GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,079
COMMITMENTS
1,743 660 0 37,008 38,122 38,751 38,782 328 297
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -8,072)
-216 0 0 -7,800 -8,052 -8,016 -8,052 -56 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 1.7 0.0 94.7 97.6 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 2 0 37 37 38 39
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,417
COMMITMENTS
50 0 0 19,240 19,287 19,290 19,287 127 130
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,051)
-50 0 0 -1,096 -1,121 -1,146 -1,121 95 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.0 99.1 99.3 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 30 29 31 29
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,044
COMMITMENTS
485 216 166 5,501 5,574 6,152 5,956 892 1,088
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -499)
9 0 -16 -174 -506 -181 -522 -318 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 3.1 2.4 78.1 79.1 87.3 84.6 12.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 21 19 22 21
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,343
COMMITMENTS
520 190 220 9,530 9,904 10,270 10,314 1,073 1,029
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,364)
109 85 -245 -783 -820 -919 -980 -445 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 1.7 1.9 84.0 87.3 90.5 90.9 9.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 2 41 44 45 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,772
COMMITMENTS
40 20 58 7,810 7,848 7,908 7,926 864 846
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,348)
5 -134 -6 -1,339 -1,377 -1,340 -1,517 -8 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.2 0.7 89.0 89.5 90.2 90.4 9.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 1 2 51 56 53 58
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,295
COMMITMENTS
0 0 0 8,290 8,235 8,290 8,235 5 60
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -879)
0 0 0 -874 -859 -874 -859 -5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.9 99.3 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 16 19 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 311,649
COMMITMENTS
46,338 15,718 36,101 185,084 226,843 267,523 278,662 44,126 32,987
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -5,851)
-3,679 -2,450 -3,263 1,073 -1,270 -5,869 -6,983 18 1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 5.0 11.6 59.4 72.8 85.8 89.4 14.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
35 21 43 69 71 131 121
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,819
COMMITMENTS
914 360 500 16,637 18,307 18,051 19,167 1,768 652
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -5,492)
-150 -33 -237 -4,685 -4,640 -5,072 -4,910 -420 -582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 1.8 2.5 83.9 92.4 91.1 96.7 8.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 4 5 41 44 49 50
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,377
COMMITMENTS
375 1,200 375 17,161 15,797 17,911 17,372 1,466 2,005
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 225)
0 0 0 225 225 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 6.2 1.9 88.6 81.5 92.4 89.7 7.6 10.3
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 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,001
COMMITMENTS
3,859 50 405 9,707 11,539 13,971 11,994 30 2,007
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,170)
-1,575 0 105 300 -1,200 -1,170 -1,095 0 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 0.4 2.9 69.3 82.4 99.8 85.7 0.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 12 15 15 17
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,949
COMMITMENTS
680 0 327 2,788 2,963 3,795 3,290 1,154 1,659
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -234)
-58 0 -10 -159 -179 -227 -189 -7 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 0.0 6.6 56.3 59.9 76.7 66.5 23.3 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 3 13 16 17 19
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 710,148
COMMITMENTS
69,598 225,552 243,736 322,981 196,091 636,315 665,379 73,833 44,769
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -13,813)
-13,803 -18,917 -2,212 7,766 12,303 -8,249 -8,826 -5,564 -4,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 31.8 34.3 45.5 27.6 89.6 93.7 10.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
68 87 104 91 69 227 199
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,379
COMMITMENTS
2,870 98 1,779 58,590 58,636 63,239 60,513 6,140 8,866
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -207)
-86 0 194 -14 -615 94 -421 -301 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.1 2.6 84.4 84.5 91.2 87.2 8.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 19 18 22 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,781
COMMITMENTS
1,656 2,869 400 62,652 60,905 64,708 64,174 11,073 11,607
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -2,070)
0 0 0 -2,070 -2,070 -2,070 -2,070 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 3.8 0.5 82.7 80.4 85.4 84.7 14.6 15.3
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 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,346
COMMITMENTS
0 0 0 68,062 76,936 68,062 76,936 15,284 6,410
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -3,662)
0 0 0 -5,426 -2,573 -5,426 -2,573 1,764 -1,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 81.7 92.3 81.7 92.3 18.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 20 18 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,724
COMMITMENTS
5,450 0 4,235 67,212 76,980 76,897 81,215 10,827 6,509
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -5,005)
1,759 -1,444 -1,807 -3,596 -2,178 -3,644 -5,429 -1,361 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 0.0 4.8 76.6 87.8 87.7 92.6 12.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 0 4 23 24 27 28
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,417
COMMITMENTS
0 6,659 4,248 84,598 74,836 88,846 85,743 7,571 10,674
