GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,340
COMMITMENTS
0 47 28 36,064 36,258 36,092 36,333 248 7
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 76)
-360 0 0 576 174 216 174 -140 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.1 0.1 99.2 99.8 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 1 33 36 34 37
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,058
COMMITMENTS
960 120 100 20,687 21,561 21,747 21,781 311 277
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 550)
0 0 0 550 549 550 549 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.5 0.5 93.8 97.7 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 31 34 33 36
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,458
COMMITMENTS
1,512 63 505 4,795 5,972 6,812 6,540 646 918
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -1)
-75 0 0 48 -104 -27 -104 26 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 0.8 6.8 64.3 80.1 91.3 87.7 8.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 3 20 23 23 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,780
COMMITMENTS
336 220 419 9,950 10,637 10,705 11,276 1,075 504
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 186)
5 -7 -27 220 333 198 299 -12 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 1.9 3.6 84.5 90.3 90.9 95.7 9.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 4 36 41 41 47
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,798
COMMITMENTS
230 149 73 8,004 8,000 8,307 8,222 491 576
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 258)
15 14 0 247 381 262 395 -4 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 1.7 0.8 91.0 90.9 94.4 93.5 5.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 2 2 39 46 41 50
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,823
COMMITMENTS
0 342 66 4,569 4,639 4,635 5,047 1,188 776
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 239)
0 0 0 231 259 231 259 8 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.9 1.1 78.5 79.7 79.6 86.7 20.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 21 23 22 24
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,577
COMMITMENTS
90 325 95 2,455 2,610 2,640 3,030 937 547
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -33)
0 10 20 91 -48 111 -18 -144 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 9.1 2.7 68.6 73.0 73.8 84.7 26.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 3 20 19 24 22
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,662
COMMITMENTS
175 0 0 1,573 1,696 1,748 1,696 914 966
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 0.0 0.0 59.1 63.7 65.7 63.7 34.3 36.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 17 16 18 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 258,898
COMMITMENTS
30,859 22,950 31,875 160,263 173,427 222,997 228,252 35,901 30,646
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 5,413)
2,594 5,076 21 1,190 -175 3,805 4,922 1,608 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 8.9 12.3 61.9 67.0 86.1 88.2 13.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
30 28 44 64 68 119 123
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,855
COMMITMENTS
91 309 0 17,305 17,356 17,396 17,665 459 190
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 1,809)
0 0 0 1,655 1,829 1,655 1,829 154 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 1.7 0.0 96.9 97.2 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 2 0 40 44 41 46
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,265
COMMITMENTS
560 0 0 13,000 14,040 13,560 14,040 705 225
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 780)
0 0 0 780 1,104 780 1,104 0 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.0 0.0 91.1 98.4 95.1 98.4 4.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 0 25 22 28 22
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,852
COMMITMENTS
0 0 0 1,712 1,602 1,712 1,602 140 250
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 340)
0 0 0 200 250 200 250 140 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 92.4 86.5 92.4 86.5 7.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 12 16 12
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 732,347
COMMITMENTS
69,878 210,402 286,044 297,237 195,425 653,159 691,871 79,188 40,476
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 24,742)
-190 -2,348 12,943 11,278 13,712 24,031 24,307 711 435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 28.7 39.1 40.6 26.7 89.2 94.5 10.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
43 84 88 76 62 183 178
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,167
COMMITMENTS
2,024 0 2,574 82,255 81,758 86,853 84,332 9,314 11,835
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -1,164)
-1,850 0 375 342 -1,139 -1,133 -764 -31 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.0 2.7 85.5 85.0 90.3 87.7 9.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 23 25 25 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,932
COMMITMENTS
3,343 9,693 1,990 48,335 33,860 53,668 45,543 6,264 14,389
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 2,804)
0 700 26 3,296 1,742 3,322 2,468 -518 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 16.2 3.3 80.6 56.5 89.5 76.0 10.5 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 4 18 15 22 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,319
COMMITMENTS
3,649 1,287 1,349 67,478 70,583 72,476 73,219 7,843 7,100
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 3,482)
0 1,287 853 3,421 1,312 4,274 3,452 -792 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 1.6 1.7 84.0 87.9 90.2 91.2 9.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 26 30 29 32
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,692
COMMITMENTS
0 0 0 83,030 83,998 83,030 83,998 16,662 15,694
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 914)
0 0 0 790 700 790 700 124 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.3 84.3 83.3 84.3 16.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 20 20 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,834
