GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,021
COMMITMENTS
60 0 0 30,781 30,991 30,841 30,991 180 30
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -4,171)
-15 0 0 -4,031 -4,016 -4,046 -4,016 -125 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 0.0 99.2 99.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 30 32 31 32
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,411
COMMITMENTS
775 120 200 22,235 22,792 23,210 23,112 201 299
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,545)
100 0 -105 -1,571 -1,713 -1,576 -1,818 31 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.5 0.9 95.0 97.4 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 2 29 33 33 36
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,306
COMMITMENTS
1,635 0 328 4,440 6,119 6,403 6,447 903 859
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -355)
-154 0 0 -158 -212 -312 -212 -43 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 0.0 4.5 60.8 83.8 87.6 88.2 12.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 19 22 20 23
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,856
COMMITMENTS
148 98 173 9,394 10,101 9,715 10,372 1,141 484
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,364)
148 -58 14 -1,183 -1,186 -1,021 -1,230 -343 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.9 1.6 86.5 93.0 89.5 95.5 10.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 3 35 39 38 43
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,988
COMMITMENTS
124 0 40 7,306 7,378 7,470 7,418 518 570
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,711)
65 -65 -70 -1,634 -1,622 -1,639 -1,757 -72 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 0.5 91.5 92.4 93.5 92.9 6.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 0 1 39 45 41 46
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,732
COMMITMENTS
0 298 0 3,706 3,846 3,706 4,144 1,026 588
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -381)
0 34 0 -509 -422 -509 -388 128 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.3 0.0 78.3 81.3 78.3 87.6 21.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 19 17 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 225,181
COMMITMENTS
24,326 17,086 25,410 142,511 158,165 192,247 200,661 32,934 24,520
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,341)
-224 -1,994 3,965 -7,643 -1,597 -3,902 374 2,561 -1,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 7.6 11.3 63.3 70.2 85.4 89.1 14.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
20 28 41 65 65 115 112
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,594
COMMITMENTS
0 988 0 12,478 11,516 12,478 12,504 116 90
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -4,327)
-103 -100 0 -4,300 -4,277 -4,403 -4,377 76 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.8 0.0 99.1 91.4 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
0 3 0 33 40 33 43
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,506
COMMITMENTS
75 0 0 8,966 9,506 9,041 9,506 465 0
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,350)
0 -25 0 -1,210 -1,200 -1,210 -1,225 -140 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.0 0.0 94.3 100.0 95.1 100.0 4.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 18 18 19 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 686,597
COMMITMENTS
77,702 225,003 242,679 292,777 183,917 613,158 651,599 73,439 34,998
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 14,867)
5,375 7,862 -2,655 8,480 8,282 11,200 13,489 3,667 1,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 32.8 35.3 42.6 26.8 89.3 94.9 10.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
54 62 79 75 58 177 158
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,527
COMMITMENTS
1,095 0 2,264 85,796 81,955 89,155 84,219 5,372 10,308
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -5,656)
849 -9 -652 -4,798 -4,815 -4,601 -5,476 -1,055 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 2.4 90.8 86.7 94.3 89.1 5.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 24 26 26 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,405
COMMITMENTS
3,428 1,962 3,584 38,331 33,977 45,343 39,523 7,062 12,882
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -5,723)
-360 -682 -736 -4,075 -1,348 -5,171 -2,766 -552 -2,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 3.7 6.8 73.1 64.8 86.5 75.4 13.5 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 16 16 18 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,848
COMMITMENTS
2,274 117 604 67,915 69,134 70,793 69,855 7,055 7,993
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -8,196)
-279 -643 302 -9,244 -8,122 -9,221 -8,463 1,025 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.2 0.8 87.2 88.8 90.9 89.7 9.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 1 27 26 30 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,417
COMMITMENTS
0 0 0 83,583 82,229 83,583 82,229 13,834 15,188
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -2,367)
0 0 0 -3,482 -1,220 -3,482 -1,220 1,115 -1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 85.8 84.4 85.8 84.4 14.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 21 21 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,395
COMMITMENTS
3,658 342 1,784 45,543 48,921 50,985 51,047 6,410 6,348
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -14,629)
-1,922 -696 -1,403 -11,670 -9,350 -14,995 -11,449 366 -3,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.6 3.1 79.4 85.2 88.8 88.9 11.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 21 21 23 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,303
COMMITMENTS
494 5,600 5,040 72,313 68,369 77,847 79,009 6,456 5,294
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -8,702)
-962 567 -1,442 -5,780 -6,931 -8,184 -7,806 -518 -896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 6.6 6.0 85.8 81.1 92.3 93.7 7.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 5 3 25 28 29 33
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,774
COMMITMENTS
18,026 0 3,821 74,201 87,103 96,048 90,924 10,726 15,850
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -119)
92 0 -142 -595 2,273 -645 2,131 526 -2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 0.0 3.6 69.5 81.6 90.0 85.2 10.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 3 18 26 21 29
