GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,151
COMMITMENTS
1,959 660 0 44,808 46,174 46,767 46,834 384 317
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 516)
0 30 0 213 181 213 211 303 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 1.4 0.0 95.0 97.9 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 2 0 37 41 39 43
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,468
COMMITMENTS
100 0 0 20,336 20,408 20,436 20,408 32 60
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -35)
0 0 0 -36 -35 -36 -35 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.0 99.4 99.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 30 30 31 30
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,543
COMMITMENTS
476 216 182 5,675 6,080 6,333 6,478 1,210 1,065
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 474)
476 -245 -185 30 918 321 488 153 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 2.9 2.4 75.2 80.6 84.0 85.9 16.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 21 20 22 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,707
COMMITMENTS
411 105 465 10,313 10,724 11,189 11,294 1,518 1,413
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 830)
-102 25 -71 633 372 460 326 370 504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.8 3.7 81.2 84.4 88.1 88.9 11.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 1 3 41 45 46 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,120
COMMITMENTS
35 154 64 9,149 9,225 9,248 9,443 872 677
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 390)
0 10 -5 280 366 275 371 115 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.5 0.6 90.4 91.2 91.4 93.3 8.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 2 2 49 58 51 61
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,174
COMMITMENTS
0 0 0 9,164 9,094 9,164 9,094 10 80
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 299)
0 0 0 299 239 299 239 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.9 99.1 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 18 19 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 317,500
COMMITMENTS
50,017 18,168 39,364 184,011 228,113 273,392 285,645 44,108 31,855
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -8,001)
2,233 -684 -3,823 -6,708 -4,462 -8,298 -8,969 297 968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 5.7 12.4 58.0 71.8 86.1 90.0 13.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
43 21 42 66 74 130 124
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 25,311
COMMITMENTS
1,064 393 737 21,322 22,947 23,123 24,077 2,188 1,234
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,608)
39 0 0 769 1,308 808 1,308 800 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 1.6 2.9 84.2 90.7 91.4 95.1 8.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
4 6 6 45 51 54 58
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,152
COMMITMENTS
375 1,200 375 16,936 15,572 17,686 17,147 1,466 2,005
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -2,142)
-200 -150 150 -2,030 -2,027 -2,080 -2,027 -62 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 6.3 2.0 88.4 81.3 92.3 89.5 7.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 2 25 24 27 27
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,171
COMMITMENTS
5,434 50 300 9,407 12,739 15,141 13,089 30 2,082
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -565)
-255 0 0 -280 -565 -535 -565 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 0.3 2.0 62.0 84.0 99.8 86.3 0.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 10 15 13 16
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 5,183
COMMITMENTS
738 0 337 2,947 3,142 4,022 3,479 1,161 1,704
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 224)
81 0 98 8 97 187 195 37 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 0.0 6.5 56.9 60.6 77.6 67.1 22.4 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 3 15 17 19 20
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 723,961
COMMITMENTS
83,401 244,469 245,948 315,215 183,788 644,564 674,205 79,397 49,756
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 16,173)
-3,237 324 5,660 4,722 1,505 7,145 7,489 9,028 8,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 33.8 34.0 43.5 25.4 89.0 93.1 11.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
75 72 101 94 69 231 190
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,586
COMMITMENTS
2,956 98 1,585 58,604 59,251 63,145 60,934 6,441 8,652
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -4,076)
223 0 -481 -3,713 -3,356 -3,971 -3,837 -105 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.1 2.3 84.2 85.1 90.7 87.6 9.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 19 17 22 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,851
COMMITMENTS
1,656 2,869 400 64,722 62,975 66,778 66,244 11,073 11,607
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -6,221)
334 0 0 -7,136 -6,269 -6,802 -6,269 581 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 3.7 0.5 83.1 80.9 85.8 85.1 14.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 24 26 27 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,008
COMMITMENTS
0 0 0 73,488 79,509 73,488 79,509 13,520 7,499
CHANGES FROM 11/24/09 (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 84.5 91.4 84.5 91.4 15.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 22 22 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,729
COMMITMENTS
3,691 1,444 6,042 70,808 79,158 80,541 86,644 12,188 6,085
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 344)
0 0 0 1,846 527 1,846 527 -1,502 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 1.6 6.5 76.4 85.4 86.9 93.4 13.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 4 25 24 29 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,948
COMMITMENTS
632 5,994 5,084 89,481 81,500 95,197 92,578 6,751 9,370
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,573)
263 -2,513 332 -214 2,292 381 111 1,192 1,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 5.9 5.0 87.8 79.9 93.4 90.8 6.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 3 19 26 23 29
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,985
COMMITMENTS
7,595 5,132 4,401 75,477 83,720 87,473 93,253 12,512 6,732
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,069)