COMMITMENTS
2,139 0 857 31,443 33,389 34,439 34,246 4,395 4,588
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 124)
124 0 0 0 124 124 124 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 0.0 2.2 81.0 86.0 88.7 88.2 11.3 11.8
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 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,784
COMMITMENTS
556 6,164 3,128 81,803 76,226 85,487 85,518 5,297 5,266
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 4,432)
62 -4,415 782 3,864 8,037 4,708 4,404 -276 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 6.8 3.4 90.1 84.0 94.2 94.2 5.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 4 2 27 30 30 34
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 132,885
COMMITMENTS
5,543 550 8,213 108,442 114,138 122,198 122,901 10,687 9,984
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 467)
920 -215 -174 61 0 807 -389 -340 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.4 6.2 81.6 85.9 92.0 92.5 8.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 3 20 32 23 35
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,653
COMMITMENTS
608 6,505 2,268 32,190 24,756 35,066 33,529 4,587 6,124
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -86)
391 -37 -56 361 939 696 846 -782 -932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 16.4 5.7 81.2 62.4 88.4 84.6 11.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 16 15 19 18
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,797
COMMITMENTS
217 12,877 19,448 58,670 48,322 78,335 80,647 8,462 6,150
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 1,044)
0 -1,095 580 782 2,415 1,362 1,900 -318 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 14.8 22.4 67.6 55.7 90.3 92.9 9.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 13 16 17 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,721
COMMITMENTS
0 0 0 48,064 46,153 48,064 46,153 9,657 11,568
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 1,236)
0 0 0 1,243 1,580 1,243 1,580 -7 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.3 80.0 83.3 80.0 16.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 22 21 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,030
COMMITMENTS
3,964 4,915 6,543 76,395 72,465 86,902 83,923 5,128 8,107
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 1,428)
-2,580 2,889 -615 6,211 1,575 3,016 3,849 -1,588 -2,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 5.3 7.1 83.0 78.7 94.4 91.2 5.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 4 27 28 32 33
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365T
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,686
COMMITMENTS
0 7,982 4,864 64,042 59,720 68,906 72,566 6,780 3,120
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 720)
0 -1,208 720 0 302 720 -186 0 906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.5 6.4 84.6 78.9 91.0 95.9 9.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 14 14 15 16
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE Code-023A26
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,751
COMMITMENTS
248 0 0 40,647 39,675 40,895 39,675 856 2,076
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.0 0.0 97.4 95.0 97.9 95.0 2.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 10 15 11 15
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,527
COMMITMENTS
0 11,182 2,023 56,425 39,678 58,448 52,883 5,079 10,644
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 3,556)
0 2,709 -650 4,294 705 3,644 2,764 -88 792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.6 3.2 88.8 62.5 92.0 83.2 8.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 14 13 16 15
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| 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 02/10/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,298
COMMITMENTS
1,467 1,943 1,450 34,562 33,280 37,479 36,673 6,819 7,625
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 38)
62 0 0 -31 800 31 800 7 -762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 4.4 3.3 78.0 75.1 84.6 82.8 15.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 3 19 18 22 21
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 133,764
COMMITMENTS
4,280 2,712 0 128,024 127,512 132,304 130,224 1,460 3,540
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -1,957)
0 1,240 0 -1,957 -3,197 -1,957 -1,957 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 2.0 0.0 95.7 95.3 98.9 97.4 1.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 15 14 16 15
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 221,748
COMMITMENTS
12,801 8,238 5,967 190,431 199,581 209,199 213,786 12,549 7,962
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 2,475)
4,847 930 -1,064 -1,739 1,207 2,044 1,073 431 1,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 3.7 2.7 85.9 90.0 94.3 96.4 5.7 3.6
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 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 168,406
COMMITMENTS
491 1,783 3,952 151,396 158,095 155,839 163,830 12,567 4,576
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 118)
-3 0 3 -2,101 177 -2,101 180 2,219 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.1 2.3 89.9 93.9 92.5 97.3 7.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 3 34 29 37 32
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 272,934
COMMITMENTS
6,632 2,379 15,879 231,116 240,276 253,627 258,534 19,307 14,400
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 5,175)
4,962 -1,507 -849 -511 7,338 3,602 4,982 1,573 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.9 5.8 84.7 88.0 92.9 94.7 7.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 2 4 42 41 46 45
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 133,280
COMMITMENTS
2,089 6,823 2,430 126,677 121,098 131,196 130,351 2,084 2,929
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -456)
