GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,144
COMMITMENTS
1,353 630 0 46,539 47,434 47,892 48,064 252 80
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 987)
0 0 0 863 925 863 925 124 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 1.3 0.0 96.7 98.5 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 0 39 41 40 43
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,884
COMMITMENTS
150 120 0 20,689 20,668 20,839 20,788 45 96
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 484)
0 0 0 484 484 484 484 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.6 0.0 99.1 99.0 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 28 28 29 29
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,195
COMMITMENTS
0 470 388 5,495 5,283 5,883 6,141 1,312 1,054
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 235)
0 15 0 410 215 410 230 -175 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 5.4 76.4 73.4 81.8 85.4 18.2 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 21 20 22 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,439
COMMITMENTS
455 189 520 9,079 9,437 10,054 10,146 1,385 1,293
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 266)
22 -92 -25 100 222 97 105 169 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 1.7 4.5 79.4 82.5 87.9 88.7 12.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 2 5 39 44 45 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,215
COMMITMENTS
37 236 97 9,224 9,056 9,358 9,389 857 826
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 470)
0 43 25 421 277 446 345 24 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 2.3 0.9 90.3 88.7 91.6 91.9 8.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
1 3 3 51 60 54 65
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,840
COMMITMENTS
58 0 83 4,226 4,416 4,367 4,499 1,473 1,341
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.0 1.4 72.4 75.6 74.8 77.0 25.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 19 19 20 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,107
COMMITMENTS
0 0 0 8,092 8,087 8,092 8,087 15 20
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 70)
0 0 0 130 160 130 160 -60 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.8 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 16 20 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 320,479
COMMITMENTS
59,453 15,257 38,234 170,396 239,330 268,083 292,821 52,396 27,658
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 4,751)
4,141 -388 -1,758 -8,854 3,807 -6,471 1,661 11,222 3,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 4.8 11.9 53.2 74.7 83.7 91.4 16.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
49 26 49 65 77 142 131
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 26,496
COMMITMENTS
841 395 735 23,162 23,319 24,738 24,449 1,758 2,047
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,545)
50 145 75 1,545 1,200 1,670 1,420 -125 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 1.5 2.8 87.4 88.0 93.4 92.3 6.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 4 5 50 46 57 54
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,740
COMMITMENTS
925 2,700 225 19,000 16,505 20,150 19,430 1,590 2,310
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 0 150 0 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 12.4 1.0 87.4 75.9 92.7 89.4 7.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 2 23 21 27 25
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,685
COMMITMENTS
5,944 50 300 10,301 14,253 16,545 14,603 140 2,082
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -150)
0 0 0 0 0 0 0 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 0.3 1.8 61.7 85.4 99.2 87.5 0.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 10 16 13 17
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,923
COMMITMENTS
1,132 0 238 2,453 3,139 3,823 3,377 1,100 1,546
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 66)
14 0 -8 98 -57 104 -65 -38 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 0.0 4.8 49.8 63.8 77.7 68.6 22.3 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 3 13 16 17 19
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,497
COMMITMENTS
0 127 0 2,420 1,820 2,420 1,947 77 550
CHANGES FROM 10/20/09 (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 5.1 0.0 96.9 72.9 96.9 78.0 3.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 0 17 13 17 16
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 7,952
COMMITMENTS
0 0 0 7,180 7,724 7,180 7,724 772 228
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 66)
0 0 0 51 63 51 63 15 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.3 97.1 90.3 97.1 9.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 16 15 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 722,597
COMMITMENTS
76,348 230,186 236,545 299,919 180,973 612,812 647,704 109,785 74,893
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -8,638)
-13,403 -11,605 -8,355 -880 -11,680 -22,638 -31,640 14,000 23,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 31.9 32.7 41.5 25.0 84.8 89.6 15.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
72 73 102 84 66 218 189
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,112
COMMITMENTS
1,837 0 2,674 66,026 67,173 70,537 69,847 6,575 7,265
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 0)
