GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,453
COMMITMENTS
1,794 417 0 38,367 39,853 40,161 40,270 292 183
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -4,471)
669 -56 0 -5,139 -4,435 -4,470 -4,491 -1 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 1.0 0.0 94.8 98.5 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 4 0 33 36 35 40
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,573
COMMITMENTS
200 120 50 20,263 20,317 20,513 20,487 60 86
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,295)
-50 0 0 -2,230 -2,261 -2,280 -2,261 -15 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.6 0.2 98.5 98.8 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 29 29 31 31
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,043
COMMITMENTS
0 348 507 5,766 5,412 6,273 6,267 770 776
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -496)
-247 132 35 -408 -785 -620 -618 124 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.9 7.2 81.9 76.8 89.1 89.0 10.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 26 24 27 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,981
COMMITMENTS
337 381 500 8,730 8,890 9,567 9,771 1,414 1,210
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -1,468)
104 -82 -102 -1,617 -1,304 -1,615 -1,488 147 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 3.5 4.6 79.5 81.0 87.1 89.0 12.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 3 34 35 37 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,021
COMMITMENTS
35 122 36 7,544 7,448 7,615 7,606 406 415
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,108)
12 -89 -17 -1,892 -1,850 -1,897 -1,956 -211 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 1.5 0.4 94.1 92.9 94.9 94.8 5.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 4 3 47 55 50 60
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,922
COMMITMENTS
115 0 83 4,464 4,695 4,662 4,778 1,260 1,144
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -405)
-12 0 0 -156 -300 -168 -300 -237 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 1.4 75.4 79.3 78.7 80.7 21.3 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 20 19 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,769
COMMITMENTS
780 0 0 1,374 2,329 2,154 2,329 615 440
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -477)
-90 0 0 -563 -578 -653 -578 176 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 0.0 0.0 49.6 84.1 77.8 84.1 22.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 17 14 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,889
COMMITMENTS
0 0 0 7,874 7,839 7,874 7,839 15 50
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -1,000)
0 0 0 -1,015 -1,050 -1,015 -1,050 15 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.8 99.4 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 16 21 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 306,603
COMMITMENTS
44,223 18,819 40,909 187,802 218,733 272,934 278,461 33,669 28,142
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 10,947)
-587 3,329 2,925 9,273 1,323 11,611 7,577 -664 3,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 6.1 13.3 61.3 71.3 89.0 90.8 11.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
33 30 45 69 72 128 130
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 18,189
COMMITMENTS
819 0 700 15,165 17,184 16,684 17,884 1,505 305
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -6,891)
-174 -45 -50 -7,591 -6,201 -7,815 -6,296 924 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.0 3.8 83.4 94.5 91.7 98.3 8.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 0 4 41 46 46 50
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,515
COMMITMENTS
1,040 1,850 75 19,660 18,680 20,775 20,605 1,740 1,910
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 975)
0 0 0 975 525 975 525 0 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 8.2 0.3 87.3 83.0 92.3 91.5 7.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 1 26 26 30 29
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,980
COMMITMENTS
7,789 50 300 10,651 16,548 18,740 16,898 240 2,082
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 150)
900 0 0 -750 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 0.3 1.6 56.1 87.2 98.7 89.0 1.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 11 16 15 17
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 7,488
COMMITMENTS
0 0 0 6,789 7,196 6,789 7,196 699 292
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -494)
0 0 0 -415 -494 -415 -494 -79 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.7 96.1 90.7 96.1 9.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 15 13 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 720,282
COMMITMENTS
95,911 264,540 221,259 319,734 191,333 636,904 677,132 83,378 43,150
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 220)
4,298 3,081 -5,250 4,615 5,566 3,663 3,397 -3,443 -3,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 36.7 30.7 44.4 26.6 88.4 94.0 11.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
97 106 118 87 68 251 231
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,419
COMMITMENTS
544 25 1,808 67,207 69,241 69,559 71,074 7,860 6,345
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 849)
169 -435 15 310 550 494 130 355 719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 2.3 86.8 89.4 89.8 91.8 10.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 23 24 26 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,881
COMMITMENTS
382 2,546 4,490 34,463 24,019 39,335 31,055 6,546 14,826
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -676)
-150 -722 454 -784 -1,738 -480 -2,006 -196 1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 5.5 9.8 75.1 52.4 85.7 67.7 14.3 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 4 17 17 21 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,662
COMMITMENTS
2,420 0 586 57,967 56,434 60,973 57,020 9,689 13,642
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 1,664)
0 0 0 1,664 1,060 1,664 1,060 0 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.0 0.8 82.0 79.9 86.3 80.7 13.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 24 26 27 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,924
COMMITMENTS
0 0 0 73,801 77,788 73,801 77,788 10,123 6,136
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -4,587)