-856 0 525 544 544 213 1,069 856 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 5.1 4.4 75.5 83.7 87.5 93.3 12.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 4 23 26 27 30
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,628
COMMITMENTS
0 1,800 0 94,350 89,110 94,350 90,910 3,278 6,718
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -13,327)
-6,076 -620 0 -7,427 -12,490 -13,503 -13,110 176 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.8 0.0 96.6 91.3 96.6 93.1 3.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 16 16 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 212,502
COMMITMENTS
7,898 8,803 4,132 188,831 194,437 200,861 207,372 11,641 5,130
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -12,794)
-2,540 -1,358 211 -13,270 -11,186 -15,599 -12,333 2,805 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 4.1 1.9 88.9 91.5 94.5 97.6 5.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 1 5 38 38 45 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 143,187
COMMITMENTS
4,685 524 2,125 123,948 134,813 130,758 137,462 12,429 5,725
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -6,609)
-58 -335 -587 -5,726 -6,338 -6,371 -7,260 -238 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.4 1.5 86.6 94.2 91.3 96.0 8.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 26 25 28 28
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 235,844
COMMITMENTS
5,227 290 16,478 197,291 208,849 218,996 225,617 16,848 10,227
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -11,060)
-958 290 -827 -8,079 -9,625 -9,864 -10,162 -1,196 -898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 0.1 7.0 83.7 88.6 92.9 95.7 7.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 4 33 35 37 39
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,758,769
COMMITMENTS
541,314 113,586 831,570 1349499 1794046 2722383 2739202 36,386 19,567
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -143,238)
-23,968 -8,516 -44,943 -62,347 -81,674 -131,258 -135,133 -11,980 -8,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 4.1 30.1 48.9 65.0 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
37 25 54 101 93 161 152
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 902,950
COMMITMENTS
111,014 148,748 153,206 634,432 598,566 898,652 900,520 4,298 2,430
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 11,409)
1,553 10,490 245 9,424 1,155 11,222 11,890 187 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 16.5 17.0 70.3 66.3 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
25 20 33 41 39 80 78
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,354
COMMITMENTS
80 692 47 2,123 1,496 2,250 2,235 104 119
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -640)
21 -108 -33 -587 -452 -599 -593 -41 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 29.4 2.0 90.2 63.6 95.6 94.9 4.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 11 12 13 16
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,384
COMMITMENTS
0 0 0 1,327 1,621 1,327 1,621 1,057 763
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 264)
0 0 0 136 174 136 174 128 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 55.7 68.0 55.7 68.0 44.3 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 24 23 24
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,948
COMMITMENTS
3,460 216 614 36,028 39,790 40,102 40,620 846 328
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -332)
1,040 60 -300 -1,174 -139 -434 -379 102 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.5 1.5 88.0 97.2 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 2 2 33 29 39 32
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,201
COMMITMENTS
0 44 0 6,903 7,075 6,903 7,119 298 82
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 42)
0 0 0 42 42 42 42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 0.0 95.9 98.3 95.9 98.9 4.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 13 15 13 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,464
COMMITMENTS
0 596 502 17,610 16,924 18,112 18,022 1,352 1,442
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -395)
0 2 -2 -755 -580 -757 -580 362 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.1 2.6 90.5 87.0 93.1 92.6 6.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 2 21 18 23 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,373
COMMITMENTS
0 1,100 490 29,348 29,645 29,838 31,235 1,535 138
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -641)
0 -10 -10 -569 -559 -579 -579 -62 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 1.6 93.5 94.5 95.1 99.6 4.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 27 24 29 26
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,308
COMMITMENTS
720 0 0 11,556 11,986 12,276 11,986 1,032 1,322
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -174)
-30 0 -8 -150 -158 -188 -166 14 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 0.0 0.0 86.8 90.1 92.2 90.1 7.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 17 20 17
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,976
COMMITMENTS
692 0 0 13,143 14,652 13,835 14,652 1,141 324
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -126)
-10 0 0 -498 -74 -508 -74 382 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 0.0 87.8 97.8 92.4 97.8 7.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 21 21 23 21
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| 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: 11,584
COMMITMENTS
0 0 0 10,366 10,664 10,366 10,664 1,218 920
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -542)
0 0 0 -546 -692 -546 -692 4 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 89.5 92.1 89.5 92.1 10.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 18 21 18
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 19,359
COMMITMENTS
0 762 0 19,232 18,470 19,232 19,232 127 127
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 490)
0 -220 0 510 730 510 510 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.9 0.0 99.3 95.4 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 8 12 9
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 51,129
COMMITMENTS
220 400 0 50,174 50,629 50,394 51,029 735 100
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -3,120)
0 0 0 -3,020 -3,120 -3,020 -3,120 -100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.8 0.0 98.1 99.0 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 20 9 21 10
