GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,140
COMMITMENTS
60 0 0 31,850 32,060 31,910 32,060 230 80
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 1,119)
0 0 0 1,069 1,069 1,069 1,069 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.1 99.8 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 30 35 31 35
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,288
COMMITMENTS
1,075 120 150 22,842 23,644 24,067 23,914 221 374
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 877)
300 0 -50 607 852 857 802 20 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.5 0.6 94.0 97.3 99.1 98.5 0.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 1 29 33 32 35
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,501
COMMITMENTS
1,820 0 283 4,471 6,251 6,574 6,534 927 967
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 195)
185 0 -45 31 132 171 87 24 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 0.0 3.8 59.6 83.3 87.6 87.1 12.4 12.9
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 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,305
COMMITMENTS
172 141 171 9,758 10,375 10,101 10,687 1,204 618
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 449)
24 43 -2 364 274 386 315 63 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.2 1.5 86.3 91.8 89.3 94.5 10.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 2 3 36 40 39 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,790
COMMITMENTS
84 100 80 8,033 8,073 8,197 8,253 593 537
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 802)
-40 100 40 727 695 727 835 75 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.1 0.9 91.4 91.8 93.3 93.9 6.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 2 2 39 47 41 50
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,110
COMMITMENTS
0 248 0 3,867 4,028 3,867 4,276 1,243 834
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 378)
0 -50 0 161 182 161 132 217 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.0 75.7 78.8 75.7 83.7 24.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 20 17 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 266,536
COMMITMENTS
24,429 14,246 50,043 150,819 172,529 225,290 236,818 41,246 29,718
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 4,890)
232 -2,125 2,200 -3,204 2,227 -772 2,302 5,663 2,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 5.3 18.8 56.6 64.7 84.5 88.9 15.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
26 22 41 64 67 114 113
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,672
COMMITMENTS
141 988 0 14,411 13,594 14,552 14,582 120 90
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 2,078)
141 0 0 1,933 2,078 2,074 2,078 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.7 0.0 98.2 92.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 3 0 32 42 33 45
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,656
COMMITMENTS
150 0 0 8,566 9,506 8,716 9,506 940 150
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 150)
75 0 0 -400 0 -325 0 475 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 88.7 98.4 90.3 98.4 9.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 17 17 18 17
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 3,023
COMMITMENTS
50 0 0 2,273 2,740 2,323 2,740 700 283
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 75.2 90.6 76.8 90.6 23.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 18 20 19 20
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 995,940
COMMITMENTS
128,638 199,956 393,508 392,990 359,236 915,137 952,700 80,803 43,239
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 14,316)
16,684 -9,269 5,658 -10,547 13,138 11,796 9,526 2,521 4,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 20.1 39.5 39.5 36.1 91.9 95.7 8.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
62 64 87 75 61 187 170
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 43,912
COMMITMENTS
21,760 25,213 5,500 16,595 13,038 43,856 43,751 56 161
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 1,778)
2,054 1,401 -343 198 753 1,909 1,812 -132 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 57.4 12.5 37.8 29.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 12 13 9 11 23 30
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,737
COMMITMENTS
3,344 0 1,489 84,882 83,338 89,715 84,827 6,022 10,910
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 1,210)
2,249 0 -775 -914 1,383 560 608 650 602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 1.6 88.7 87.0 93.7 88.6 6.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 24 25 26 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,684
COMMITMENTS
2,645 2,931 3,361 40,597 34,547 46,603 40,839 7,081 12,845
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 1,279)
-783 969 -223 2,266 570 1,260 1,316 19 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.5 6.3 75.6 64.4 86.8 76.1 13.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 17 16 19 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,554
COMMITMENTS
2,661 0 217 67,923 69,232 70,801 69,449 6,753 8,105
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -294)
387 -117 -387 8 98 8 -406 -302 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.3 87.6 89.3 91.3 89.5 8.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 1 27 26 30 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,809
COMMITMENTS
0 0 0 83,636 84,050 83,636 84,050 15,173 14,759
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 1,392)