-120 0 120 0 0 0 120 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.0 3.5 85.6 87.1 91.5 90.6 8.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 3 20 20 23 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,704
COMMITMENTS
1,349 2,031 5,484 38,643 29,533 45,476 37,048 7,228 15,656
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,605)
240 720 -27 788 972 1,001 1,665 604 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 3.9 10.4 73.3 56.0 86.3 70.3 13.7 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 13 16 16 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,221
COMMITMENTS
2,269 0 670 55,328 55,380 58,267 56,050 13,954 16,171
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 3,646)
-889 0 270 4,357 5,084 3,738 5,354 -92 -1,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 0.9 76.6 76.7 80.7 77.6 19.3 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 23 26 26 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,737
COMMITMENTS
0 0 0 71,246 79,527 71,246 79,527 14,491 6,210
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -270)
0 0 0 -119 -270 -119 -270 -151 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.1 92.8 83.1 92.8 16.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 21 19 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,271
COMMITMENTS
240 3,309 5,086 73,452 78,618 78,778 87,013 13,493 5,258
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,784)
240 -612 320 -523 1,500 37 1,208 1,747 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 3.6 5.5 79.6 85.2 85.4 94.3 14.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 5 3 22 22 26 27
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,187
COMMITMENTS
0 9,771 5,489 94,332 81,726 99,821 96,986 6,366 9,201
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 117)
0 -911 207 152 87 359 -617 -242 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.2 5.2 88.8 77.0 94.0 91.3 6.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 3 18 24 21 27
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 32,486
COMMITMENTS
0 3,010 2,919 28,212 23,479 31,131 29,408 1,355 3,078
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -802)
0 -1,806 56 -345 1,376 -289 -374 -513 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.3 9.0 86.8 72.3 95.8 90.5 4.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 18 15 20 17
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,748
COMMITMENTS
3,129 3,552 3,303 77,620 83,683 84,052 90,538 12,696 6,210
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 349)
1,445 -979 -775 -337 1,565 333 -189 16 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 3.7 3.4 80.2 86.5 86.9 93.6 13.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 3 25 29 28 32
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,419
COMMITMENTS
1,170 7,993 4,168 54,662 39,958 60,000 52,119 4,419 12,300
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 12.4 6.5 84.9 62.0 93.1 80.9 6.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 9 14 11 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,913
COMMITMENTS
2,480 3,020 0 102,665 97,812 105,145 100,832 3,768 8,081
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 956)
0 0 0 1,862 956 1,862 956 -906 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 2.8 0.0 94.3 89.8 96.5 92.6 3.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 19 17 20 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 228,049
COMMITMENTS
8,943 13,451 4,415 206,278 206,299 219,636 224,165 8,413 3,884
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 762)
-1,475 2,492 -253 3,981 325 2,253 2,564 -1,491 -1,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 5.9 1.9 90.5 90.5 96.3 98.3 3.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 3 6 39 38 47 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 150,473
COMMITMENTS
4,677 1,015 3,108 132,232 142,261 140,017 146,384 10,456 4,089
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 4,284)
-257 174 334 5,119 3,776 5,196 4,284 -912 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.7 2.1 87.9 94.5 93.1 97.3 6.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 2 30 29 33 32
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 252,823
COMMITMENTS
21,144 178 15,184 202,671 227,130 238,999 242,492 13,824 10,331
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 3,908)
-3,846 0 4,569 4,081 244 4,804 4,813 -896 -905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.1 6.0 80.2 89.8 94.5 95.9 5.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 1 6 35 37 42 43
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,998
COMMITMENTS
1,646 0 2,314 43,400 47,583 47,360 49,897 8,638 6,101
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 576)
598 0 -215 129 552 512 337 64 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.0 4.1 77.5 85.0 84.6 89.1 15.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 15 16 16
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,948,013
COMMITMENTS
629,029 101,383 877,848 1412201 1952764 2919078 2931995 28,935 16,018
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 5,277)
-4,163 14,207 3,661 23,546 6,388 23,044 24,256 -17,767 -18,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 3.4 29.8 47.9 66.2 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