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 855,778
COMMITMENTS
0 31,040 0 855,778 824,738 855,778 855,778 0 0
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -30,521)
0 0 0 -30,521 -30,521 -30,521 -30,521 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.6 0.0 100.0 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 7 15 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 96,501
COMMITMENTS
0 5,275 0 96,501 91,186 96,501 96,461 0 40
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -5,300)
0 -300 0 -5,300 -5,000 -5,300 -5,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.5 0.0 100.0 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 17 14 17 16
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,616,042
COMMITMENTS
0 69,830 0 1616042 1546212 1616042 1616042 0 0
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -75,388)
0 -4,010 0 -75,388 -71,378 -75,388 -75,388 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 18 12 18 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 171,119
COMMITMENTS
6,217 0 0 164,862 170,484 171,079 170,484 40 635
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -2,970)
-560 0 0 -2,450 -2,870 -3,010 -2,870 40 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 0.0 0.0 96.3 99.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 0 21 29 23 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,754,120
COMMITMENTS
103,205 0 0 2650915 2754120 2754120 2754120 0 0
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -15,792)
-4,411 0 0 -11,381 -15,792 -15,792 -15,792 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.0 96.3 100.0 100.0 100.0 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 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 62,493
COMMITMENTS
80 3,090 0 62,391 58,977 62,471 62,067 22 426
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 280)
0 0 0 300 300 300 300 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 4.9 0.0 99.8 94.4 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 20 15 21 16
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,032,176
COMMITMENTS
0 81,875 0 1032176 950,301 1032176 1032176 0 0
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -24,192)
0 -2,005 0 -24,192 -22,187 -24,192 -24,192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.9 0.0 100.0 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 15 15 16
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 56,231
COMMITMENTS
6,410 579 45 49,521 55,567 55,976 56,191 255 40
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -3,340)
-2,560 0 0 -780 -3,340 -3,340 -3,340 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 1.0 0.1 88.1 98.8 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 1 24 25 26 27
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,026,976
COMMITMENTS
129,300 35,400 0 897,676 991,576 1026976 1026976 0 0
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -18,446)
0 0 0 -18,446 -18,446 -18,446 -18,446 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 3.4 0.0 87.4 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 0 24 24 26 26
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,926
COMMITMENTS
255 84 20 16,180 16,641 16,455 16,745 471 181
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 165)
-25 0 0 190 140 165 140 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.5 0.1 95.6 98.3 97.2 98.9 2.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 29 31 30 33
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,624
COMMITMENTS
200 0 60 5,704 6,154 5,964 6,214 660 410
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -787)
-25 0 0 -717 -737 -742 -737 -45 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.0 0.9 86.1 92.9 90.0 93.8 10.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 24 20 25 21
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,005
COMMITMENTS
220 0 120 10,434 10,780 10,774 10,900 231 105
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -1,024)
-15 0 -10 -985 -1,023 -1,010 -1,033 -14 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.0 1.1 94.8 98.0 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 24 18 25 19
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,358
COMMITMENTS
83 170 113 14,501 14,850 14,697 15,133 661 225
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 838)
0 -75 89 619 794 708 808 130 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 1.1 0.7 94.4 96.7 95.7 98.5 4.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 28 30 30 31
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,754
COMMITMENTS
0 310 0 14,320 13,132 14,320 13,442 6,434 7,312
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 10,505)
0 25 -25 4,335 3,253 4,310 3,253 6,195 7,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.5 0.0 69.0 63.3 69.0 64.8 31.0 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 14 16 15
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,076
COMMITMENTS
0 220 15 5,671 5,470 5,686 5,705 390 371
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -528)
0 95 -70 -438 -533 -508 -508 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.6 0.2 93.3 90.0 93.6 93.9 6.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 18 18 19 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,209,796
COMMITMENTS
238,536 162,143 270,151 605,606 701,729 1114293 1134023 95,503 75,773
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 26,992)
869 -31 16,034 3,099 -6,114 20,002 9,889 6,990 17,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 13.4 22.3 50.1 58.0 92.1 93.7 7.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
95 95 143 79 98 270 258
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 204,160
COMMITMENTS
38,706 28,408 1,804 143,921 131,660 184,431 161,872 19,729 42,288
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -7,231)
1,107 -5,050 -744 -6,958 -3,756 -6,595 -9,550 -636 2,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 13.9 0.9 70.5 64.5 90.3 79.3 9.7 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 5 6 31 30 39 37
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,171
COMMITMENTS
100 1,235 250 77,940 77,333 78,290 78,818 1,881 1,353
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -10,117)
-82 -200 -25 -10,163 -10,215 -10,270 -10,440 153 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 1.5 0.3 97.2 96.5 97.7 98.3 2.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 3 2 46 52 48 56