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,470
COMMITMENTS
413 11,018 17,499 55,989 45,047 73,901 73,564 5,569 5,906
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -3,191)
-217 641 -501 -1,782 -2,990 -2,500 -2,850 -691 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 13.9 22.0 70.5 56.7 93.0 92.6 7.0 7.4
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
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,579
COMMITMENTS
0 0 0 45,231 42,942 45,231 42,942 7,348 9,637
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -6,287)
0 0 0 -6,150 -6,146 -6,150 -6,146 -137 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 86.0 81.7 86.0 81.7 14.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 18 21 18
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,110
COMMITMENTS
6,582 2,217 4,945 63,312 65,382 74,839 72,544 9,271 11,566
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -7,035)
1,123 -308 -1,532 -6,316 -4,929 -6,725 -6,769 -310 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 2.6 5.9 75.3 77.7 89.0 86.2 11.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 4 25 28 29 33
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,632
COMMITMENTS
7,148 14,354 8,625 42,096 37,988 57,869 60,967 18,763 15,665
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -46,785)
-2,416 -6,815 -10,815 -34,121 -30,228 -47,352 -47,858 567 1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 18.7 11.3 54.9 49.6 75.5 79.6 24.5 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 3 19 18 22 23
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,364
COMMITMENTS
323 5,321 3,778 65,147 52,561 69,248 61,660 5,116 12,704
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -45,278)
-7,206 -2,850 -2,474 -32,800 -38,615 -42,480 -43,939 -2,798 -1,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 7.2 5.1 87.6 70.7 93.1 82.9 6.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 4 19 20 23 24
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 218,187
COMMITMENTS
8,924 9,253 5,669 191,405 196,564 205,998 211,486 12,189 6,701
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -12,616)
24 -2,394 -1,005 -14,983 -9,313 -15,964 -12,712 3,348 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 4.2 2.6 87.7 90.1 94.4 96.9 5.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 4 40 34 46 38
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 176,634
COMMITMENTS
0 6,523 4,873 154,713 155,154 159,586 166,550 17,048 10,084
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -7,823)
0 -3,880 -306 -6,530 -3,811 -6,836 -7,997 -987 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.7 2.8 87.6 87.8 90.3 94.3 9.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 3 33 29 36 32
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 257,748
COMMITMENTS
183 10,103 12,825 226,727 222,470 239,735 245,398 18,013 12,350
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -13,503)
-981 -2,550 126 -11,282 -10,883 -12,137 -13,307 -1,366 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 3.9 5.0 88.0 86.3 93.0 95.2 7.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 4 5 40 40 45 45
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 175,921
COMMITMENTS
3,237 14,674 7,154 158,433 148,683 168,824 170,511 7,097 5,410
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -30,309)
-1,160 -7,119 -2,875 -28,425 -18,186 -32,460 -28,180 2,151 -2,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 8.3 4.1 90.1 84.5 96.0 96.9 4.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 6 6 33 33 41 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,580
COMMITMENTS
0 1,070 0 39,385 37,142 39,385 38,212 6,195 7,368
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -4,702)
0 -434 0 -4,190 -3,504 -4,190 -3,938 -512 -764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.3 0.0 86.4 81.5 86.4 83.8 13.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 19 17 19 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,222,322
COMMITMENTS
792,456 154,009 1065102 1336777 1980620 3194335 3199731 27,987 22,591
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 45,009)
-2,606 2,814 16,321 35,466 27,375 49,181 46,510 -4,172 -1,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 4.8 33.1 41.5 61.5 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
29 21 47 101 93 151 144
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,161,240
COMMITMENTS
164,096 276,774 318,322 672,597 562,903 1155015 1157999 6,225 3,241
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 15,762)
9,551 -15,668 3,766 1,909 27,883 15,226 15,981 536 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 23.8 27.4 57.9 48.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
19 30 37 36 35 76 81
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,757
COMMITMENTS
1,916 972 939 28,182 29,666 31,037 31,577 720 180
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -2,511)
-316 -182 -80 -1,960 -1,354 -2,356 -1,616 -155 -895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 3.1 3.0 88.7 93.4 97.7 99.4 2.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 5 30 30 37 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,026
COMMITMENTS
2,720 32 300 15,842 19,048 18,862 19,380 1,164 646
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -884)
40 -30 -40 -768 -44 -768 -114 -116 -770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 0.2 1.5 79.1 95.1 94.2 96.8 5.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 20 18 22 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,546
COMMITMENTS
0 0 0 12,488 12,128 12,488 12,128 1,058 1,418
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -566)
0 0 0 -492 -518 -492 -518 -74 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 92.2 89.5 92.2 89.5 7.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 14 16 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 33,255
COMMITMENTS
0 720 720 29,583 31,125 30,303 32,565 2,952 690
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,395)
-40 0 0 -1,295 -1,276 -1,335 -1,276 -60 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.2 2.2 89.0 93.6 91.1 97.9 8.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 27 21 28 22
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,612
COMMITMENTS
0 0 0 28,420 27,748 28,420 27,748 192 864
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,417)