40 26 57 112 104 179 166
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,039,598
COMMITMENTS
168,845 147,684 193,506 676,481 692,777 1038832 1033967 766 5,631
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 57,649)
27,168 7,366 21,777 12,380 24,680 61,325 53,823 -3,676 3,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 14.2 18.6 65.1 66.6 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
34 20 42 46 45 97 90
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,204
COMMITMENTS
0 443 52 2,112 1,594 2,164 2,089 40 115
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -129)
0 65 12 242 188 254 265 -383 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 20.1 2.4 95.8 72.3 98.2 94.8 1.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 1 13 13 14 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 39,369
COMMITMENTS
570 256 984 36,901 37,828 38,455 39,068 914 301
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -225)
-188 -20 128 -188 -450 -248 -342 23 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.7 2.5 93.7 96.1 97.7 99.2 2.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 4 33 30 38 34
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,667
COMMITMENTS
0 44 0 7,347 7,559 7,347 7,603 320 64
CHANGES FROM 10/20/09 (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 0.6 0.0 95.8 98.6 95.8 99.2 4.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 12 13 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,520
COMMITMENTS
78 80 488 17,950 17,966 18,516 18,534 1,004 986
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -366)
-420 80 30 24 -534 -366 -424 0 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.4 2.5 92.0 92.0 94.9 94.9 5.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 22 20 24 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,131
COMMITMENTS
0 1,164 466 29,302 30,217 29,768 31,847 2,363 284
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -71)
0 36 0 -2 11 -2 47 -69 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.6 1.5 91.2 94.0 92.6 99.1 7.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 25 24 27 26
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,392
COMMITMENTS
772 0 0 11,812 12,192 12,584 12,192 808 1,200
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -84)
0 0 0 -84 -164 -84 -164 0 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 0.0 0.0 88.2 91.0 94.0 91.0 6.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 20 17 22 17
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,162
COMMITMENTS
0 0 0 13,083 13,886 13,083 13,886 1,079 276
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 320)
0 0 0 296 318 296 318 24 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 92.4 98.1 92.4 98.1 7.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 21 21 21 21
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| 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: 12,248
COMMITMENTS
0 0 0 11,568 11,850 11,568 11,850 680 398
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -410)
0 0 0 -434 -410 -434 -410 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.4 96.8 94.4 96.8 5.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 21 23 21
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 20,523
COMMITMENTS
0 1,114 0 20,354 19,240 20,354 20,354 169 169
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.4 0.0 99.2 93.7 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 14 8 14 10
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 54,514
COMMITMENTS
264 44 0 53,305 54,370 53,569 54,414 945 100
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 3,960)
0 0 0 3,860 3,860 3,860 3,860 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.1 0.0 97.8 99.7 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 19 9 20 10
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 890,731
COMMITMENTS
0 31,040 0 890,731 859,691 890,731 890,731 0 0
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 46,880)
0 0 0 46,880 46,880 46,880 46,880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 0.0 100.0 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 14 7 14 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 94,349
COMMITMENTS
0 5,905 0 94,349 88,444 94,349 94,349 0 0
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 3,554)
0 0 0 3,554 3,554 3,554 3,554 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.3 0.0 100.0 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 16 14 16 16
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,563,506
COMMITMENTS
0 77,760 0 1563506 1485746 1563506 1563506 0 0
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 59,856)
0 0 0 59,856 59,856 59,856 59,856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.0 0.0 100.0 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 15 12 15 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 172,506
COMMITMENTS
7,019 0 0 165,467 171,641 172,486 171,641 20 865
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 5,659)
0 0 0 5,639 5,639 5,639 5,639 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.0 0.0 95.9 99.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 0 20 29 23 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,684,671
COMMITMENTS
111,928 0 0 2572743 2684671 2684671 2684671 0 0
