GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,349
COMMITMENTS
60 0 0 33,059 33,289 33,119 33,289 230 60
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 1,209)
0 0 0 1,209 1,229 1,209 1,229 0 -20
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: 42)
1 0 0 31 36 32 36
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,156
COMMITMENTS
1,100 120 125 22,710 23,562 23,935 23,807 221 349
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -132)
25 0 -25 -132 -82 -132 -107 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.5 0.5 94.0 97.5 99.1 98.6 0.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 1 29 32 32 34
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,629
COMMITMENTS
1,844 0 274 4,579 6,309 6,697 6,583 932 1,046
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 128)
24 0 -9 108 58 123 49 5 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 0.0 3.6 60.0 82.7 87.8 86.3 12.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 20 23 21 24
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,960
COMMITMENTS
196 150 176 10,501 10,978 10,873 11,304 1,087 656
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 655)
24 9 5 743 603 772 617 -117 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.3 1.5 87.8 91.8 90.9 94.5 9.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 3 3 37 42 41 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,083
COMMITMENTS
157 175 188 8,347 8,214 8,692 8,577 391 506
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 293)
73 75 108 314 141 495 324 -202 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.9 2.1 91.9 90.4 95.7 94.4 4.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 3 3 37 45 40 50
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,401
COMMITMENTS
0 278 0 4,077 4,259 4,077 4,537 1,324 864
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 291)
0 30 0 210 231 210 261 81 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.0 75.5 78.9 75.5 84.0 24.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 18 22 18 23
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,587
COMMITMENTS
0 138 40 2,285 2,886 2,325 3,064 1,262 523
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 1.1 63.7 80.5 64.8 85.4 35.2 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 15 17 16 18
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,803
COMMITMENTS
0 0 0 1,012 1,322 1,012 1,322 791 481
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 56.1 73.3 56.1 73.3 43.9 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 16 12 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 286,650
COMMITMENTS
23,535 17,514 58,253 164,774 181,537 246,562 257,304 40,088 29,346
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 20,114)
-894 3,268 8,210 13,955 9,008 21,272 20,487 -1,157 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 6.1 20.3 57.5 63.3 86.0 89.8 14.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
22 29 46 65 65 118 119
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,927
COMMITMENTS
141 988 0 16,711 15,849 16,852 16,837 75 90
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 2,255)
0 0 0 2,300 2,255 2,300 2,255 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 5.8 0.0 98.7 93.6 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 3 0 38 42 39 45
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,510
COMMITMENTS
150 0 0 9,445 10,285 9,595 10,285 915 225
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 854)
0 0 0 879 779 879 779 -25 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 89.9 97.9 91.3 97.9 8.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 18 21 18
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 3,723
COMMITMENTS
75 0 0 3,373 3,348 3,448 3,348 275 375
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 700)
25 0 0 1,100 608 1,125 608 -425 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 90.6 89.9 92.6 89.9 7.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 19 21 21 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,000,417
COMMITMENTS
136,173 193,931 397,486 386,266 364,862 919,925 956,280 80,492 44,137
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 4,477)
7,535 -6,025 3,978 -6,724 5,626 4,789 3,580 -312 897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 19.4 39.7 38.6 36.5 92.0 95.6 8.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
59 70 87 80 67 193 175
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 46,367
COMMITMENTS
20,437 24,656 5,857 19,832 15,609 46,126 46,122 241 245
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 2,455)
-1,323 -557 357 3,237 2,571 2,270 2,371 185 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 53.2 12.6 42.8 33.7 99.5 99.5 0.5 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 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,944
COMMITMENTS
3,181 0 1,541 86,144 84,117 90,866 85,658 6,078 11,286
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 1,207)
-163 0 52 1,262 779 1,151 831 56 376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 1.6 88.9 86.8 93.7 88.4 6.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 2 24 26 26 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,985
COMMITMENTS
2,645 2,380 3,390 42,097 36,282 48,132 42,052 6,853 12,933
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 1,301)
0 -551 29 1,500 1,735 1,529 1,213 -228 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.3 6.2 76.6 66.0 87.5 76.5 12.5 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 2 18 17 20 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,446
COMMITMENTS
2,661 0 217 70,353 72,194 73,231 72,411 6,215 7,035
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 1,892)
0 0 0 2,430 2,962 2,430 2,962 -538 -1,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.3 88.6 90.9 92.2 91.1 7.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 0 1 28 28 31 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,047