-100 0 -20 -1,265 -1,359 -1,385 -1,379 -32 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.3 97.0 99.3 97.0 0.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 18 16 18
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,336
COMMITMENTS
0 0 0 16,198 15,828 16,198 15,828 138 508
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -450)
0 0 0 -460 -440 -460 -440 10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 25)
0 0 0 20 19 20 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,215,189
COMMITMENTS
235,246 158,588 310,030 588,650 655,186 1133926 1123804 81,263 91,385
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 45,974)
10,500 -1,610 1,969 16,695 18,400 29,164 18,759 16,810 27,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 13.1 25.5 48.4 53.9 93.3 92.5 6.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
89 94 127 78 86 238 244
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 173,116
COMMITMENTS
18,862 9,903 13,074 89,596 101,146 121,532 124,123 51,584 48,993
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -11,240)
-3,775 -1,909 -1,320 -13,380 -11,713 -18,475 -14,942 7,235 3,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 5.7 7.6 51.8 58.4 70.2 71.7 29.8 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 5 19 20 24 26
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,934
COMMITMENTS
380 3,443 1,905 46,649 43,586 48,934 48,934 0 0
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -9,915)
-760 -400 350 -9,405 -9,765 -9,815 -9,815 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 7.0 3.9 95.3 89.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 2 3 36 42 42 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 167,999
COMMITMENTS
16,989 32,274 23,585 120,026 104,083 160,600 159,942 7,399 8,057
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 2,251)
304 1,170 234 2,243 452 2,781 1,856 -530 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 19.2 14.0 71.4 62.0 95.6 95.2 4.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 16 20 24 23 45 46
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,641
COMMITMENTS
3,613 6,135 6,519 17,429 15,508 27,561 28,162 3,080 2,479
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 20.0 21.3 56.9 50.6 89.9 91.9 10.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 5 11 12 17 19
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,907
COMMITMENTS
0 6,585 180 50,937 40,032 51,117 46,797 11,790 16,110
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -7,387)
0 -335 0 -8,316 -7,579 -8,316 -7,914 929 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.5 0.3 81.0 63.6 81.3 74.4 18.7 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 16 15 17 17
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,395
COMMITMENTS
0 520 95 23,300 22,780 23,395 23,395 0 0
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -225)
0 -125 30 -255 -130 -225 -225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.2 0.4 99.6 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 1 21 27 22 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,146
COMMITMENTS
8,281 3,313 43 1,944 8,017 10,268 11,373 1,878 773
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -281)
-476 -482 -11 -27 257 -514 -236 233 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.2 27.3 0.4 16.0 66.0 84.5 93.6 15.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
39 19 1 16 23 56 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 18,386
COMMITMENTS
9,777 1,785 210 5,671 15,110 15,658 17,105 2,728 1,281
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 66)
388 -269 -76 -101 629 211 284 -145 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.2 9.7 1.1 30.8 82.2 85.2 93.0 14.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
33 10 4 16 22 52 33
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 192,928
COMMITMENTS
57,678 4,246 14,488 104,865 163,263 177,031 181,997 15,897 10,931
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,536)
-740 -1,838 1,323 -2,344 197 -1,761 -318 225 -1,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 2.2 7.5 54.4 84.6 91.8 94.3 8.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
43 17 31 71 84 127 120
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,809
COMMITMENTS
150 0 0 3,609 3,759 3,759 3,759 50 50
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -3,068)
150 -50 -150 -2,918 -2,718 -2,918 -2,918 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.0 0.0 94.7 98.7 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 19 20 21 20
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,366
COMMITMENTS
120 0 0 18,957 20,162 19,077 20,162 1,289 204
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -2,261)
120 -264 0 -2,370 -2,189 -2,250 -2,453 -11 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.0 0.0 93.1 99.0 93.7 99.0 6.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 27 19 28 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,330
COMMITMENTS
125 0 0 7,205 7,330 7,330 7,330 0 0
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,265)
-50 -300 0 -1,215 -965 -1,265 -1,265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 0.0 98.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 22 18 24 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,750
COMMITMENTS
300 285 108 18,858 19,249 19,266 19,642 484 108
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -705)
0 117 0 -577 -822 -577 -705 -128 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 1.4 0.5 95.5 97.5 97.5 99.5 2.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 18 20 20 21
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,873
COMMITMENTS
449 0 0 7,394 7,857 7,843 7,857 30 16
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -2,474)
134 0 0 -2,536 -2,457 -2,402 -2,457 -72 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 0.0 0.0 93.9 99.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 16 17 16
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,897
COMMITMENTS
3,091 4,163 1,996 31,955 34,108 37,042 40,267 3,855 630
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -880)
117 -536 -132 -848 -393 -863 -1,061 -17 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 10.2 4.9 78.1 83.4 90.6 98.5 9.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 5 4 22 24 30 30
Updated January 9, 2009