GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,021
COMMITMENTS
60 0 0 30,781 30,991 30,841 30,991 180 30
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -4,171)
-15 0 0 -4,031 -4,016 -4,046 -4,016 -125 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.2 99.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 30 32 31 32
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,411
COMMITMENTS
775 120 200 22,235 22,792 23,210 23,112 201 299
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,545)
100 0 -105 -1,571 -1,713 -1,576 -1,818 31 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.5 0.9 95.0 97.4 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 2 29 33 33 36
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,306
COMMITMENTS
1,635 0 328 4,440 6,119 6,403 6,447 903 859
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -355)
-154 0 0 -158 -212 -312 -212 -43 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 0.0 4.5 60.8 83.8 87.6 88.2 12.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 19 22 20 23
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,856
COMMITMENTS
148 98 173 9,394 10,101 9,715 10,372 1,141 484
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,364)
148 -58 14 -1,183 -1,186 -1,021 -1,230 -343 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.9 1.6 86.5 93.0 89.5 95.5 10.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 3 35 39 38 43
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,988
COMMITMENTS
124 0 40 7,306 7,378 7,470 7,418 518 570
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,711)
65 -65 -70 -1,634 -1,622 -1,639 -1,757 -72 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.5 91.5 92.4 93.5 92.9 6.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 0 1 39 45 41 46
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,732
COMMITMENTS
0 298 0 3,706 3,846 3,706 4,144 1,026 588
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -381)
0 34 0 -509 -422 -509 -388 128 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 0.0 78.3 81.3 78.3 87.6 21.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 19 17 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 261,646
COMMITMENTS
24,196 16,371 47,843 154,023 170,301 226,063 234,516 35,583 27,130
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 2,989)
-416 -1,644 5,926 -5,362 -46 147 4,236 2,842 -1,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 6.3 18.3 58.9 65.1 86.4 89.6 13.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
20 30 41 65 65 115 113
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,594
COMMITMENTS
0 988 0 12,478 11,516 12,478 12,504 116 90
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -4,327)
-103 -100 0 -4,300 -4,277 -4,403 -4,377 76 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 0.0 99.1 91.4 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
0 3 0 33 40 33 43
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,506
COMMITMENTS
75 0 0 8,966 9,506 9,041 9,506 465 0
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,350)
0 -25 0 -1,210 -1,200 -1,210 -1,225 -140 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 94.3 100.0 95.1 100.0 4.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 18 18 19 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 981,624
COMMITMENTS
111,954 209,226 387,850 403,537 346,098 903,341 943,174 78,283 38,449
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 17,067)
-3,165 11,291 749 15,548 3,448 13,132 15,488 3,935 1,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 21.3 39.5 41.1 35.3 92.0 96.1 8.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
60 64 85 77 66 189 169
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 42,134
COMMITMENTS
19,706 23,812 5,843 16,397 12,285 41,946 41,939 188 195
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 698)
103 336 132 416 221 652 690 47 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 56.5 13.9 38.9 29.2 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 11 13 8 11 22 30
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,527
COMMITMENTS
1,095 0 2,264 85,796 81,955 89,155 84,219 5,372 10,308
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -5,656)
849 -9 -652 -4,798 -4,815 -4,601 -5,476 -1,055 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 2.4 90.8 86.7 94.3 89.1 5.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 24 26 26 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,405
COMMITMENTS
3,428 1,962 3,584 38,331 33,977 45,343 39,523 7,062 12,882
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -5,723)
-360 -682 -736 -4,075 -1,348 -5,171 -2,766 -552 -2,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 3.7 6.8 73.1 64.8 86.5 75.4 13.5 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 16 16 18 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,848
COMMITMENTS
2,274 117 604 67,915 69,134 70,793 69,855 7,055 7,993
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -8,196)
-279 -643 302 -9,244 -8,122 -9,221 -8,463 1,025 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.2 0.8 87.2 88.8 90.9 89.7 9.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 1 27 26 30 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,417
COMMITMENTS