COMMITMENTS
0 0 0 83,145 87,582 83,145 87,582 16,902 12,465
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 1,238)
0 0 0 -491 3,532 -491 3,532 1,729 -2,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.1 87.5 83.1 87.5 16.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 22 21 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,180
COMMITMENTS
3,864 0 1,100 32,571 36,190 37,535 37,290 5,645 5,890
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -1,354)
186 0 -186 -1,261 -531 -1,261 -717 -93 -637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 2.5 75.4 83.8 86.9 86.4 13.1 13.6
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 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,044
COMMITMENTS
494 6,657 4,262 75,643 71,103 80,399 82,022 6,645 5,022
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 1,641)
0 1,148 -835 2,287 1,420 1,452 1,733 189 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 7.6 4.9 86.9 81.7 92.4 94.2 7.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 4 2 26 29 29 33
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 132,891
COMMITMENTS
5,693 1,651 8,194 107,655 108,170 121,542 118,015 11,349 14,876
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 1,071)
54 -62 397 620 492 1,071 827 0 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.2 6.2 81.0 81.4 91.5 88.8 8.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 3 18 28 21 31
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,537
COMMITMENTS
413 13,896 18,182 57,425 44,472 76,020 76,550 6,517 5,987
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 865)
0 3,922 -515 1,380 -2,567 865 840 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 16.8 22.0 69.6 53.9 92.1 92.7 7.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 13 14 17 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,757
COMMITMENTS
0 0 0 47,671 42,927 47,671 42,927 7,086 11,830
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -642)
0 0 0 -642 -1,070 -642 -1,070 0 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.1 78.4 87.1 78.4 12.9 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 21 22 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,375
COMMITMENTS
3,865 2,305 7,022 69,367 67,239 80,254 76,566 7,121 10,809
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 3,055)
-2,549 -316 2,263 6,123 1,743 5,837 3,690 -2,782 -635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.6 8.0 79.4 77.0 91.9 87.6 8.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 4 28 28 33 33
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,300,894
COMMITMENTS
84,253 121,463 979,113 1231831 1195685 2295197 2296260 5,697 4,634
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 123,295)
1,663 16,885 51,798 69,520 54,566 122,981 123,249 315 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 5.3 42.6 53.5 52.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
40 30 64 54 53 122 119
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,735
COMMITMENTS
3,078 14,394 3,492 31,064 23,422 37,634 41,308 18,101 14,427
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -7,455)
2,048 119 -4,831 -6,082 -3,379 -8,865 -8,091 1,410 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 25.8 6.3 55.7 42.0 67.5 74.1 32.5 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 3 16 17 19 22
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,132
COMMITMENTS
1,092 3,178 2,846 48,136 39,451 52,074 45,475 5,058 11,657
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -7,379)
-194 -2,379 0 -7,009 -3,100 -7,203 -5,479 -176 -1,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.6 5.0 84.3 69.1 91.1 79.6 8.9 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 4 20 17 24 21
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 219,229
COMMITMENTS
7,415 7,122 6,801 193,931 198,418 208,147 212,341 11,082 6,888
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -441)
-2,022 1,336 379 1,161 -2,194 -482 -479 41 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.2 3.1 88.5 90.5 94.9 96.9 5.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 4 42 34 48 39
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 173,619
COMMITMENTS
0 6,253 5,117 154,155 155,685 159,272 167,055 14,347 6,564
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -603)
0 -158 132 -277 2,729 -145 2,703 -458 -3,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 2.9 88.8 89.7 91.7 96.2 8.3 3.8
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 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 271,239
COMMITMENTS
643 6,191 17,253 234,465 236,785 252,361 260,229 18,878 11,010
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 4,455)
-687 2,700 1,514 3,264 1,463 4,091 5,677 364 -1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.3 6.4 86.4 87.3 93.0 95.9 7.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 4 5 40 39 45 44
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 144,475
COMMITMENTS
3,237 6,225 4,869 132,984 128,998 141,090 140,092 3,385 4,383
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -12,441)
0 -6,017 -1,329 -7,460 -4,800 -8,789 -12,146 -3,652 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.3 3.4 92.0 89.3 97.7 97.0 2.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 6 6 32 33 40 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,931
COMMITMENTS
0 1,070 0 41,308 39,493 41,308 40,563 6,623 7,368
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 131)
0 0 0 131 131 131 131 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 86.2 82.4 86.2 84.6 13.8 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 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,222,138
COMMITMENTS
755,752 143,954 1080388 1359032 1976614 3195172 3200956 26,966 21,182