0 0 0 -90 -366 -90 -366 -366 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 5.1 1.8 95.0 90.9 98.4 97.8 1.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 6 4 33 33 39 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,468
COMMITMENTS
0 217 0 43,620 43,182 43,620 43,399 4,848 5,069
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 1,615)
0 -399 0 1,791 5,302 1,791 4,903 -176 -3,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.4 0.0 90.0 89.1 90.0 89.5 10.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 20 18 20 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,271,229
COMMITMENTS
735,086 139,861 1082431 1427267 2030553 3244784 3252845 26,445 18,384
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 47,892)
2,667 -9,358 13,629 32,937 44,257 49,233 48,528 -1,341 -636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 4.3 33.1 43.6 62.1 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
33 16 47 106 97 157 146
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,304,493
COMMITMENTS
176,348 288,614 405,559 715,900 605,070 1297807 1299243 6,686 5,250
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 48,062)
18,112 5,608 2,614 27,513 38,523 48,239 46,745 -177 1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 22.1 31.1 54.9 46.4 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 30 42 36 34 81 82
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,929
COMMITMENTS
1,896 760 631 28,721 30,112 31,248 31,503 681 426
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 241)
170 0 0 76 98 246 98 -5 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 2.4 2.0 90.0 94.3 97.9 98.7 2.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 6 30 27 37 33
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,938
COMMITMENTS
2,840 2 204 17,588 21,058 20,632 21,264 1,306 674
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 168)
0 0 0 126 150 126 150 42 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 0.0 0.9 80.2 96.0 94.0 96.9 6.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 18 16 20 18
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,225
COMMITMENTS
0 0 0 12,637 28,173 12,637 28,173 17,588 2,052
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 16,550)
0 0 0 176 15,882 176 15,882 16,374 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 41.8 93.2 41.8 93.2 58.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 14 17 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,507
COMMITMENTS
0 812 500 26,145 27,329 26,645 28,641 2,862 866
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 312)
0 12 0 152 160 152 172 160 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.8 1.7 88.6 92.6 90.3 97.1 9.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 26 22 28 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,876
COMMITMENTS
0 0 0 28,658 27,972 28,658 27,972 218 904
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 186)
0 0 0 186 26 186 26 0 160
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: 22)
0 0 0 17 16 17 16
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,620
COMMITMENTS
100 0 0 11,812 12,320 11,912 12,320 708 300
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -162)
0 0 0 -12 -12 -12 -12 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.0 0.0 93.6 97.6 94.4 97.6 5.6 2.4
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 02/17/09 |
--------------------------------------------------------------| 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: 9,838
COMMITMENTS
0 0 0 9,346 9,262 9,346 9,262 492 576
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 95.0 94.1 95.0 94.1 5.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 13 18 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 117,229
COMMITMENTS
0 7,122 0 115,865 108,171 115,865 115,293 1,364 1,936
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 4,340)
0 -2,560 0 4,120 6,900 4,120 4,340 220 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.1 0.0 98.8 92.3 98.8 98.3 1.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 0 19 26 19 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 1,970,691
COMMITMENTS
0 100,583 14,080 1956611 1825668 1970691 1940331 0 30,360
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 60,632)
0 -46,640 0 60,632 107,272 60,632 60,632 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.1 0.7 99.3 92.6 100.0 98.5 0.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 15 20 16 23
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,059
COMMITMENTS
0 125 0 15,904 15,645 15,904 15,770 155 289
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 66)
0 125 0 -24 6 -24 131 90 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 0.0 99.0 97.4 99.0 98.2 1.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 23 21 23 22
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,477
COMMITMENTS
40 0 0 4,350 5,183 4,390 5,183 1,087 294
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -145)
40 0 0 -198 -304 -158 -304 13 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 0.0 79.4 94.6 80.2 94.6 19.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 19 19 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,230,255
COMMITMENTS
243,728 198,712 288,538 629,554 665,245 1161820 1152495 68,435 77,760
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -7,335)
4,165 -24,273 -15,129 6,122 24,788 -4,842 -14,614 -2,493 7,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 16.2 23.5 51.2 54.1 94.4 93.7 5.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
89 98 138 80 87 248 252
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 203,003
COMMITMENTS
19,198 21,921 12,430 124,573 120,465 156,201 154,816 46,802 48,187
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 4,142)
-886 -42 409 1,834 4,781 1,357 5,148 2,785 -1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 10.8 6.1 61.4 59.3 76.9 76.3 23.1 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 4 5 21 21 27 28
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,070
COMMITMENTS
1,125 3,102 1,350 52,415 50,463 54,890 54,915 180 155
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 4,247)