0 0 0 -3,760 -3,439 -3,760 -3,439 -827 -1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.9 92.7 87.9 92.7 12.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 24 23 24 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,091
COMMITMENTS
0 2,329 3,923 75,798 75,941 79,721 82,193 7,370 4,898
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -4,354)
0 -932 -148 -3,920 -2,889 -4,068 -3,969 -286 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.7 4.5 87.0 87.2 91.5 94.4 8.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 2 28 26 30 28
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,334
COMMITMENTS
196 1,475 8,376 91,650 89,378 100,222 99,229 6,112 7,105
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -5,500)
196 -2,030 1,303 -7,018 -3,679 -5,519 -4,406 19 -1,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 1.4 7.9 86.2 84.1 94.3 93.3 5.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 19 28 21 30
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,669
COMMITMENTS
0 6,211 2,228 31,228 22,955 33,456 31,394 2,213 4,275
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 1,329)
0 1,179 -118 1,447 -34 1,329 1,027 0 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.4 6.2 87.5 64.4 93.8 88.0 6.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 16 14 18 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,678
COMMITMENTS
0 0 0 32,901 40,097 32,901 40,097 14,777 7,581
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 69.0 84.1 69.0 84.1 31.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 21 17 21 17
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,424
COMMITMENTS
2,475 5,295 4,632 83,317 82,916 90,424 92,843 7,000 4,581
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -3,851)
-2,632 -683 294 -2,596 -2,748 -4,934 -3,137 1,083 -714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 5.4 4.8 85.5 85.1 92.8 95.3 7.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 5 27 33 32 38
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,504
COMMITMENTS
1,362 7,733 2,485 52,909 40,110 56,756 50,328 3,748 10,176
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 430)
0 -720 0 553 1,181 553 461 -123 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 12.8 4.1 87.4 66.3 93.8 83.2 6.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 13 15 15 17
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,241
COMMITMENTS
1,364 4,012 496 107,369 103,685 109,229 108,193 2,012 3,048
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 372)
0 372 0 372 240 372 612 0 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 3.6 0.4 96.5 93.2 98.2 97.3 1.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 18 17 19 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 224,301
COMMITMENTS
9,660 10,990 5,373 200,150 202,143 215,183 218,506 9,118 5,795
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 5,038)
281 1,071 -747 5,383 4,694 4,917 5,018 121 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 4.9 2.4 89.2 90.1 95.9 97.4 4.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 4 37 39 43 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 148,559
COMMITMENTS
1,705 425 2,809 131,397 142,299 135,911 145,533 12,648 3,026
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 2,076)
590 0 8 1,478 2,068 2,076 2,076 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.3 1.9 88.4 95.8 91.5 98.0 8.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 2 31 28 33 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 258,141
COMMITMENTS
13,879 490 12,608 213,008 231,332 239,495 244,430 18,646 13,711
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 1,180)
-3,846 -807 1,064 5,267 798 2,485 1,055 -1,305 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 0.2 4.9 82.5 89.6 92.8 94.7 7.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 4 38 39 42 43
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,971
COMMITMENTS
1,904 0 2,440 42,986 47,282 47,330 49,722 7,641 5,249
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.0 4.4 78.2 86.0 86.1 90.5 13.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 16 14 18 15
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,841
COMMITMENTS
792 1,379 933 67,639 68,390 69,364 70,702 6,477 5,139
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 1.8 1.2 89.2 90.2 91.5 93.2 8.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 18 15 21 17
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,936,567
COMMITMENTS
605,321 107,904 931,564 1373758 1885197 2910643 2924665 25,924 11,902
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 10,691)
5,414 6,752 12,130 -7,340 -8,667 10,204 10,215 487 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 3.7 31.7 46.8 64.2 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
38 28 58 104 101 171 162
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,045,832
COMMITMENTS
126,006 126,072 222,195 694,781 692,091 1042982 1040358 2,850 5,474
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 36,939)
21,146 37,160 -10,768 26,641 10,878 37,019 37,270 -80 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 12.1 21.2 66.4 66.2 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
20 26 35 42 43 83 83
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,706
COMMITMENTS
722 316 294 36,018 37,082 37,034 37,692 672 14
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 822)
40 0 0 758 1,425 798 1,425 24 -603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.8 0.8 95.5 98.3 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 1 3 35 31 40 34
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,871
COMMITMENTS
344 44 0 8,165 8,466 8,509 8,510 362 361
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -625)
0 44 0 -583 -903 -583 -859 -42 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.5 0.0 92.0 95.4 95.9 95.9 4.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 12 16 13 17
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,227
COMMITMENTS
2,940 0 58 15,975 19,074 18,973 19,132 1,254 1,095
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 0.0 0.3 79.0 94.3 93.8 94.6 6.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 21 18 23 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,589
COMMITMENTS
0 596 578 28,906 29,851 29,484 31,025 2,105 564
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 190)
-120 36 -12 322 166 190 190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.9 1.8 91.5 94.5 93.3 98.2 6.7 1.8