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -12)
632 -5,581 -597 -620 6,028 -585 -150 573 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 4.5 33.5 42.2 61.3 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
32 17 45 102 96 152 143
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,292,516
COMMITMENTS
150,105 247,162 412,873 723,935 627,542 1286913 1287577 5,603 4,939
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 46,734)
3,816 -17,604 20,772 21,244 42,465 45,832 45,633 902 1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 19.1 31.9 56.0 48.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
16 35 41 36 35 79 84
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 101,110
COMMITMENTS
4,548 805 8,274 87,219 91,467 100,041 100,546 1,069 564
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 2,475)
267 148 254 1,524 1,871 2,044 2,273 431 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.8 8.2 86.3 90.5 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 8 32 32 41 40
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,216
COMMITMENTS
2,724 0 432 33,781 37,106 36,936 37,538 1,280 678
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -469)
-23 0 20 -462 -513 -465 -493 -4 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 1.1 88.4 97.1 96.7 98.2 3.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 20 19 22 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,011
COMMITMENTS
0 0 0 12,757 12,563 12,757 12,563 1,254 1,448
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -5)
0 0 0 -5 5 -5 5 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.0 89.7 91.0 89.7 9.0 10.3
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 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,549
COMMITMENTS
0 720 720 28,709 30,379 29,429 31,819 3,120 730
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -886)
0 0 0 -998 -746 -998 -746 112 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 2.2 88.2 93.3 90.4 97.8 9.6 2.2
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 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,640
COMMITMENTS
0 0 0 28,448 27,836 28,448 27,836 192 804
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -841)
0 0 0 -841 -781 -841 -781 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 97.2 99.3 97.2 0.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 18 17 18
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 47,992
COMMITMENTS
0 8,970 0 47,552 38,766 47,552 47,736 440 256
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.7 0.0 99.1 80.8 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 15 18 15 20
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 639,488
COMMITMENTS
0 167,440 0 639,488 402,248 639,488 569,688 0 69,800
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 26.2 0.0 100.0 62.9 100.0 89.1 0.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 10 13 10 15
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,987
COMMITMENTS
0 0 0 16,915 16,554 16,915 16,554 72 433
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -111)
0 -5 -70 19 -36 -51 -111 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 97.5 99.6 97.5 0.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 19 21 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,018,664
COMMITMENTS
241,916 119,105 1150333 1533890 1645082 2926138 2914519 92,526 104,145
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -85,138)
5,151 -216 -77,994 -10,324 -15,051 -83,167 -93,261 -1,971 8,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 3.9 38.1 50.8 54.5 96.9 96.5 3.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
104 97 159 77 85 267 265
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 117,670
COMMITMENTS
2,643 15,379 39,552 73,981 60,733 116,176 115,664 1,494 2,006
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -20,274)
-6,050 2,012 -6,465 -7,295 -15,253 -19,810 -19,706 -464 -568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 13.1 33.6 62.9 51.6 98.7 98.3 1.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 10 11 8 11 19 24
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 178,674
COMMITMENTS
22,153 10,378 13,606 92,570 94,621 128,329 118,605 50,345 60,069
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 3,931)
210 1,159 -279 3,614 -6,048 3,545 -5,168 386 9,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 5.8 7.6 51.8 53.0 71.8 66.4 28.2 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 3 5 16 17 22 24
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 222,268
COMMITMENTS
15,922 17,200 82,575 120,781 119,689 219,278 219,465 2,990 2,803
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -37,833)
-2,523 644 -25,502 -9,214 -12,654 -37,240 -37,512 -594 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 7.7 37.2 54.3 53.8 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
25 24 39 25 25 67 71
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 489,243
COMMITMENTS
24,779 11,281 88,617 365,804 372,332 479,200 472,230 10,043 17,012
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 6,790)
5,175 1,370 250 4,396 9,294 9,821 10,914 -3,031 -4,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.3 18.1 74.8 76.1 97.9 96.5 2.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 3 11 31 31 42 42
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,544
COMMITMENTS
855 3,344 1,805 51,836 49,341 54,496 54,490 48 54
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 2,044)
75 651 -50 2,044 1,462 2,069 2,063 -25 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 6.1 3.3 95.0 90.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 2 4 37 44 44 49
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 175,980
COMMITMENTS
17,697 39,372 28,136 122,897 101,273 168,730 168,781 7,250 7,199
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 2,909)