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 78,737)
0 0 0 78,737 78,737 78,737 78,737 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 0.0 95.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 0 19 22 22 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 63,204
COMMITMENTS
80 3,090 0 63,060 59,646 63,140 62,736 64 468
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -404)
0 0 0 -404 -404 -404 -404 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 4.9 0.0 99.8 94.4 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 19 13 20 14
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,045,654
COMMITMENTS
0 62,320 0 1045654 983,334 1045654 1045654 0 0
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -4,664)
0 0 0 -4,664 -4,664 -4,664 -4,664 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.0 0.0 100.0 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 14 14 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 49,150
COMMITMENTS
1,537 430 110 47,248 48,570 48,895 49,110 255 40
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,154)
0 301 0 899 853 899 1,154 255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.9 0.2 96.1 98.8 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 1 26 24 28 26
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 894,129
COMMITMENTS
30,175 36,272 3,920 860,034 853,937 894,129 894,129 0 0
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 17,629)
-1,552 9,765 -2,005 21,186 9,869 17,629 17,629 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 4.1 0.4 96.2 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 1 24 24 27 27
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,682
COMMITMENTS
330 84 20 17,883 18,417 18,233 18,521 449 161
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.4 0.1 95.7 98.6 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 28 32 29 34
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,484
COMMITMENTS
310 0 0 7,619 8,079 7,929 8,079 555 405
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 4)
0 0 0 4 124 4 124 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.0 89.8 95.2 93.5 95.2 6.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 24 22 25 22
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,169
COMMITMENTS
269 0 136 12,477 12,937 12,882 13,073 287 96
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 0)
-11 0 11 0 0 0 11 0 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.0 1.0 94.7 98.2 97.8 99.3 2.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 18 23 19
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,089
COMMITMENTS
0 432 130 11,413 11,446 11,543 12,008 546 81
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,114)
0 0 83 934 1,206 1,017 1,289 97 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.6 1.1 94.4 94.7 95.5 99.3 4.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 2 27 30 29 32
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,900
COMMITMENTS
0 60 70 5,410 5,349 5,480 5,479 420 421
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 457)
0 -35 15 502 312 517 292 -60 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.0 1.2 91.7 90.7 92.9 92.9 7.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 19 18 20 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,220,540
COMMITMENTS
285,475 175,856 276,270 573,391 672,134 1135136 1124260 85,404 96,280
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 4,184)
10,353 -24,883 5,893 4,911 24,495 21,157 5,505 -16,973 -1,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 14.4 22.6 47.0 55.1 93.0 92.1 7.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
128 101 148 81 95 293 267
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 220,869
COMMITMENTS
37,494 36,766 1,839 148,941 139,134 188,274 177,739 32,595 43,130
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 2,488)
2,049 989 891 298 1,599 3,238 3,479 -750 -991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 16.6 0.8 67.4 63.0 85.2 80.5 14.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 5 6 29 30 36 38
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,126
COMMITMENTS
152 2,130 350 77,249 76,191 77,751 78,671 2,375 1,455
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 3,043)
0 25 100 2,358 2,483 2,458 2,608 585 435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 2.7 0.4 96.4 95.1 97.0 98.2 3.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
2 7 3 48 52 53 59
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 167,499
COMMITMENTS
19,305 43,557 12,103 129,545 104,270 160,953 159,930 6,546 7,569
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -1,685)
-1,210 1,758 -3,078 2,155 -44 -2,133 -1,364 448 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 26.0 7.2 77.3 62.3 96.1 95.5 3.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 17 17 24 24 45 45
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,245
COMMITMENTS
2,784 2,825 2,179 29,885 31,291 34,848 36,295 3,397 1,950
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -737)
0 0 -500 314 414 -186 -86 -551 -651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 7.4 5.7 78.1 81.8 91.1 94.9 8.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 5 14 15 20 20
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 108,610
COMMITMENTS
4,615 3,035 1,875 70,959 80,230 77,449 85,140 31,161 23,470
