GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,896
COMMITMENTS
232 0 0 32,340 32,846 32,572 32,846 324 50
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -3,568)
172 0 0 -3,834 -3,558 -3,662 -3,558 94 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 0.0 98.3 99.8 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 0 32 36 34 36
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,372
COMMITMENTS
1,150 120 100 19,811 20,881 21,061 21,101 311 271
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -4,538)
-250 0 -25 -4,403 -4,485 -4,678 -4,510 140 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 0.6 0.5 92.7 97.7 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 29 34 31 36
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,232
COMMITMENTS
1,592 51 337 4,524 5,966 6,453 6,354 779 878
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -453)
-226 51 27 -118 -491 -317 -413 -136 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 0.7 4.7 62.6 82.5 89.2 87.9 10.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 20 24 22 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,901
COMMITMENTS
187 196 124 9,344 9,897 9,655 10,217 1,246 684
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -1,411)
-14 27 -65 -1,391 -1,459 -1,470 -1,497 59 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.8 1.1 85.7 90.8 88.6 93.7 11.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 3 38 41 42 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,922
COMMITMENTS
200 210 68 7,118 7,045 7,386 7,323 536 599
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -1,463)
47 2 -10 -1,492 -1,361 -1,455 -1,369 -8 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 2.7 0.9 89.9 88.9 93.2 92.4 6.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 3 2 38 42 40 47
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,344
COMMITMENTS
0 352 66 4,028 4,036 4,094 4,454 1,250 890
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -282)
0 -33 0 -212 -273 -212 -306 -70 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.6 1.2 75.4 75.5 76.6 83.3 23.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 20 22 21 23
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,420
COMMITMENTS
90 300 75 2,277 2,399 2,442 2,774 978 646
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -380)
90 67 25 -362 -636 -247 -544 -133 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 8.8 2.2 66.6 70.1 71.4 81.1 28.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 2 17 18 20 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 244,995
COMMITMENTS
26,794 18,177 33,237 151,422 166,784 211,453 218,198 33,542 26,797
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -3,195)
2,089 1,232 932 -2,612 -4,419 409 -2,255 -3,604 -940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 7.4 13.6 61.8 68.1 86.3 89.1 13.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
27 27 44 61 61 115 112
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,712
COMMITMENTS
91 309 0 13,441 13,213 13,532 13,522 180 190
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -4,840)
0 -174 0 -4,935 -4,766 -4,935 -4,940 95 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 2.3 0.0 98.0 96.4 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 2 0 40 40 41 42
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,225
COMMITMENTS
125 0 0 10,395 11,000 10,520 11,000 705 225
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -310)
-25 0 0 -75 -310 -100 -310 -210 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.0 92.6 98.0 93.7 98.0 6.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 21 24 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 692,072
COMMITMENTS
74,971 219,750 253,093 286,695 176,208 614,759 649,051 77,313 43,021
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 12,848)
2,786 2,092 14,048 -1,675 -4,042 15,159 12,098 -2,311 750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 31.8 36.6 41.4 25.5 88.8 93.8 11.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
48 75 83 77 61 178 174
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,088
COMMITMENTS
2,981 0 2,279 81,767 79,523 87,027 81,802 8,061 13,286
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -4,320)
-26 0 310 -3,910 -4,762 -3,626 -4,452 -694 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 2.4 86.0 83.6 91.5 86.0 8.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 22 23 24 25
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,137
COMMITMENTS
2,669 8,859 1,770 44,615 31,536 49,054 42,165 7,083 13,972
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -2,898)
24 1,044 195 -4,829 -4,177 -4,610 -2,938 1,712 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 15.8 3.2 79.5 56.2 87.4 75.1 12.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 3 18 15 21 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,956
COMMITMENTS
3,007 0 805 66,849 68,436 70,661 69,241 5,295 6,715
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -5,627)
-944 0 569 -3,339 -5,084 -3,714 -4,515 -1,913 -1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.0 1.1 88.0 90.1 93.0 91.2 7.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 28 29 30 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,982
COMMITMENTS
0 0 0 79,533 78,957 79,533 78,957 14,449 15,025
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -3,614)
0 0 0 -2,446 -3,620 -2,446 -3,620 -1,168 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 84.6 84.0 84.6 84.0 15.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 20 21 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,854
COMMITMENTS
2,108 0 846 31,443 33,389 34,397 34,235 4,457 4,619
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -4,662)