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -5,531)
-632 665 -836 -4,883 -6,664 -6,351 -6,835 820 1,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.9 4.4 87.7 77.6 92.1 88.9 7.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 3 14 21 17 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,210
COMMITMENTS
12,526 2,758 3,183 68,592 84,858 84,301 90,799 12,909 6,411
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -2,775)
4,931 -2,374 -1,218 -6,885 1,138 -3,172 -2,454 397 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 2.8 3.3 70.6 87.3 86.7 93.4 13.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 3 20 24 24 27
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| 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 12/01/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 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 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 212,697
COMMITMENTS
6,888 11,208 4,053 190,275 192,061 201,216 207,322 11,481 5,375
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 195)
-1,010 2,405 -79 1,444 -2,376 355 -50 -160 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 5.3 1.9 89.5 90.3 94.6 97.5 5.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 2 5 39 39 46 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 145,940
COMMITMENTS
4,034 524 2,013 127,615 137,957 133,662 140,494 12,278 5,446
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 2,753)
-651 0 -112 3,667 3,144 2,904 3,032 -151 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.4 1.4 87.4 94.5 91.6 96.3 8.4 3.7
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 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 237,154
COMMITMENTS
5,520 854 17,452 197,244 208,507 220,216 226,813 16,938 10,341
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 1,310)
293 564 974 -47 -342 1,220 1,196 90 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.4 7.4 83.2 87.9 92.9 95.6 7.1 4.4
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 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,774,273
COMMITMENTS
553,444 107,165 836,644 1348279 1810817 2738367 2754626 35,906 19,647
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 15,504)
12,130 -6,421 5,074 -1,220 16,771 15,984 15,424 -480 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 3.9 30.2 48.6 65.3 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
39 24 55 103 96 165 156
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 924,131
COMMITMENTS
126,418 176,517 152,050 641,570 592,501 920,038 921,068 4,093 3,063
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 21,181)
15,404 27,769 -1,156 7,138 -6,065 21,386 20,548 -205 633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 19.1 16.5 69.4 64.1 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
28 19 35 40 38 83 77
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,097
COMMITMENTS
80 686 59 2,824 2,229 2,963 2,974 134 123
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 743)
0 -6 12 701 733 713 739 30 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 22.2 1.9 91.2 72.0 95.7 96.0 4.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 2 12 13 14 17
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,829
COMMITMENTS
0 0 0 1,107 1,353 1,107 1,353 722 476
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -555)
0 0 0 -220 -268 -220 -268 -335 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 60.5 74.0 60.5 74.0 39.5 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 22 21 22
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,703
COMMITMENTS
4,524 128 664 35,305 40,439 40,493 41,231 1,210 472
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 755)
1,064 -88 50 -723 649 391 611 364 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 0.3 1.6 84.7 97.0 97.1 98.9 2.9 1.1
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 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,601
COMMITMENTS
0 44 0 6,323 6,535 6,323 6,579 278 22
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -600)
0 0 0 -580 -540 -580 -540 -20 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 0.0 95.8 99.0 95.8 99.7 4.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 13 14 13 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,070
COMMITMENTS
0 1,100 482 18,686 17,310 19,168 18,892 902 1,178
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 606)
0 504 -20 1,076 386 1,056 870 -450 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.5 2.4 93.1 86.2 95.5 94.1 4.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 22 20 24 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,325
COMMITMENTS
0 1,140 490 29,188 29,557 29,678 31,187 1,647 138
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -48)
0 40 0 -160 -88 -160 -48 112 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.6 1.6 93.2 94.4 94.7 99.6 5.3 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 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,148
COMMITMENTS
720 0 0 11,396 11,826 12,116 11,826 1,032 1,322
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -160)
0 0 0 -160 -160 -160 -160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 0.0 0.0 86.7 89.9 92.2 89.9 7.8 10.1
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 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,082
COMMITMENTS
692 0 0 13,303 14,804 13,995 14,804 1,087 278
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 106)
0 0 0 160 152 160 152 -54 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 0.0 88.2 98.2 92.8 98.2 7.2 1.8
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 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 11,518
COMMITMENTS
0 0 0 10,654 10,684 10,654 10,684 864 834
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -66)
0 0 0 288 20 288 20 -354 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 92.5 92.8 92.5 92.8 7.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 23 19 23 19
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 19,859
COMMITMENTS
