332 1144105 1421350 2112888 3410850 3420325 30,244 20,769
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -18,898)
-28,048 -4,952 -12,556 19,560 -2,209 -21,044 -19,717 2,146 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 4.7 33.2 41.3 61.4 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
26 28 48 110 98 162 152
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,305,389
COMMITMENTS
206,123 331,530 350,302 743,735 619,708 1300160 1301540 5,229 3,849
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 34,307)
-15,221 -13,878 17,997 31,810 29,942 34,586 34,061 -279 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 25.4 26.8 57.0 47.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
26 30 39 37 35 83 84
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,089
COMMITMENTS
350 0 250 3,489 3,839 4,089 4,089 0 0
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -200)
0 0 0 -100 -100 -100 -100 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 6.1 85.3 93.9 100.0 100.0 0.0 0.0
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 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 104,502
COMMITMENTS
4,689 518 9,395 89,640 94,415 103,724 104,329 778 173
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 885)
1,339 86 -850 381 1,689 869 925 16 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.5 9.0 85.8 90.3 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 4 8 36 35 45 44
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| 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 12/16/08 (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 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,871
COMMITMENTS
2,680 5 615 33,376 36,535 36,671 37,155 1,200 716
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 365)
0 -2 3 362 364 365 365 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 1.6 88.1 96.5 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 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,992
COMMITMENTS
0 0 0 12,860 12,694 12,860 12,694 1,132 1,298
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 95)
0 0 0 199 91 199 91 -104 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 90.7 91.9 90.7 8.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 17 18 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 34,602
COMMITMENTS
40 720 720 30,998 32,353 31,758 33,793 2,844 809
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 30)
0 0 0 -125 10 -125 10 155 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.1 2.1 89.6 93.5 91.8 97.7 8.2 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 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,881
COMMITMENTS
100 0 20 29,497 28,919 29,617 28,939 264 942
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 87)
0 0 0 75 567 75 567 12 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.1 98.7 96.8 99.1 96.8 0.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 21 23 22
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,108
COMMITMENTS
80 0 0 10,498 10,658 10,578 10,658 530 450
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 94.5 95.9 95.2 95.9 4.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 16 16 16
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,320
COMMITMENTS
1 528 71 8,695 8,997 8,767 9,596 1,553 724
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 184)
-1 4 -3 198 183 194 184 -10 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.7 84.3 87.2 85.0 93.0 15.0 7.0
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 12/22/08 |
--------------------------------------------------------------| 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: 10,554
COMMITMENTS
40 0 0 10,214 9,666 10,254 9,666 300 888
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -12)
0 0 0 -12 -12 -12 -12 0 0
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 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,632
COMMITMENTS
0 0 0 16,504 16,114 16,504 16,114 128 518
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 192)
0 0 0 202 302 202 302 -10 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 96.9 99.2 96.9 0.8 3.1
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 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,972,098
COMMITMENTS
232,579 104,339 1199680 1467639 1595096 2899898 2899115 72,200 72,983
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 35,204)
16,905 16,804 20,451 18,777 20,651 56,132 57,906 -20,929 -22,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 3.5 40.4 49.4 53.7 97.6 97.5 2.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
102 88 144 75 88 255 251
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 131,543
COMMITMENTS
6,318 14,485 40,654 82,874 73,852 129,846 128,991 1,697 2,552
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -15,682)
-1,752 -216 -6,813 -6,948 -8,737 -15,513 -15,766 -169 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 11.0 30.9 63.0 56.1 98.7 98.1 1.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 7 8 9 10 17 19
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 182,502
COMMITMENTS
22,676 10,600 14,326 102,212 112,765 139,214 137,691 43,288 44,811
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 3,176)
352 -1,071 621 -153 2,528 820 2,078 2,356 1,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 5.8 7.8 56.0 61.8 76.3 75.4 23.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 6 22 23 28 31
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 247,765
COMMITMENTS
17,395 17,655 97,186 129,720 130,041 244,301 244,882 3,464 2,883
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 10,159)
-266 2,552 6,672 3,854 896 10,260 10,120 -100 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 7.1 39.2 52.4 52.5 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
24 21 36 27 28 66 70
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 516,014
COMMITMENTS
23,086 11,003 98,064 385,870 392,132 507,020 501,199 8,994 14,815
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 9,161)