-1,980 0 -254 -1,640 -4,807 -3,874 -5,061 -788 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 0.0 2.2 80.9 85.9 88.5 88.1 11.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 20 19 22 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,800
COMMITMENTS
494 8,089 3,527 73,261 67,740 77,282 79,356 6,518 4,444
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -6,459)
-56 -1,848 -46 -6,991 -4,099 -7,093 -5,993 634 -466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 9.7 4.2 87.4 80.8 92.2 94.7 7.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 4 2 29 29 32 33
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 131,215
COMMITMENTS
3,919 765 8,023 108,205 110,059 120,147 118,847 11,068 12,368
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -4,342)
-4,040 -86 197 -170 -1,925 -4,013 -1,814 -329 -2,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.6 6.1 82.5 83.9 91.6 90.6 8.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 3 19 30 22 33
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,164
COMMITMENTS
657 6,206 2,431 31,279 23,137 34,367 31,774 5,797 8,390
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -3,883)
-1,832 0 -1,158 -1,887 -5,588 -4,877 -6,746 994 2,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 15.5 6.1 77.9 57.6 85.6 79.1 14.4 20.9
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
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,711
COMMITMENTS
217 14,049 18,434 53,946 43,923 72,597 76,406 10,114 6,305
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -2,977)
-196 1,152 -1,407 -5,015 -3,343 -6,618 -3,598 3,641 621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 17.0 22.3 65.2 53.1 87.8 92.4 12.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 3 12 15 16 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,321
COMMITMENTS
0 0 0 46,877 42,404 46,877 42,404 8,444 12,917
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -3,205)
0 0 0 -2,127 -3,909 -2,127 -3,909 -1,078 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 84.7 76.7 84.7 76.7 15.3 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 20 20 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,674
COMMITMENTS
10,065 2,026 5,275 65,348 70,999 80,688 78,300 7,986 10,374
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -2,942)
3,519 -853 -1,011 -6,425 -130 -3,917 -1,994 975 -948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 2.3 5.9 73.7 80.1 91.0 88.3 9.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 4 26 28 31 33
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365T
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,820
COMMITMENTS
0 12,512 3,784 64,256 56,310 68,040 72,606 6,780 2,214
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -1,989)
0 2,036 0 -4,929 -4,109 -4,929 -2,073 2,940 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.7 5.1 85.9 75.3 90.9 97.0 9.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 14 14 15 16
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,451
COMMITMENTS
2,266 12,082 3,172 27,453 21,022 32,891 36,276 17,560 14,175
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -5,284)
-812 -2,312 -320 -3,611 -2,369 -4,743 -5,001 -541 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 23.9 6.3 54.4 41.7 65.2 71.9 34.8 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 4 14 15 18 20
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,075
COMMITMENTS
1,157 3,741 1,791 34,346 28,300 37,294 33,832 6,781 10,243
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -6,043)
-371 665 -943 -6,508 -7,849 -7,822 -8,127 1,779 2,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 8.5 4.1 77.9 64.2 84.6 76.8 15.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 3 17 16 20 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 215,747
COMMITMENTS
9,446 7,917 5,283 188,224 196,291 202,953 209,491 12,794 6,256
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -11,969)
2,247 185 -1,666 -13,940 -9,992 -13,359 -11,473 1,390 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 3.7 2.4 87.2 91.0 94.1 97.1 5.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 3 5 40 33 47 39
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 168,993
COMMITMENTS
0 3,041 4,529 154,071 156,475 158,600 164,045 10,393 4,948
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -7,429)
0 -2,513 -43 -6,661 -4,901 -6,704 -7,457 -725 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.8 2.7 91.2 92.6 93.9 97.1 6.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 3 34 30 37 33
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 259,037
COMMITMENTS
1,838 9,037 12,291 228,149 226,434 242,278 247,762 16,759 11,275
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -19,855)
1,270 -3,078 -2,516 -20,535 -15,548 -21,781 -21,142 1,926 1,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 3.5 4.7 88.1 87.4 93.5 95.6 6.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 3 4 39 40 43 44
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 134,881
COMMITMENTS
2,089 5,323 4,140 125,644 121,841 131,873 131,304 3,008 3,577
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -9,713)
-1,148 -985 -758 -7,430 -7,220 -9,336 -8,963 -377 -750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 3.9 3.1 93.2 90.3 97.8 97.3 2.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 6 4 32 33 38 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,890
COMMITMENTS
0 616 0 37,778 35,711 37,778 36,327 7,112 8,563
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -2,611)
0 -454 0 -2,825 -2,926 -2,825 -3,380 214 769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.4 0.0 84.2 79.6 84.2 80.9 15.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 18 17 18 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,159,599