0 0 0 83,583 82,229 83,583 82,229 13,834 15,188
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -2,367)
0 0 0 -3,482 -1,220 -3,482 -1,220 1,115 -1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.8 84.4 85.8 84.4 14.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 21 21 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,395
COMMITMENTS
3,658 342 1,784 45,543 48,921 50,985 51,047 6,410 6,348
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -14,629)
-1,922 -696 -1,403 -11,670 -9,350 -14,995 -11,449 366 -3,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.6 3.1 79.4 85.2 88.8 88.9 11.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 21 21 23 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,303
COMMITMENTS
494 5,600 5,040 72,313 68,369 77,847 79,009 6,456 5,294
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -8,702)
-962 567 -1,442 -5,780 -6,931 -8,184 -7,806 -518 -896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 6.6 6.0 85.8 81.1 92.3 93.7 7.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 5 3 25 28 29 33
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,774
COMMITMENTS
18,026 0 3,821 74,201 87,103 96,048 90,924 10,726 15,850
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -119)
92 0 -142 -595 2,273 -645 2,131 526 -2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 0.0 3.6 69.5 81.6 90.0 85.2 10.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 3 18 26 21 29
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,470
COMMITMENTS
413 11,018 17,499 55,989 45,047 73,901 73,564 5,569 5,906
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -3,191)
-217 641 -501 -1,782 -2,990 -2,500 -2,850 -691 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 13.9 22.0 70.5 56.7 93.0 92.6 7.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 13 13 17 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,579
COMMITMENTS
0 0 0 45,231 42,942 45,231 42,942 7,348 9,637
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -6,287)
0 0 0 -6,150 -6,146 -6,150 -6,146 -137 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.0 81.7 86.0 81.7 14.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 18 21 18
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,110
COMMITMENTS
6,582 2,217 4,945 63,312 65,382 74,839 72,544 9,271 11,566
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -7,035)
1,123 -308 -1,532 -6,316 -4,929 -6,725 -6,769 -310 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 2.6 5.9 75.3 77.7 89.0 86.2 11.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 4 25 28 29 33
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,056,969
COMMITMENTS
82,131 84,611 883,813 1085981 1084071 2051925 2052495 5,044 4,473
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 24,451)
-2,078 -12,773 16,671 9,872 20,459 24,465 24,357 -14 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.1 43.0 52.8 52.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
37 28 59 54 54 115 117
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,632
COMMITMENTS
7,148 14,354 8,625 42,096 37,988 57,869 60,967 18,763 15,665
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -46,785)
-2,416 -6,815 -10,815 -34,121 -30,228 -47,352 -47,858 567 1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 18.7 11.3 54.9 49.6 75.5 79.6 24.5 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 3 19 18 22 23
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,364
COMMITMENTS
323 5,321 3,778 65,147 52,561 69,248 61,660 5,116 12,704
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -45,278)
-7,206 -2,850 -2,474 -32,800 -38,615 -42,480 -43,939 -2,798 -1,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.2 5.1 87.6 70.7 93.1 82.9 6.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 4 19 20 23 24
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 218,187
COMMITMENTS
8,924 9,253 5,669 191,405 196,564 205,998 211,486 12,189 6,701
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -12,616)
24 -2,394 -1,005 -14,983 -9,313 -15,964 -12,712 3,348 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 4.2 2.6 87.7 90.1 94.4 96.9 5.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 4 40 34 46 38
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 176,634
COMMITMENTS
0 6,523 4,873 154,713 155,154 159,586 166,550 17,048 10,084
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -7,823)
0 -3,880 -306 -6,530 -3,811 -6,836 -7,997 -987 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 2.8 87.6 87.8 90.3 94.3 9.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 3 33 29 36 32
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 257,748
COMMITMENTS
183 10,103 12,825 226,727 222,470 239,735 245,398 18,013 12,350
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -13,503)
-981 -2,550 126 -11,282 -10,883 -12,137 -13,307 -1,366 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.9 5.0 88.0 86.3 93.0 95.2 7.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 4 5 40 40 45 45
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 175,921
COMMITMENTS
3,237 14,674 7,154 158,433 148,683 168,824 170,511 7,097 5,410
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -30,309)
