GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,896
COMMITMENTS
232 0 0 32,340 32,846 32,572 32,846 324 50
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -3,568)
172 0 0 -3,834 -3,558 -3,662 -3,558 94 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 98.3 99.8 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 0 32 36 34 36
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,372
COMMITMENTS
1,150 120 100 19,811 20,881 21,061 21,101 311 271
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -4,538)
-250 0 -25 -4,403 -4,485 -4,678 -4,510 140 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.6 0.5 92.7 97.7 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 29 34 31 36
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,232
COMMITMENTS
1,592 51 337 4,524 5,966 6,453 6,354 779 878
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -453)
-226 51 27 -118 -491 -317 -413 -136 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 0.7 4.7 62.6 82.5 89.2 87.9 10.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 20 24 22 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,901
COMMITMENTS
187 196 124 9,344 9,897 9,655 10,217 1,246 684
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -1,411)
-14 27 -65 -1,391 -1,459 -1,470 -1,497 59 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.8 1.1 85.7 90.8 88.6 93.7 11.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 3 38 41 42 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,922
COMMITMENTS
200 210 68 7,118 7,045 7,386 7,323 536 599
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -1,463)
47 2 -10 -1,492 -1,361 -1,455 -1,369 -8 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.7 0.9 89.9 88.9 93.2 92.4 6.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 3 2 38 42 40 47
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,344
COMMITMENTS
0 352 66 4,028 4,036 4,094 4,454 1,250 890
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -282)
0 -33 0 -212 -273 -212 -306 -70 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 1.2 75.4 75.5 76.6 83.3 23.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 20 22 21 23
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,420
COMMITMENTS
90 300 75 2,277 2,399 2,442 2,774 978 646
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -380)
90 67 25 -362 -636 -247 -544 -133 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 8.8 2.2 66.6 70.1 71.4 81.1 28.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 2 17 18 20 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 278,020
COMMITMENTS
27,374 17,984 53,237 161,123 177,792 241,734 249,013 36,286 29,007
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -1,449)
2,172 1,517 2,047 -2,349 -4,137 1,870 -573 -3,319 -876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 6.5 19.1 58.0 63.9 86.9 89.6 13.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
29 26 44 61 62 115 114
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,712
COMMITMENTS
91 309 0 13,441 13,213 13,532 13,522 180 190
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -4,840)
0 -174 0 -4,935 -4,766 -4,935 -4,940 95 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.3 0.0 98.0 96.4 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 2 0 40 40 41 42
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,225
COMMITMENTS
125 0 0 10,395 11,000 10,520 11,000 705 225
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -310)
-25 0 0 -75 -310 -100 -310 -210 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 92.6 98.0 93.7 98.0 6.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 21 24 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 980,523
COMMITMENTS
137,479 194,200 389,254 371,690 350,639 898,424 934,094 82,099 46,429
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 11,394)
6,362 2,180 11,173 -4,049 -3,063 13,485 10,290 -2,092 1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 19.8 39.7 37.9 35.8 91.6 95.3 8.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
56 75 87 79 68 190 182
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 47,197
COMMITMENTS
21,144 24,960 5,765 20,008 16,181 46,916 46,906 280 291
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 532)
498 -17 36 -34 462 500 481 32 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 52.9 12.2 42.4 34.3 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 11 14 9 11 23 31
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,088
COMMITMENTS
2,981 0 2,279 81,767 79,523 87,027 81,802 8,061 13,286
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -4,320)
-26 0 310 -3,910 -4,762 -3,626 -4,452 -694 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 2.4 86.0 83.6 91.5 86.0 8.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 22 23 24 25
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,137
COMMITMENTS
2,669 8,859 1,770 44,615 31,536 49,054 42,165 7,083 13,972
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -2,898)
24 1,044 195 -4,829 -4,177 -4,610 -2,938 1,712 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 15.8 3.2 79.5 56.2 87.4 75.1 12.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 3 18 15 21 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,956
COMMITMENTS
3,007 0 805 66,849 68,436 70,661 69,241 5,295 6,715
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -5,627)
-944 0 569 -3,339 -5,084 -3,714 -4,515 -1,913 -1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 1.1 88.0 90.1 93.0 91.2 7.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 28 29 30 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,982
COMMITMENTS
0 0 0 79,533 78,957 79,533 78,957 14,449 15,025
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -3,614)
0 0 0 -2,446 -3,620 -2,446 -3,620 -1,168 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.6 84.0 84.6 84.0 15.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 20 21 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,854
COMMITMENTS
2,108 0 846 31,443 33,389 34,397 34,235 4,457 4,619
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -4,662)
-1,980 0 -254 -1,640 -4,807 -3,874 -5,061 -788 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 2.2 80.9 85.9 88.5 88.1 11.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 20 19 22 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,800