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 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,785
COMMITMENTS
0 0 0 23,309 23,193 23,309 23,193 476 592
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 164)
0 0 0 164 164 164 164 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.0 97.5 98.0 97.5 2.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 14 16 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,328
COMMITMENTS
740 0 0 11,508 12,434 12,248 12,434 1,080 894
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -40)
-60 0 0 20 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 0.0 0.0 86.3 93.3 91.9 93.3 8.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 21 18 22 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,314
COMMITMENTS
0 0 0 11,115 11,878 11,115 11,878 1,199 436
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 94)
0 0 0 110 254 110 254 -16 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.3 96.5 90.3 96.5 9.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 18 17 18
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| 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: 13,042
COMMITMENTS
0 0 0 12,554 10,972 12,554 10,972 488 2,070
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 198)
0 0 0 198 78 198 78 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.3 84.1 96.3 84.1 3.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 22 18 22 18
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 21,646
COMMITMENTS
0 1,140 0 21,456 20,316 21,456 21,456 190 190
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.3 0.0 99.1 93.9 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 8 12 9
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 94,344
COMMITMENTS
0 6,325 0 94,344 88,019 94,344 94,344 0 0
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.7 0.0 100.0 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 16 14 16 16
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,568,816
COMMITMENTS
0 81,600 0 1568816 1487216 1568816 1568816 0 0
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.2 0.0 100.0 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 14 12 14 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 145,823
COMMITMENTS
7,990 0 0 137,833 144,873 145,823 144,873 0 950
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 0.0 0.0 94.5 99.3 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 0 18 27 21 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,154,634
COMMITMENTS
108,392 0 0 2046242 2154634 2154634 2154634 0 0
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 0.0 0.0 95.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 0 16 22 19 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 44,642
COMMITMENTS
38 3,195 42 44,477 40,982 44,557 44,219 85 423
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 7.2 0.1 99.6 91.8 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 12 16 14
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 716,277
COMMITMENTS
0 64,240 0 716,277 652,037 716,277 716,277 0 0
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 3,920)
0 0 0 3,920 3,920 3,920 3,920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.0 0.0 100.0 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 14 12 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 47,797
COMMITMENTS
1,290 320 0 46,507 47,477 47,797 47,797 0 0
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 1,335)
0 0 0 1,335 1,335 1,335 1,335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.7 0.0 97.3 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 0 19 25 20 27
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 781,223
COMMITMENTS
27,151 0 2,304 751,768 778,919 781,223 781,223 0 0
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 18,720)
0 0 0 18,720 18,720 18,720 18,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.0 0.3 96.2 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 19 23 21 24
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,888
COMMITMENTS
291 84 74 19,966 20,529 20,331 20,687 557 201
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -1,707)
0 0 0 -1,507 -1,722 -1,507 -1,722 -200 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.4 0.4 95.6 98.3 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 31 34 32 36
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,486
COMMITMENTS
217 0 0 8,088 8,201 8,305 8,201 181 285
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 365)
0 0 0 365 305 365 305 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.0 0.0 95.3 96.6 97.9 96.6 2.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 19 22 19
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,823
COMMITMENTS
245 0 130 14,151 14,593 14,526 14,723 297 100
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 2)
-5 0 -10 2 2 -13 -8 15 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 0.9 95.5 98.4 98.0 99.3 2.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 21 23 22
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,764
COMMITMENTS
0 290 130 4,264 3,743 4,394 4,163 370 601
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.1 2.7 89.5 78.6 92.2 87.4 7.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 21 18 22 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,178,263
COMMITMENTS
211,936 178,824 260,391 629,710 667,430 1102037 1106645 76,226 71,618
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 13,752)
-3,793 -8,311 -7,332 22,119 22,224 10,994 6,581 2,758 7,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 15.2 22.1 53.4 56.6 93.5 93.9 6.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
100 102 152 87 97 284 270
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 206,318
COMMITMENTS
33,803 32,018 1,058 143,489 121,800 178,350 154,876 27,968 51,442
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 2,512)
195 597 15 1,409 1,442 1,619 2,054 893 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 15.5 0.5 69.5 59.0 86.4 75.1 13.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 4 27 26 32 32
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,422
COMMITMENTS
152 1,860 345 63,625 62,142 64,122 64,347 300 75
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 3,273)