COMMITMENTS
728,351 136,425 1050321 1353001 1952381 3131673 3139127 27,926 20,472
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -120,185)
-12,248 -10,157 -38,769 -71,165 -71,393 -122,182 -120,319 1,997 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 4.3 33.2 42.8 61.8 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
32 17 48 101 95 152 145
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,232,900
COMMITMENTS
143,053 267,305 396,954 687,455 565,389 1227462 1229648 5,438 3,252
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -112,106)
-14,702 36,697 -31,634 -53,678 -84,279 -100,014 -79,216 -12,092 -32,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 21.7 32.2 55.8 45.9 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 34 43 36 34 81 82
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,190
COMMITMENTS
1,746 760 631 27,127 28,550 29,504 29,941 686 249
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -1,496)
-70 -452 -188 -1,224 -847 -1,482 -1,487 -14 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 2.5 2.1 89.9 94.6 97.7 99.2 2.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 6 31 27 38 33
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,610
COMMITMENTS
2,840 2 204 17,302 20,748 20,346 20,954 1,264 656
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -318)
120 -48 -90 -308 -152 -278 -290 -40 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 0.0 0.9 80.1 96.0 94.2 97.0 5.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 19 16 21 18
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,695
COMMITMENTS
0 0 0 12,481 12,311 12,481 12,311 1,214 1,384
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -518)
0 0 0 -486 -454 -486 -454 -32 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 91.1 89.9 91.1 89.9 8.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 15 17 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| 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
0 800 500 25,089 26,605 25,589 27,905 3,023 707
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -779)
0 80 20 -652 -1,096 -632 -996 -147 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.8 1.7 87.7 93.0 89.4 97.5 10.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 25 22 27 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,132
COMMITMENTS
0 0 0 27,914 27,388 27,914 27,388 218 744
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -300)
0 0 0 -306 -220 -306 -220 6 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.2 97.4 99.2 97.4 0.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 16 18 16
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,022
COMMITMENTS
100 0 0 12,064 12,572 12,164 12,572 858 450
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -322)
-40 0 0 -252 -272 -292 -272 -30 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.0 0.0 92.6 96.5 93.4 96.5 6.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 16 13 16
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| 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: 9,880
COMMITMENTS
0 0 0 9,388 9,334 9,388 9,334 492 546
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -398)
0 0 0 -368 -320 -368 -320 -30 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 95.0 94.5 95.0 94.5 5.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 13 17 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 92,844
COMMITMENTS
0 9,042 0 92,340 81,866 92,340 90,908 504 1,936
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 35,603)
0 -128 0 35,539 34,051 35,539 33,923 64 1,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.7 0.0 99.5 88.2 99.5 97.9 0.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 0 18 24 18 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 1,457,155
COMMITMENTS
1,183 136,576 14,080 1441892 1276139 1457155 1426795 0 30,360
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 666,831)
1,183 -30,864 14,080 651,568 653,255 666,831 636,471 0 30,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 9.4 1.0 99.0 87.6 100.0 97.9 0.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 12 17 14 19
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,532
COMMITMENTS
0 0 0 17,472 17,034 17,472 17,034 60 498
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 102)
0 0 0 102 147 102 147 0 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.7 97.2 99.7 97.2 0.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 20 21 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,254,242
COMMITMENTS
234,724 205,448 302,181 638,532 665,187 1175437 1172816 78,805 81,426
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 8,243)
8,623 30,999 2,002 3,294 -10,825 13,919 22,176 -5,676 -13,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 16.4 24.1 50.9 53.0 93.7 93.5 6.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
81 103 140 77 83 243 248
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 190,586
COMMITMENTS
19,897 17,696 12,000 116,454 111,915 148,351 141,611 42,235 48,975
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 1,893)
-2,003 8,045 1,734 9,908 4,536 9,639 14,315 -7,746 -12,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 9.3 6.3 61.1 58.7 77.8 74.3 22.2 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 4 5 19 21 25 28
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,233
COMMITMENTS
400 3,127 1,075 45,566 42,839 47,041 47,041 192 192
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -10,161)
-380 555 -805 -9,158 -9,803 -10,343 -10,053 182 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 6.6 2.3 96.5 90.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 4 3 37 40 42 45
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 181,326
COMMITMENTS