2,540 243 1,493 7,519 8,349 11,552 10,085 -2,391 -925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.1 19.0 74.8 76.0 98.3 97.1 1.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 2 10 35 35 45 45
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,517
COMMITMENTS
1,140 3,196 725 53,002 50,893 54,867 54,814 650 703
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 4,513)
325 1,746 125 4,188 2,714 4,638 4,585 -125 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 5.8 1.3 95.5 91.7 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 3 2 39 43 44 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 165,707
COMMITMENTS
16,792 31,350 23,455 117,213 102,808 157,460 157,613 8,247 8,094
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -8,341)
-2,083 -1,306 -3,844 -1,975 -2,867 -7,902 -8,017 -439 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 18.9 14.2 70.7 62.0 95.0 95.1 5.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 16 19 22 21 42 43
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,735
COMMITMENTS
0 6,860 195 56,309 45,475 56,504 52,530 11,231 15,205
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 2,846)
0 -150 0 3,182 1,158 3,182 1,008 -336 1,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.1 0.3 83.1 67.1 83.4 77.6 16.6 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 21 19 22 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,720
COMMITMENTS
0 645 65 22,655 22,010 22,720 22,720 0 0
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 1,625)
0 150 0 1,625 1,475 1,625 1,625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.3 99.7 96.9 100.0 100.0 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 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,557
COMMITMENTS
8,850 3,447 46 2,002 8,020 10,898 11,513 1,659 1,044
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -105)
-63 -59 -15 7 -48 -71 -122 -34 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.5 27.5 0.4 15.9 63.9 86.8 91.7 13.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
37 20 1 19 20 57 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 18,191
COMMITMENTS
9,467 1,778 213 5,495 14,345 15,175 16,336 3,016 1,855
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 1,146)
587 28 113 252 857 952 998 194 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 9.8 1.2 30.2 78.9 83.4 89.8 16.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
31 13 5 15 22 49 37
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 225,909
COMMITMENTS
56,347 6,090 31,084 121,629 175,670 209,060 212,844 16,848 13,065
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -495)
-375 1,187 -387 719 -1,337 -42 -537 -452 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 2.7 13.8 53.8 77.8 92.5 94.2 7.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
42 21 31 81 86 137 126
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,783
COMMITMENTS
410 0 157 12,042 12,579 12,609 12,736 5,174 5,047
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 75)
-180 0 87 144 864 51 951 24 -876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.9 67.7 70.7 70.9 71.6 29.1 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 15 17 16 18
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,453
COMMITMENTS
1,462 0 150 13,002 13,806 14,614 13,956 839 1,497
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 577)
0 0 0 537 120 537 120 40 457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 1.0 84.1 89.3 94.6 90.3 5.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 14 18 15 19
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,727
COMMITMENTS
0 50 150 6,377 6,327 6,527 6,527 200 200
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -125)
-100 0 0 -25 -125 -125 -125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 2.2 94.8 94.1 97.0 97.0 3.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 2 30 24 32 26
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,577
COMMITMENTS
360 264 0 20,927 22,279 21,287 22,543 1,290 34
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 1,748)
-157 0 -28 1,808 1,756 1,623 1,728 125 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.2 0.0 92.7 98.7 94.3 99.8 5.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 0 29 27 30 28
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,748
COMMITMENTS
0 100 100 8,782 9,603 8,882 9,803 1,866 945
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 490)
0 0 -75 475 500 400 425 90 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.9 81.7 89.3 82.6 91.2 17.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 17 15 18 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,395
COMMITMENTS
175 300 0 8,220 8,095 8,395 8,395 0 0
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 980)
50 0 0 930 980 980 980 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.6 0.0 97.9 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 0 25 21 28 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,230
COMMITMENTS
300 168 108 19,174 19,810 19,582 20,086 648 144
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 339)
0 -87 0 168 426 168 339 171 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.8 0.5 94.8 97.9 96.8 99.3 3.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 23 22 25 23
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,769
COMMITMENTS
95 0 0 9,518 9,682 9,613 9,682 156 87
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 228)
95 0 0 133 228 228 228 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 97.4 99.1 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 18 20 19 20
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,939
COMMITMENTS
3,351 9,499 1,921 34,795 31,980 40,067 43,400 3,872 539
CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 3,106)
-264 -2,859 312 3,286 8,245 3,334 5,698 -228 -2,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 21.6 4.4 79.2 72.8 91.2 98.8 8.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 4 4 25 27 33 33
Updated January 2, 2009