0 762 0 19,732 18,970 19,732 19,732 127 127
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.8 0.0 99.4 95.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 8 13 9
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| 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 12/01/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 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 12/08/09 |
--------------------------------------------------------------| 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 12/01/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 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 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 96,861
COMMITMENTS
0 5,275 0 96,861 91,546 96,861 96,821 0 40
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 360)
0 0 0 360 360 360 360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.4 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 12/08/09 |
--------------------------------------------------------------| 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 12/01/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 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 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 173,469
COMMITMENTS
6,217 0 0 167,232 172,814 173,449 172,814 20 655
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 2,350)
0 0 0 2,370 2,330 2,370 2,330 -20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 0.0 0.0 96.4 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 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,753,704
COMMITMENTS
103,205 0 0 2650499 2753704 2753704 2753704 0 0
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -416)
0 0 0 -416 -416 -416 -416 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 12/08/09 |
--------------------------------------------------------------| 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 12/01/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 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 12/08/09 |
--------------------------------------------------------------| 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 12/01/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 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 12/08/09 |
--------------------------------------------------------------| 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 12/01/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 12/08/09 |
--------------------------------------------------------------| 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 12/01/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,516
COMMITMENTS
230 0 20 13,819 14,456 14,069 14,476 447 40
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -2,410)
-25 -84 0 -2,361 -2,185 -2,386 -2,269 -24 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 0.1 95.2 99.6 96.9 99.7 3.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 29 32 30 33
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,549
COMMITMENTS
200 0 60 5,629 6,154 5,889 6,214 660 335
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -75 0 -75 0 0 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 0.9 86.0 94.0 89.9 94.9 10.1 5.1
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 12/08/09 |
--------------------------------------------------------------| 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 12/01/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,637
COMMITMENTS
0 98 63 13,275 13,295 13,338 13,456 299 181
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,721)
-83 -72 -50 -1,226 -1,555 -1,359 -1,677 -362 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 0.5 97.3 97.5 97.8 98.7 2.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 25 28 26 29
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,326
COMMITMENTS
0 310 0 5,936 5,585 5,936 5,895 390 431
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 250)
0 90 -15 265 115 250 190 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.9 0.0 93.8 88.3 93.8 93.2 6.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 18 18 18 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,217,908
COMMITMENTS
237,538 169,721 270,965 613,740 700,945 1122243 1141631 95,665 76,277
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 8,112)
-998 7,578 814 8,134 -784 7,950 7,608 162 504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 13.9 22.2 50.4 57.6 92.1 93.7 7.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
105 88 140 85 92 278 246
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,082
COMMITMENTS
39,152 29,061 1,797 149,039 140,506 189,988 171,364 21,094 39,718
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 6,922)
446 653 -7 5,118 8,846 5,557 9,492 1,365 -2,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 13.8 0.9 70.6 66.6 90.0 81.2 10.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 6 32 32 40 39
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 81,793
COMMITMENTS
100 1,285 250 79,945 79,008 80,295 80,543 1,498 1,250
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 1,622)
0 50 0 2,005 1,675 2,005 1,725 -383 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 1.6 0.3 97.7 96.6 98.2 98.5 1.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 3 2 47 52 49 56
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,291
COMMITMENTS
16,320 29,512 9,969 100,695 85,276 126,984 124,757 5,307 7,534
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -311)
-121 -457 109 -100 -450 -112 -798 -199 487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 22.3 7.5 76.1 64.5 96.0 94.3 4.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 12 13 24 24 41 40
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,649
COMMITMENTS
516 4,438 2,373 23,853 20,338 26,742 27,149 1,907 1,500
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 1,386)
0 522 14 1,840 1,067 1,854 1,603 -468 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 15.5 8.3 83.3 71.0 93.3 94.8 6.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 6 5 15 18 21 25