17,776 38,875 32,920 122,661 100,139 173,357 171,934 7,969 9,392
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 1,865)
-1 635 1,391 11 -1,541 1,401 485 464 1,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 21.4 18.2 67.6 55.2 95.6 94.8 4.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 21 24 23 22 49 51
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,004
COMMITMENTS
4,563 5,145 7,169 16,278 16,237 28,010 28,551 2,994 2,453
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 220)
100 -990 1,000 -920 220 180 230 40 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 16.6 23.1 52.5 52.4 90.3 92.1 9.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 6 10 11 19 19
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 100,453
COMMITMENTS
2,565 8,891 11,459 54,438 46,411 68,462 66,761 31,991 33,692
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -3,156)
-40 -268 -432 -4,102 -2,304 -4,574 -3,004 1,418 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 8.9 11.4 54.2 46.2 68.2 66.5 31.8 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 4 16 16 20 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,974
COMMITMENTS
0 8,095 40 32,934 24,839 32,974 32,974 0 0
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 529)
0 930 -55 584 -346 529 529 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 24.5 0.1 99.9 75.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 8 1 24 30 25 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,423
COMMITMENTS
8,569 3,437 28 1,999 8,185 10,596 11,650 1,827 773
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -336)
-127 -164 -64 -226 -93 -417 -321 81 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.0 27.7 0.2 16.1 65.9 85.3 93.8 14.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
43 19 1 15 24 58 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 18,927
COMMITMENTS
10,342 1,729 30 5,389 16,042 15,761 17,801 3,166 1,126
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 405)
564 -665 -37 -125 1,025 402 323 3 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.6 9.1 0.2 28.5 84.8 83.3 94.1 16.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
37 10 3 12 23 50 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 180,933
COMMITMENTS
49,863 4,747 14,173 102,304 150,577 166,340 169,497 14,593 11,436
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -5,312)
-969 1,076 154 -3,332 -6,675 -4,147 -5,445 -1,165 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 2.6 7.8 56.5 83.2 91.9 93.7 8.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
46 24 35 73 82 138 125
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,143
COMMITMENTS
0 50 0 4,043 3,897 4,043 3,947 100 196
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -679)
-150 50 0 -629 -925 -779 -875 100 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 0.0 97.6 94.1 97.6 95.3 2.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 24 23 24 24
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,175
COMMITMENTS
1,188 275 0 22,778 24,896 23,966 25,171 1,209 4
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -914)
-20 -50 0 -960 -864 -980 -914 66 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 1.1 0.0 90.5 98.9 95.2 100.0 4.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 0 31 23 33 24
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,938
COMMITMENTS
0 340 25 18,922 18,878 18,947 19,243 991 695
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 133)
0 240 -75 678 53 603 218 -470 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.7 0.1 94.9 94.7 95.0 96.5 5.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 18 12 19 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,205
COMMITMENTS
150 50 0 11,055 11,155 11,205 11,205 0 0
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -70)
-75 50 0 5 -120 -70 -70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.4 0.0 98.7 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 26 24 27 25
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,196
COMMITMENTS
0 397 0 3,118 3,038 3,118 3,435 1,078 761
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -368)
0 -20 0 -363 -326 -363 -346 -5 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.5 0.0 74.3 72.4 74.3 81.9 25.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 15 17 15 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,528
COMMITMENTS
575 453 160 20,338 20,759 21,073 21,372 455 156
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 301)
275 72 -8 156 117 423 181 -122 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 2.1 0.7 94.5 96.4 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 1 21 28 24 30
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,504
COMMITMENTS
30 459 1 4,157 4,750 4,188 5,210 1,316 294
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 280)
1 0 -1 -288 320 -288 319 568 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 8.3 0.0 75.5 86.3 76.1 94.7 23.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 11 14 12 18
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,189
COMMITMENTS
208 90 0 7,979 8,084 8,187 8,174 2 15
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -1,306)
-197 0 -44 -1,037 -1,261 -1,278 -1,305 -28 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 1.1 0.0 97.4 98.7 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 23 17 24 18
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,088
COMMITMENTS
3,807 5,318 2,121 38,762 39,781 44,690 47,220 3,398 868
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -646)
186 -735 -205 -458 374 -477 -566 -169 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 11.1 4.4 80.6 82.7 92.9 98.2 7.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 7 4 25 30 33 39
Updated February 6, 2009