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,602
COMMITMENTS
16,441 29,969 9,860 100,795 85,726 127,096 125,555 5,506 7,047
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 887)
999 387 -241 -134 296 624 442 263 445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 22.6 7.4 76.0 64.6 95.8 94.7 4.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 13 14 24 24 43 41
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,263
COMMITMENTS
516 3,916 2,359 22,013 19,271 24,888 25,546 2,375 1,717
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,482)
166 481 391 622 266 1,179 1,138 303 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 14.4 8.7 80.7 70.7 91.3 93.7 8.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 5 4 14 16 19 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 100,270
COMMITMENTS
1,976 1,339 1,739 67,112 76,074 70,827 79,152 29,443 21,118
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -5,740)
-4 -911 0 -7,529 -3,982 -7,533 -4,893 1,793 -847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 1.3 1.7 66.9 75.9 70.6 78.9 29.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 25 24 28 26
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,551
COMMITMENTS
0 2,130 0 38,536 36,221 38,536 38,351 15 200
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -3,706)
0 612 0 -3,641 -4,366 -3,641 -3,754 -65 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.5 0.0 100.0 94.0 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 3 0 28 36 28 39
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,271
COMMITMENTS
15,322 1,692 306 4,825 20,746 20,453 22,744 2,818 527
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 355)
413 41 93 83 226 589 360 -234 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.8 7.3 1.3 20.7 89.1 87.9 97.7 12.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
89 16 8 24 26 118 45
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,855
COMMITMENTS
24,407 1,927 213 5,694 32,773 30,314 34,913 5,541 942
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 874)
635 -262 -41 108 1,023 702 720 172 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.1 5.4 0.6 15.9 91.4 84.5 97.4 15.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
89 13 5 16 32 110 47
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 255,306
COMMITMENTS
79,115 19,442 22,619 133,758 199,254 235,492 241,315 19,814 13,991
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -2,019)
3,243 1,894 -912 -6,377 -4,377 -4,046 -3,395 2,027 1,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 7.6 8.9 52.4 78.0 92.2 94.5 7.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
64 23 44 68 89 155 139
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,223
COMMITMENTS
1,426 0 237 13,990 15,174 15,653 15,411 5,570 5,812
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -1,962)
-507 0 -186 -1,115 -840 -1,808 -1,026 -154 -936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 0.0 1.1 65.9 71.5 73.8 72.6 26.2 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 2 17 19 20 21
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,100
COMMITMENTS
1,813 0 175 7,504 9,344 9,492 9,519 608 581
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,059)
359 0 50 545 934 954 984 105 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 0.0 1.7 74.3 92.5 94.0 94.2 6.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 0 2 29 37 35 39
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,907
COMMITMENTS
2,499 0 0 40,073 43,582 42,572 43,582 1,335 325
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -137)
0 0 0 -237 -137 -237 -137 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 0.0 0.0 91.3 99.3 97.0 99.3 3.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 35 29 37 29
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,069
COMMITMENTS
3,010 0 0 20,905 22,815 23,915 22,815 154 1,254
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 635)
0 0 0 755 635 755 635 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 0.0 0.0 86.9 94.8 99.4 94.8 0.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 0 25 16 28 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,947
COMMITMENTS
2,500 50 0 13,347 14,697 15,847 14,747 100 1,200
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 257)
0 0 0 257 257 257 257 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 0.3 0.0 83.7 92.2 99.4 92.5 0.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 0 30 30 33 31
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,654
COMMITMENTS
204 59 31 2,322 3,002 2,557 3,092 1,097 562
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -339)
-40 -31 20 -310 -61 -330 -72 -9 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 1.6 0.8 63.5 82.2 70.0 84.6 30.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 15 17 17 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,318
COMMITMENTS
420 0 0 15,653 16,308 16,073 16,308 245 10
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 93)
0 0 0 93 93 93 93 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.0 0.0 95.9 99.9 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 22 19 23 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,003
COMMITMENTS
1,500 0 7 15,426 16,914 16,933 16,921 70 82
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -2,431)
-273 0 -34 -2,075 -2,401 -2,382 -2,435 -49 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 0.0 0.0 90.7 99.5 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 0 1 31 34 36 35
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,487
COMMITMENTS
852 389 0 7,545 7,916 8,397 8,305 90 182
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -1,806)
366 95 -58 -2,093 -1,965 -1,785 -1,928 -21 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 4.6 0.0 88.9 93.3 98.9 97.9 1.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 0 21 20 23 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,966
COMMITMENTS
8,655 669 1,535 38,153 47,440 48,343 49,644 2,623 1,322
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -2,973)
-978 358 -267 -1,751 -2,895 -2,996 -2,804 23 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 1.3 3.0 74.9 93.1 94.9 97.4 5.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 4 35 36 41 41
Updated December 4, 2009