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 977)
0 -15 8 671 492 679 485 298 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 2.8 1.7 65.3 73.9 71.3 78.4 28.7 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 23 20 27 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,013
COMMITMENTS
0 1,368 0 40,818 39,543 40,818 40,911 195 102
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 615)
0 0 0 615 615 615 615 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.3 0.0 99.5 96.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 3 0 26 37 26 40
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,694
COMMITMENTS
14,789 1,885 113 4,832 20,218 19,734 22,216 2,960 478
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 447)
418 -317 40 19 756 477 479 -30 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.2 8.3 0.5 21.3 89.1 87.0 97.9 13.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
89 12 3 11 30 102 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 31,649
COMMITMENTS
20,804 1,377 42 5,448 28,930 26,294 30,349 5,355 1,300
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -578)
-629 -859 -91 -137 76 -857 -874 279 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.7 4.4 0.1 17.2 91.4 83.1 95.9 16.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
85 7 3 10 31 96 40
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 247,752
COMMITMENTS
79,826 14,365 22,196 111,748 193,835 213,770 230,396 33,982 17,356
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 13,854)
5,252 844 976 -6,756 10,217 -528 12,037 14,382 1,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 5.8 9.0 45.1 78.2 86.3 93.0 13.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
67 20 41 65 86 152 131
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,438
COMMITMENTS
1,994 0 444 17,533 19,378 19,971 19,822 5,467 5,616
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,939)
774 0 -171 1,629 3,330 2,232 3,159 -293 -1,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 0.0 1.7 68.9 76.2 78.5 77.9 21.5 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 3 20 22 23 25
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,607
COMMITMENTS
2,129 50 150 7,660 9,636 9,939 9,836 668 771
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 340)
75 -100 100 350 525 525 525 -185 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 0.5 1.4 72.2 90.8 93.7 92.7 6.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 1 2 29 36 35 38
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,174
COMMITMENTS
2,869 0 0 37,971 41,864 40,840 41,864 1,334 310
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 2,857)
24 0 0 2,768 2,602 2,792 2,602 65 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 0.0 0.0 90.0 99.3 96.8 99.3 3.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 0 0 34 31 37 31
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,350
COMMITMENTS
915 0 0 21,105 21,090 22,020 21,090 330 1,260
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 2,720)
0 0 0 2,600 2,720 2,600 2,720 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.0 0.0 94.4 94.4 98.5 94.4 1.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 26 16 28 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,340
COMMITMENTS
1,900 50 150 13,190 14,090 15,240 14,290 100 1,050
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 193)
150 0 0 43 193 193 193 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 0.3 1.0 86.0 91.9 99.3 93.2 0.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 1 28 27 32 29
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,136
COMMITMENTS
367 121 0 2,558 3,038 2,925 3,159 1,211 977
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 64)
3 0 0 91 83 94 83 -30 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 2.9 0.0 61.8 73.5 70.7 76.4 29.3 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 0 17 17 19 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,594
COMMITMENTS
420 0 0 17,844 18,569 18,264 18,569 330 25
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,377)
120 0 0 1,287 1,377 1,407 1,377 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 0.0 96.0 99.9 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 24 18 25 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,804
COMMITMENTS
2,751 358 27 16,437 19,271 19,215 19,656 589 148
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 716)
-31 0 6 613 672 588 678 128 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 1.8 0.1 83.0 97.3 97.0 99.3 3.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 1 2 28 32 34 35
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,476
COMMITMENTS
961 267 18 9,338 10,018 10,317 10,303 159 173
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 340)
0 0 0 362 302 362 302 -22 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 2.5 0.2 89.1 95.6 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 24 21 25 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,224
COMMITMENTS
12,485 420 1,530 39,814 52,942 53,829 54,892 3,395 2,332
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 602)
-1 150 0 632 407 631 557 -29 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 0.7 2.7 69.6 92.5 94.1 95.9 5.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 2 3 31 35 38 40
Updated October 30, 2009