487 2,912 1,369 1,516 -250 3,372 4,031 -463 -1,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 22.4 16.0 69.8 57.5 95.9 95.9 4.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 21 22 23 22 48 49
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,505
COMMITMENTS
4,113 6,135 6,169 17,198 15,667 27,480 27,971 3,025 2,534
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 195)
500 0 0 -50 140 450 140 -255 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 20.1 20.2 56.4 51.4 90.1 91.7 9.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 4 5 11 12 18 19
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,965
COMMITMENTS
0 6,035 180 52,803 42,403 52,983 48,618 11,982 16,347
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 1,156)
0 -600 0 986 1,521 986 921 170 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.3 0.3 81.3 65.3 81.6 74.8 18.4 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 17 16 18 18
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 101,293
COMMITMENTS
2,783 8,715 11,350 58,311 47,625 72,444 67,690 28,849 33,603
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 2,494)
-828 -1,790 1,221 1,750 2,837 2,143 2,268 351 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 8.6 11.2 57.6 47.0 71.5 66.8 28.5 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 4 18 18 22 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,220
COMMITMENTS
0 7,240 95 31,125 23,885 31,220 31,220 0 0
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 4,375)
0 5,220 0 4,375 -845 4,375 4,375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.2 0.3 99.7 76.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 8 1 22 29 23 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,387
COMMITMENTS
8,371 3,511 85 2,105 7,880 10,561 11,476 1,826 911
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -81)
-255 109 35 84 -322 -136 -178 55 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.6 28.3 0.7 17.0 63.6 85.3 92.6 14.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
38 23 3 16 19 55 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 17,832
COMMITMENTS
9,212 1,969 127 5,652 14,592 14,991 16,688 2,841 1,144
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -462)
-546 350 -38 50 -845 -534 -533 72 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 11.0 0.7 31.7 81.8 84.1 93.6 15.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
34 9 3 17 23 53 33
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 228,394
COMMITMENTS
52,545 2,656 34,022 120,941 175,625 207,508 212,303 20,886 16,091
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 5,572)
-2,703 -222 2,311 5,608 3,303 5,216 5,392 356 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 1.2 14.9 53.0 76.9 90.9 93.0 9.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
51 20 43 74 87 142 136
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,471
COMMITMENTS
0 632 96 11,987 12,485 12,083 13,213 5,388 4,258
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 855)
0 632 96 269 786 365 1,514 490 -659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.5 68.6 71.5 69.2 75.6 30.8 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 17 20 18 21
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,522
COMMITMENTS
50 0 0 4,472 4,522 4,522 4,522 0 0
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 188)
-100 0 0 388 288 288 288 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 21 22 22 22
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,054
COMMITMENTS
1,208 50 0 21,823 24,000 23,031 24,050 1,023 4
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 310)
0 -150 0 700 460 700 310 -390 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.2 0.0 90.7 99.8 95.7 100.0 4.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 0 30 26 32 27
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,527
COMMITMENTS
75 0 25 14,966 15,767 15,066 15,792 1,461 735
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 3,875)
0 0 0 3,825 3,950 3,825 3,950 50 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.2 90.6 95.4 91.2 95.6 8.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 17 13 18 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,980
COMMITMENTS
275 0 0 9,705 9,980 9,980 9,980 0 0
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 1,825)
-100 0 0 2,075 1,975 1,975 1,975 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 97.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 0 29 20 31 20
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,465
COMMITMENTS
0 138 0 3,328 3,233 3,328 3,371 1,137 1,094
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 167)
0 0 0 101 192 101 192 66 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 74.5 72.4 74.5 75.5 25.5 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 16 15 17
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,579
COMMITMENTS
300 285 108 19,594 20,132 20,002 20,525 577 54
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 478)
0 0 0 385 460 385 460 93 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.4 0.5 95.2 97.8 97.2 99.7 2.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 20 22 22 23
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,126
COMMITMENTS
449 45 0 8,647 9,065 9,096 9,110 30 16
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 623)
0 45 0 623 578 623 623 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.5 0.0 94.8 99.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 20 18 21 19
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,160
COMMITMENTS
3,141 3,499 2,510 36,170 38,521 41,821 44,530 3,339 630
CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 1,659)
0 99 165 1,737 1,065 1,902 1,329 -243 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 7.7 5.6 80.1 85.3 92.6 98.6 7.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 4 4 23 25 31 30
Updated January 23, 2009