0 0 0 53 1,821 53 1,821 1,339 -429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.6 85.1 84.6 85.1 15.4 14.9
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 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,534
COMMITMENTS
3,678 0 1,286 33,832 36,721 38,796 38,007 5,738 6,527
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -12,861)
20 -342 -498 -11,711 -12,200 -12,189 -13,040 -672 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 2.9 76.0 82.5 87.1 85.3 12.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 21 21 23 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,403
COMMITMENTS
494 5,509 5,097 73,356 69,683 78,947 80,289 6,456 5,114
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 1,100)
0 -91 57 1,043 1,314 1,100 1,280 0 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 6.5 6.0 85.9 81.6 92.4 94.0 7.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 5 3 26 29 30 34
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 131,820
COMMITMENTS
5,639 1,713 7,797 107,035 107,678 120,471 117,188 11,349 14,632
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 25,046)
-12,387 1,713 3,976 32,834 20,575 24,423 26,264 623 -1,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.3 5.9 81.2 81.7 91.4 88.9 8.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 3 19 28 22 31
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,672
COMMITMENTS
413 9,974 18,697 56,045 47,039 75,155 75,710 6,517 5,962
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 2,202)
0 -1,044 1,198 56 1,992 1,254 2,146 948 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 12.2 22.9 68.6 57.6 92.0 92.7 8.0 7.3
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 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,399
COMMITMENTS
0 0 0 48,313 43,997 48,313 43,997 7,086 11,402
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 2,820)
0 0 0 3,082 1,055 3,082 1,055 -262 1,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.2 79.4 87.2 79.4 12.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 20 22 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,320
COMMITMENTS
6,414 2,621 4,759 63,244 65,496 74,417 72,876 9,903 11,444
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 210)
-168 404 -186 -68 114 -422 332 632 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 3.1 5.6 75.0 77.7 88.3 86.4 11.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 4 27 27 31 32
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,177,599
COMMITMENTS
82,590 104,577 927,315 1162311 1141119 2172216 2173012 5,383 4,588
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 120,631)
459 19,966 43,502 76,331 57,048 120,292 120,516 339 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 4.8 42.6 53.4 52.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
40 27 61 55 54 119 118
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,190
COMMITMENTS
1,030 14,275 8,323 37,146 26,801 46,499 49,399 16,691 13,791
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -13,442)
-6,118 -79 -302 -4,950 -11,187 -11,370 -11,568 -2,072 -1,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 22.6 13.2 58.8 42.4 73.6 78.2 26.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 3 17 18 20 23
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,511
COMMITMENTS
1,286 5,557 2,846 55,145 42,551 59,277 50,954 5,234 13,557
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -9,853)
963 236 -932 -10,002 -10,010 -9,971 -10,706 118 853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 8.6 4.4 85.5 66.0 91.9 79.0 8.1 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 4 19 18 23 22
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 219,670
COMMITMENTS
9,437 5,786 6,422 192,770 200,612 208,629 212,820 11,041 6,850
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 1,483)
513 -3,467 753 1,365 4,048 2,631 1,334 -1,148 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.6 2.9 87.8 91.3 95.0 96.9 5.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 2 4 42 35 48 39
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 174,222
COMMITMENTS
0 6,411 4,985 154,432 152,956 159,417 164,352 14,805 9,870
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -2,412)
0 -112 112 -281 -2,198 -169 -2,198 -2,243 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 2.9 88.6 87.8 91.5 94.3 8.5 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 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 266,784
COMMITMENTS
1,330 3,491 15,739 231,201 235,322 248,270 254,552 18,514 12,232
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 9,036)
1,147 -6,612 2,914 4,474 12,852 8,535 9,154 501 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.3 5.9 86.7 88.2 93.1 95.4 6.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 3 5 40 39 45 44
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 156,916
COMMITMENTS
3,237 12,242 6,198 140,444 133,798 149,879 152,238 7,037 4,678
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -19,005)
0 -2,432 -956 -17,989 -14,885 -18,945 -18,273 -60 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 7.8 3.9 89.5 85.3 95.5 97.0 4.5 3.0
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 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,800
COMMITMENTS
0 1,070 0 41,177 39,362 41,177 40,432 6,623 7,368
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 2,220)
0 0 0 1,792 2,220 1,792 2,220 428 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 86.1 82.3 86.1 84.6 13.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 20 17 20 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,222,150