-1,160 -7,119 -2,875 -28,425 -18,186 -32,460 -28,180 2,151 -2,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 8.3 4.1 90.1 84.5 96.0 96.9 4.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 6 6 33 33 41 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,580
COMMITMENTS
0 1,070 0 39,385 37,142 39,385 38,212 6,195 7,368
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -4,702)
0 -434 0 -4,190 -3,504 -4,190 -3,938 -512 -764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 86.4 81.5 86.4 83.8 13.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 19 17 19 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,222,322
COMMITMENTS
792,456 154,009 1065102 1336777 1980620 3194335 3199731 27,987 22,591
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 45,009)
-2,606 2,814 16,321 35,466 27,375 49,181 46,510 -4,172 -1,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 4.8 33.1 41.5 61.5 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
29 21 47 101 93 151 144
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,161,240
COMMITMENTS
164,096 276,774 318,322 672,597 562,903 1155015 1157999 6,225 3,241
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 15,762)
9,551 -15,668 3,766 1,909 27,883 15,226 15,981 536 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 23.8 27.4 57.9 48.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
19 30 37 36 35 76 81
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 95,821
COMMITMENTS
4,057 670 7,749 83,295 87,222 95,101 95,641 720 180
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,703)
-205 116 -109 -1,234 -816 -1,548 -808 -155 -895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.7 8.1 86.9 91.0 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 8 32 33 41 41
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,451
COMMITMENTS
2,742 0 411 31,134 34,394 34,287 34,805 1,164 646
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,063)
62 -6 -64 -945 -223 -947 -293 -116 -770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 1.2 87.8 97.0 96.7 98.2 3.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 22 19 24 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,546
COMMITMENTS
0 0 0 12,488 12,128 12,488 12,128 1,058 1,418
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -566)
0 0 0 -492 -518 -492 -518 -74 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.2 89.5 92.2 89.5 7.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 14 16 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 33,255
COMMITMENTS
0 720 720 29,583 31,125 30,303 32,565 2,952 690
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,395)
-40 0 0 -1,295 -1,276 -1,335 -1,276 -60 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 2.2 89.0 93.6 91.1 97.9 8.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 27 21 28 22
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,612
COMMITMENTS
0 0 0 28,420 27,748 28,420 27,748 192 864
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,417)
-100 0 -20 -1,265 -1,359 -1,385 -1,379 -32 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 97.0 99.3 97.0 0.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 18 16 18
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,336
COMMITMENTS
0 0 0 16,198 15,828 16,198 15,828 138 508
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -450)
0 0 0 -460 -440 -460 -440 10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 96.9 99.2 96.9 0.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 19 20 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,045,278
COMMITMENTS
235,268 97,834 1220235 1497550 1625681 2953053 2943750 92,225 101,528
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 29,495)
2,654 -8,672 1,617 7,393 7,454 11,664 400 17,832 29,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 3.2 40.1 49.2 53.4 97.0 96.7 3.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
110 92 153 79 89 267 264
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,702
COMMITMENTS
6,652 13,057 42,990 80,656 73,488 130,297 129,536 2,404 3,166
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,684)
-803 -1,580 1,672 -2,943 -1,822 -2,074 -1,730 391 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 9.8 32.4 60.8 55.4 98.2 97.6 1.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 6 8 9 10 17 19
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 173,116
COMMITMENTS
18,862 9,903 13,074 89,596 101,146 121,532 124,123 51,584 48,993
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -11,240)
-3,775 -1,909 -1,320 -13,380 -11,713 -18,475 -14,942 7,235 3,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 5.7 7.6 51.8 58.4 70.2 71.7 29.8 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 5 19 20 24 26
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 255,339
COMMITMENTS
18,241 15,376 104,396 129,030 132,697 251,667 252,469 3,672 2,870
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -3,122)
621 -1,188 -2,383 -2,164 -269 -3,925 -3,840 803 718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.0 40.9 50.5 52.0 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
24 21 37 27 28 67 70
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 483,331
COMMITMENTS
16,730 11,853 88,048 365,926 362,973 470,704 462,874 12,627 20,457
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -38,974)