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 101,633
COMMITMENTS
1,902 1,367 1,975 68,304 78,199 72,181 81,541 29,452 20,092
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 1,363)
-74 28 236 1,192 2,125 1,354 2,389 9 -1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 1.3 1.9 67.2 76.9 71.0 80.2 29.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 26 25 29 27
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,046
COMMITMENTS
0 2,130 0 39,831 37,716 39,831 39,846 215 200
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 1,495)
0 0 0 1,295 1,495 1,295 1,495 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.3 0.0 99.5 94.2 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 3 0 28 39 28 42
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,904
COMMITMENTS
15,400 1,879 273 4,507 20,234 20,180 22,386 2,724 518
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -367)
78 187 -33 -318 -512 -273 -358 -94 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.2 8.2 1.2 19.7 88.3 88.1 97.7 11.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
86 16 7 24 25 116 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,120
COMMITMENTS
22,820 1,706 105 5,677 31,065 28,602 32,876 5,518 1,244
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,735)
-1,587 -221 -108 -17 -1,708 -1,712 -2,037 -23 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.9 5.0 0.3 16.6 91.0 83.8 96.4 16.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
86 12 4 15 29 105 42
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 241,434
COMMITMENTS
66,751 18,252 20,687 133,621 184,941 221,059 223,880 20,375 17,554
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -13,872)
-12,364 -1,190 -1,932 -137 -14,313 -14,433 -17,435 561 3,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 7.6 8.6 55.3 76.6 91.6 92.7 8.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
61 22 45 72 88 154 139
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,949
COMMITMENTS
1,425 0 687 14,297 15,256 16,409 15,943 5,540 6,006
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 726)
-1 0 450 307 82 756 532 -30 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 0.0 3.1 65.1 69.5 74.8 72.6 25.2 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 3 18 19 22 22
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,742
COMMITMENTS
1,622 0 175 6,337 8,542 8,134 8,717 608 25
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,358)
-191 0 0 -1,167 -802 -1,358 -802 0 -556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 0.0 2.0 72.5 97.7 93.0 99.7 7.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 0 2 29 36 35 38
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,299
COMMITMENTS
750 0 678 36,632 38,296 38,060 38,974 1,239 325
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -4,608)
-1,749 0 678 -3,441 -5,286 -4,512 -4,608 -96 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 1.7 93.2 97.4 96.8 99.2 3.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 1 36 29 38 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,890
COMMITMENTS
2,780 0 0 20,050 22,290 22,830 22,290 60 600
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,179)
-230 0 0 -855 -525 -1,085 -525 -94 -654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 0.0 0.0 87.6 97.4 99.7 97.4 0.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 0 27 17 30 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,836
COMMITMENTS
2,984 50 0 12,312 14,586 15,296 14,636 540 1,200
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -111)
484 0 0 -1,035 -111 -551 -111 440 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 0.3 0.0 77.7 92.1 96.6 92.4 3.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 1 0 29 28 35 29
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,720
COMMITMENTS
204 59 31 2,326 3,031 2,561 3,121 1,159 599
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 66)
0 0 0 4 29 4 29 62 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 1.6 0.8 62.5 81.5 68.8 83.9 31.2 16.1
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 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,571
COMMITMENTS
420 0 0 12,991 13,466 13,411 13,466 160 105
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -2,747)
0 0 0 -2,662 -2,842 -2,662 -2,842 -85 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 0.0 95.7 99.2 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 22 18 23 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,087
COMMITMENTS
1,044 96 7 15,996 16,800 17,047 16,903 40 184
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 84)
-456 96 0 570 -114 114 -18 -30 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 0.6 0.0 93.6 98.3 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 1 32 34 36 36
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,074
COMMITMENTS
1,613 659 0 7,416 8,278 9,029 8,937 45 137
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 587)
761 270 0 -129 362 632 632 -45 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 7.3 0.0 81.7 91.2 99.5 98.5 0.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 0 20 22 23 25
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,071
COMMITMENTS
8,775 930 1,415 38,378 47,404 48,568 49,749 2,503 1,322
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 105)
120 261 -120 225 -36 225 105 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 1.8 2.8 75.1 92.8 95.1 97.4 4.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 4 35 36 41 41
RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE Code-967652
FUTURES ONLY POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,915
COMMITMENTS
4,059 1,650 1,480 12,937 16,305 18,476 19,435 4,439 3,480
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,474)
-1,178 1,100 -347 -925 -1,726 -2,450 -973 976 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 7.2 6.5 56.5 71.2 80.6 84.8 19.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 5 11 14 16 20
Updated December 11, 2009