150 0 300 3,822 4,022 4,272 4,322 -25 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 5.6 2.5 95.2 91.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 3 2 36 41 41 45
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 185,826
COMMITMENTS
18,970 37,851 35,377 123,252 103,066 177,599 176,294 8,227 9,532
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 2,396)
1,099 -365 1,344 253 1,410 2,696 2,389 -300 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 20.4 19.0 66.3 55.5 95.6 94.9 4.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
10 23 26 23 22 52 52
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,673
COMMITMENTS
0 6,350 460 53,976 42,488 54,436 49,298 13,237 18,375
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 570)
0 0 0 100 450 100 450 470 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.4 0.7 79.8 62.8 80.4 72.8 19.6 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 15 16 16 18
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 102,936
COMMITMENTS
2,649 8,060 11,663 60,896 53,932 75,208 73,655 27,728 29,281
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 2,489)
84 -726 174 6,295 8,079 6,553 7,527 -4,064 -5,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 7.8 11.3 59.2 52.4 73.1 71.6 26.9 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 4 19 19 23 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,391
COMMITMENTS
475 7,695 390 35,226 28,006 36,091 36,091 300 300
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 1,890)
475 -475 350 765 1,715 1,590 1,590 300 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 21.1 1.1 96.8 77.0 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 6 1 25 31 26 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,750
COMMITMENTS
8,676 2,963 19 2,084 9,075 10,779 12,057 1,971 693
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -10)
-180 -129 -8 168 90 -20 -47 10 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.0 23.2 0.1 16.3 71.2 84.5 94.6 15.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
47 15 2 16 25 64 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 20,510
COMMITMENTS
11,736 1,607 83 5,168 17,673 16,987 19,363 3,523 1,147
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 565)
867 -62 45 -334 619 578 602 -13 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.2 7.8 0.4 25.2 86.2 82.8 94.4 17.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
44 10 4 12 23 58 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 191,512
COMMITMENTS
52,300 9,097 11,860 111,307 157,486 175,467 178,443 16,045 13,069
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 3,918)
239 4,500 -218 3,800 -672 3,821 3,610 97 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 4.8 6.2 58.1 82.2 91.6 93.2 8.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
49 23 35 82 86 148 133
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,860
COMMITMENTS
0 50 0 5,760 5,614 5,760 5,664 100 196
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 607)
0 0 0 607 607 607 607 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.9 0.0 98.3 95.8 98.3 96.7 1.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 25 27 25 28
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,472
COMMITMENTS
1,688 0 0 25,560 28,359 27,248 28,359 1,224 113
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 1,016)
0 0 0 1,013 971 1,013 971 3 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 0.0 0.0 89.8 99.6 95.7 99.6 4.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 0 0 32 28 35 28
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,011
COMMITMENTS
0 515 25 19,710 19,821 19,735 20,361 1,276 650
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 150)
0 0 0 15 195 15 195 135 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.5 0.1 93.8 94.3 93.9 96.9 6.1 3.1
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 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,959
COMMITMENTS
474 50 0 13,485 13,909 13,959 13,959 0 0
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 455)
0 0 0 455 455 455 455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.4 0.0 96.6 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 0 26 24 28 25
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,432
COMMITMENTS
0 482 0 3,294 3,177 3,294 3,659 1,138 773
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 81)
0 0 0 36 51 36 51 45 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.9 0.0 74.3 71.7 74.3 82.6 25.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 15 16 15 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,187
COMMITMENTS
1,445 741 299 22,089 23,132 23,833 24,172 354 15
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 117)
30 -96 139 205 215 374 258 -257 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 3.1 1.2 91.3 95.6 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 2 22 30 26 34
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,965
COMMITMENTS
0 555 0 4,541 5,134 4,541 5,689 1,424 276
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 365)
-30 0 -1 384 384 353 383 12 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.3 0.0 76.1 86.1 76.1 95.4 23.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 11 14 11 17
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,897
COMMITMENTS
372 313 0 9,424 9,380 9,796 9,693 101 204
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 1,158)
164 201 0 940 813 1,104 1,014 54 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 3.2 0.0 95.2 94.8 99.0 97.9 1.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 0 24 20 27 22
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 02/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,236
COMMITMENTS
3,891 5,759 2,379 39,367 40,274 45,637 48,412 3,599 824
CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 648)
0 54 75 573 579 648 708 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 11.7 4.8 80.0 81.8 92.7 98.3 7.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 7 4 26 33 34 42
Updated February 20, 2009