-418 75 -175 3,866 3,398 3,273 3,298 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 2.9 0.5 98.8 96.5 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 5 4 43 47 49 53
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 170,688
COMMITMENTS
20,715 47,356 11,797 131,208 102,995 163,720 162,148 6,968 8,540
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -8,757)
1,167 2,995 -2,719 -7,688 -9,210 -9,240 -8,934 483 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 27.7 6.9 76.9 60.3 95.9 95.0 4.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 18 17 24 23 45 45
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,737
COMMITMENTS
1,445 3,325 1,556 33,574 32,692 36,575 37,573 4,162 3,164
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 5)
-651 -600 1 741 12 91 -587 -86 592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 8.2 3.8 82.4 80.3 89.8 92.2 10.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 4 15 17 20 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 107,720
COMMITMENTS
4,923 2,088 1,543 66,507 81,055 72,973 84,686 34,747 23,034
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 533)
120 -195 6 19 939 145 750 388 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 1.9 1.4 61.7 75.2 67.7 78.6 32.3 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 22 20 25 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,598
COMMITMENTS
400 1,428 0 41,988 41,018 42,388 42,446 210 152
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 560)
0 180 0 560 440 560 620 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 3.4 0.0 98.6 96.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 0 27 34 28 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,372
COMMITMENTS
15,208 2,735 153 4,517 19,027 19,878 21,915 2,494 457
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 717)
414 51 -10 154 746 558 787 159 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.0 12.2 0.7 20.2 85.0 88.9 98.0 11.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
84 13 2 17 26 103 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 26,908
COMMITMENTS
17,580 2,432 264 4,483 23,323 22,327 26,019 4,581 889
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 51)
1,192 79 -261 -825 510 106 328 -55 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.3 9.0 1.0 16.7 86.7 83.0 96.7 17.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
67 14 3 13 29 80 46
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 206,685
COMMITMENTS
53,343 10,568 15,990 123,627 170,280 192,960 196,838 13,725 9,847
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -172)
71 -255 520 -1,049 -325 -458 -60 286 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 5.1 7.7 59.8 82.4 93.4 95.2 6.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
58 22 43 69 90 154 138
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,546
COMMITMENTS
1,242 0 213 14,443 15,699 15,898 15,912 4,648 4,634
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 71)
18 0 12 -55 -1 -25 11 96 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 0.0 1.0 70.3 76.4 77.4 77.4 22.6 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 17 18 19 19
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,910
COMMITMENTS
1,954 0 100 8,173 9,904 10,227 10,004 683 906
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,164)
-350 0 0 -1,764 -2,170 -2,114 -2,170 -50 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 0.0 0.9 74.9 90.8 93.7 91.7 6.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 0 1 32 32 37 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,517
COMMITMENTS
2,855 50 12 31,643 35,379 34,510 35,441 1,007 76
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -3,105)
-40 50 0 -3,321 -3,229 -3,361 -3,179 256 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 0.1 0.0 89.1 99.6 97.2 99.8 2.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 1 32 32 35 34
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,106
COMMITMENTS
880 0 345 18,556 19,436 19,781 19,781 1,325 1,325
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,276)
-5 0 150 -3,486 -2,376 -3,341 -2,226 1,065 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 1.6 87.9 92.1 93.7 93.7 6.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 23 17 26 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,507
COMMITMENTS
450 100 0 16,057 16,107 16,507 16,207 0 300
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,735)
0 0 0 -2,735 -2,735 -2,735 -2,735 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.6 0.0 97.3 97.6 100.0 98.2 0.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 0 27 27 29 28
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,194
COMMITMENTS
406 188 0 2,587 3,338 2,993 3,526 1,201 668
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 212)
6 0 0 115 172 121 172 91 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 4.5 0.0 61.7 79.6 71.4 84.1 28.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 0 15 17 18 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,510
COMMITMENTS
0 0 0 13,983 14,040 13,983 14,040 527 470
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,344)
-145 0 0 -2,212 -2,324 -2,357 -2,324 13 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.4 96.8 96.4 96.8 3.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 15 23 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,778
COMMITMENTS
2,418 714 82 16,830 18,661 19,330 19,457 448 321
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 672)
96 0 0 576 692 672 692 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 3.6 0.4 85.1 94.4 97.7 98.4 2.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 2 29 33 34 38
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,272
COMMITMENTS
222 90 19 7,756 7,986 7,997 8,095 275 177
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 514)
0 0 18 541 541 559 559 -45 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 1.1 0.2 93.8 96.5 96.7 97.9 3.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 25 19 26 21
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 09/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,659
COMMITMENTS
10,075 0 1,448 41,804 53,554 53,327 55,002 2,332 657
CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 344)
141 0 192 36 -51 369 141 -25 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 0.0 2.6 75.1 96.2 95.8 98.8 4.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 0 4 32 37 41 41
Updated September 11, 2008