COMMITMENTS
755,120 149,535 1080985 1359652 1970586 3195757 3201106 26,393 21,044
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -172)
-37,336 -4,474 15,883 22,875 -10,034 1,422 1,375 -1,594 -1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 4.6 33.5 42.2 61.2 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
29 21 46 103 94 153 143
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,245,782
COMMITMENTS
146,289 264,766 392,101 702,691 585,077 1241081 1241944 4,701 3,838
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 84,542)
-17,807 -12,008 73,779 30,094 22,174 86,066 83,945 -1,524 597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 21.3 31.5 56.4 47.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
17 33 39 36 35 78 82
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 98,635
COMMITMENTS
4,281 656 8,021 85,695 89,596 97,997 98,273 638 362
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 2,814)
224 -14 272 2,400 2,374 2,896 2,632 -82 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.7 8.1 86.9 90.8 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 8 32 32 41 40
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,685
COMMITMENTS
2,747 0 411 34,243 37,620 37,401 38,031 1,284 654
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 3,234)
5 0 1 3,108 3,225 3,114 3,226 120 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 1.1 88.5 97.2 96.7 98.3 3.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 21 19 23 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,016
COMMITMENTS
0 0 0 12,762 12,558 12,762 12,558 1,254 1,458
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 470)
0 0 0 274 430 274 430 196 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 89.6 91.1 89.6 8.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 14 17 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 33,435
COMMITMENTS
0 720 720 29,707 31,125 30,427 32,565 3,008 870
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 180)
0 0 0 124 0 124 0 56 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 2.2 88.9 93.1 91.0 97.4 9.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 26 21 27 22
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,481
COMMITMENTS
0 0 0 29,289 28,617 29,289 28,617 192 864
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 869)
0 0 0 869 869 869 869 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 97.1 99.3 97.1 0.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 17 17 17
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,098
COMMITMENTS
0 5 70 16,896 16,590 16,966 16,665 132 433
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 762)
0 5 70 698 762 768 837 -6 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.4 98.8 97.0 99.2 97.5 0.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 20 18 21 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,103,803
COMMITMENTS
236,765 119,321 1228326 1544214 1660133 3009305 3007781 94,497 96,022
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 58,524)
1,497 21,487 8,092 46,664 34,452 56,252 64,031 2,273 -5,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 3.8 39.6 49.8 53.5 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
103 100 159 84 87 276 266
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,944
COMMITMENTS
8,693 13,367 46,018 81,276 75,986 135,986 135,370 1,958 2,574
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 5,242)
2,041 310 3,027 620 2,497 5,689 5,834 -446 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 9.7 33.4 58.9 55.1 98.6 98.1 1.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 8 9 10 12 19 23
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,743
COMMITMENTS
21,943 9,219 13,885 88,956 100,669 124,784 123,773 49,959 50,970
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 1,627)
3,081 -684 811 -640 -477 3,252 -350 -1,625 1,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 5.3 7.9 50.9 57.6 71.4 70.8 28.6 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 3 6 18 18 24 26
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 260,101
COMMITMENTS
18,445 16,556 108,077 129,995 132,343 256,518 256,977 3,583 3,124
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 4,762)
204 1,181 3,682 965 -354 4,851 4,508 -89 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.4 41.6 50.0 50.9 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 24 37 27 28 67 70
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 482,453
COMMITMENTS
19,604 9,912 88,367 361,409 363,038 469,379 461,316 13,074 21,137
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -878)
2,874 -1,942 319 -4,518 65 -1,325 -1,558 447 680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.1 18.3 74.9 75.2 97.3 95.6 2.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 4 10 30 30 40 40
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,500
COMMITMENTS
780 2,693 1,855 49,792 47,879 52,427 52,427 73 73
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 3,566)
400 -750 -50 3,143 4,293 3,493 3,493 73 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 5.1 3.5 94.8 91.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 2 4 36 45 43 50
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 173,071
COMMITMENTS
17,210 36,460 26,767 121,381 101,523 165,358 164,750 7,713 8,321
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 5,072)