-7,303 928 -12,621 -23,285 -33,820 -43,209 -45,513 4,234 6,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.5 18.2 75.7 75.1 97.4 95.8 2.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 5 10 31 31 41 41
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,934
COMMITMENTS
380 3,443 1,905 46,649 43,586 48,934 48,934 0 0
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -9,915)
-760 -400 350 -9,405 -9,765 -9,815 -9,815 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 7.0 3.9 95.3 89.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 2 3 36 42 42 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 167,999
COMMITMENTS
16,989 32,274 23,585 120,026 104,083 160,600 159,942 7,399 8,057
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 2,251)
304 1,170 234 2,243 452 2,781 1,856 -530 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 19.2 14.0 71.4 62.0 95.6 95.2 4.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 16 20 24 23 45 46
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,641
COMMITMENTS
3,613 6,135 6,519 17,429 15,508 27,561 28,162 3,080 2,479
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 20.0 21.3 56.9 50.6 89.9 91.9 10.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 5 11 12 17 19
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,907
COMMITMENTS
0 6,585 180 50,937 40,032 51,117 46,797 11,790 16,110
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -7,387)
0 -335 0 -8,316 -7,579 -8,316 -7,914 929 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.5 0.3 81.0 63.6 81.3 74.4 18.7 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 16 15 17 17
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,395
COMMITMENTS
0 520 95 23,300 22,780 23,395 23,395 0 0
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -225)
0 -125 30 -255 -130 -225 -225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.4 99.6 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 1 21 27 22 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,146
COMMITMENTS
8,281 3,313 43 1,944 8,017 10,268 11,373 1,878 773
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -281)
-476 -482 -11 -27 257 -514 -236 233 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.2 27.3 0.4 16.0 66.0 84.5 93.6 15.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
39 19 1 16 23 56 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 18,386
COMMITMENTS
9,777 1,785 210 5,671 15,110 15,658 17,105 2,728 1,281
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 66)
388 -269 -76 -101 629 211 284 -145 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.2 9.7 1.1 30.8 82.2 85.2 93.0 14.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
33 10 4 16 22 52 33
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 215,906
COMMITMENTS
57,037 3,551 29,027 110,636 169,063 196,700 201,641 19,206 14,265
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 1,852)
-50 -2,059 2,607 -1,976 1,169 580 1,717 1,272 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 1.6 13.4 51.2 78.3 91.1 93.4 8.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
44 18 32 71 84 128 122
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,809
COMMITMENTS
150 0 0 3,609 3,759 3,759 3,759 50 50
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -3,068)
150 -50 -150 -2,918 -2,718 -2,918 -2,918 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 94.7 98.7 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 19 20 21 20
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,366
COMMITMENTS
120 0 0 18,957 20,162 19,077 20,162 1,289 204
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -2,261)
120 -264 0 -2,370 -2,189 -2,250 -2,453 -11 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 93.1 99.0 93.7 99.0 6.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 27 19 28 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,330
COMMITMENTS
125 0 0 7,205 7,330 7,330 7,330 0 0
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -1,265)
-50 -300 0 -1,215 -965 -1,265 -1,265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 98.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 22 18 24 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,750
COMMITMENTS
300 285 108 18,858 19,249 19,266 19,642 484 108
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -705)
0 117 0 -577 -822 -577 -705 -128 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.4 0.5 95.5 97.5 97.5 99.5 2.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 18 20 20 21
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,873
COMMITMENTS
449 0 0 7,394 7,857 7,843 7,857 30 16
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -2,474)
134 0 0 -2,536 -2,457 -2,402 -2,457 -72 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.0 93.9 99.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 16 17 16
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,897
COMMITMENTS
3,091 4,163 1,996 31,955 34,108 37,042 40,267 3,855 630
CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -880)
117 -536 -132 -848 -393 -863 -1,061 -17 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 10.2 4.9 78.1 83.4 90.6 98.5 9.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 5 4 22 24 30 30
Updated January 9, 2009