221 4,186 3,182 1,355 -2,560 4,758 4,808 314 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 21.1 15.5 70.1 58.7 95.5 95.2 4.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 19 21 23 22 45 48
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,310
COMMITMENTS
3,613 6,135 6,169 17,248 15,527 27,030 27,831 3,280 2,479
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -331)
0 0 -350 -181 19 -531 -331 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 20.2 20.4 56.9 51.2 89.2 91.8 10.8 8.2
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 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 63,809
COMMITMENTS
0 6,635 180 51,817 40,882 51,997 47,697 11,812 16,112
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 902)
0 50 0 880 850 880 900 22 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.4 0.3 81.2 64.1 81.5 74.7 18.5 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 16 15 17 17
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 98,799
COMMITMENTS
3,611 10,505 10,129 56,561 44,788 70,301 65,422 28,498 33,377
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 10.6 10.3 57.2 45.3 71.2 66.2 28.8 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 4 17 17 21 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,845
COMMITMENTS
0 2,020 95 26,750 24,730 26,845 26,845 0 0
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 3,450)
0 1,500 0 3,450 1,950 3,450 3,450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 0.4 99.6 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 5 1 21 29 22 34
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,468
COMMITMENTS
8,626 3,402 50 2,021 8,202 10,697 11,654 1,771 814
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 322)
345 89 7 77 185 429 281 -107 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 27.3 0.4 16.2 65.8 85.8 93.5 14.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
44 20 2 15 21 60 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 18,294
COMMITMENTS
9,758 1,619 165 5,602 15,437 15,525 17,221 2,769 1,073
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -92)
-19 -166 -45 -69 327 -133 116 41 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.3 8.8 0.9 30.6 84.4 84.9 94.1 15.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
35 8 3 17 23 54 32
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 222,822
COMMITMENTS
55,248 2,878 31,711 115,333 172,322 202,291 206,911 20,530 15,911
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 6,915)
-1,789 -672 2,684 4,697 3,259 5,591 5,270 1,324 1,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 1.3 14.2 51.8 77.3 90.8 92.9 9.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
52 19 39 72 85 137 131
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,616
COMMITMENTS
0 0 0 11,718 11,699 11,718 11,699 4,898 4,917
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 70.5 70.4 70.5 70.4 29.5 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 18 15 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,334
COMMITMENTS
150 0 0 4,084 4,234 4,234 4,234 100 100
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 525)
0 0 0 475 475 475 475 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 94.2 97.7 97.7 97.7 2.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 19 21 21 21
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,744
COMMITMENTS
1,208 200 0 21,123 23,540 22,331 23,740 1,413 4
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 3,378)
1,088 200 0 2,166 3,378 3,254 3,578 124 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.8 0.0 89.0 99.1 94.0 100.0 6.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 0 27 20 29 21
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,652
COMMITMENTS
75 0 25 11,141 11,817 11,241 11,842 1,411 810
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.2 88.1 93.4 88.8 93.6 11.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 13 16 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,155
COMMITMENTS
375 0 0 7,630 8,005 8,005 8,005 150 150
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 825)
250 0 0 425 675 675 675 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 93.6 98.2 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 0 26 19 29 19
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,298
COMMITMENTS
0 138 0 3,227 3,041 3,227 3,179 1,071 1,119
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 75.1 70.8 75.1 74.0 24.9 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 15 16 16
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,101
COMMITMENTS
300 285 108 19,209 19,672 19,617 20,065 484 36
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 351)
0 0 0 351 423 351 423 0 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.4 0.5 95.6 97.9 97.6 99.8 2.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 19 21 21 22
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,503
COMMITMENTS
449 0 0 8,024 8,487 8,473 8,487 30 16
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 630)
0 0 0 630 630 630 630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 94.4 99.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 17 18 18 18
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,501
COMMITMENTS
3,141 3,400 2,345 34,433 37,456 39,919 43,201 3,582 300
CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 2,604)
50 -763 349 2,478 3,348 2,877 2,934 -273 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 7.8 5.4 79.2 86.1 91.8 99.3 8.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 4 4 24 25 32 30
Updated January 16, 2009