COMMITMENTS
494 8,089 3,527 73,261 67,740 77,282 79,356 6,518 4,444
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -6,459)
-56 -1,848 -46 -6,991 -4,099 -7,093 -5,993 634 -466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 9.7 4.2 87.4 80.8 92.2 94.7 7.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 4 2 29 29 32 33
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 131,215
COMMITMENTS
3,919 765 8,023 108,205 110,059 120,147 118,847 11,068 12,368
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -4,342)
-4,040 -86 197 -170 -1,925 -4,013 -1,814 -329 -2,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.6 6.1 82.5 83.9 91.6 90.6 8.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 3 19 30 22 33
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,164
COMMITMENTS
657 6,206 2,431 31,279 23,137 34,367 31,774 5,797 8,390
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -3,883)
-1,832 0 -1,158 -1,887 -5,588 -4,877 -6,746 994 2,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 15.5 6.1 77.9 57.6 85.6 79.1 14.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 15 14 18 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,711
COMMITMENTS
217 14,049 18,434 53,946 43,923 72,597 76,406 10,114 6,305
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -2,977)
-196 1,152 -1,407 -5,015 -3,343 -6,618 -3,598 3,641 621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 17.0 22.3 65.2 53.1 87.8 92.4 12.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 3 12 15 16 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,321
COMMITMENTS
0 0 0 46,877 42,404 46,877 42,404 8,444 12,917
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -3,205)
0 0 0 -2,127 -3,909 -2,127 -3,909 -1,078 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.7 76.7 84.7 76.7 15.3 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 20 20 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,674
COMMITMENTS
10,065 2,026 5,275 65,348 70,999 80,688 78,300 7,986 10,374
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -2,942)
3,519 -853 -1,011 -6,425 -130 -3,917 -1,994 975 -948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 2.3 5.9 73.7 80.1 91.0 88.3 9.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 4 26 28 31 33
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,820
COMMITMENTS
0 12,512 3,784 64,256 56,310 68,040 72,606 6,780 2,214
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -1,989)
0 2,036 0 -4,929 -4,109 -4,929 -2,073 2,940 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.7 5.1 85.9 75.3 90.9 97.0 9.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 14 14 15 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,239,855
COMMITMENTS
91,983 125,088 959,465 1182819 1150555 2234267 2235108 5,588 4,747
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 37,052)
-465 5,094 24,472 12,646 7,271 36,654 36,836 398 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.6 42.8 52.8 51.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
38 33 63 53 52 119 120
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,451
COMMITMENTS
2,266 12,082 3,172 27,453 21,022 32,891 36,276 17,560 14,175
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -5,284)
-812 -2,312 -320 -3,611 -2,369 -4,743 -5,001 -541 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 23.9 6.3 54.4 41.7 65.2 71.9 34.8 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 4 14 15 18 20
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,075
COMMITMENTS
1,157 3,741 1,791 34,346 28,300 37,294 33,832 6,781 10,243
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -6,043)
-371 665 -943 -6,508 -7,849 -7,822 -8,127 1,779 2,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 8.5 4.1 77.9 64.2 84.6 76.8 15.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 3 17 16 20 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 215,747
COMMITMENTS
9,446 7,917 5,283 188,224 196,291 202,953 209,491 12,794 6,256
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -11,969)
2,247 185 -1,666 -13,940 -9,992 -13,359 -11,473 1,390 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 3.7 2.4 87.2 91.0 94.1 97.1 5.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 3 5 40 33 47 39
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 168,993
COMMITMENTS
0 3,041 4,529 154,071 156,475 158,600 164,045 10,393 4,948
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -7,429)
0 -2,513 -43 -6,661 -4,901 -6,704 -7,457 -725 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 2.7 91.2 92.6 93.9 97.1 6.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 3 34 30 37 33
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 259,037
COMMITMENTS
1,838 9,037 12,291 228,149 226,434 242,278 247,762 16,759 11,275
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -19,855)
1,270 -3,078 -2,516 -20,535 -15,548 -21,781 -21,142 1,926 1,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.5 4.7 88.1 87.4 93.5 95.6 6.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 3 4 39 40 43 44
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 134,881
COMMITMENTS
2,089 5,323 4,140 125,644 121,841 131,873 131,304 3,008 3,577
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -9,713)
-1,148 -985 -758 -7,430 -7,220 -9,336 -8,963 -377 -750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.9 3.1 93.2 90.3 97.8 97.3 2.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 6 4 32 33 38 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,890
COMMITMENTS
0 616 0 37,778 35,711 37,778 36,327 7,112 8,563
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -2,611)
0 -454 0 -2,825 -2,926 -2,825 -3,380 214 769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 84.2 79.6 84.2 80.9 15.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 18 17 18 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,159,599
COMMITMENTS
728,351 136,425 1050321 1353001 1952381 3131673 3139127 27,926 20,472
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -120,185)
-12,248 -10,157 -38,769 -71,165 -71,393 -122,182 -120,319 1,997 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 4.3 33.2 42.8 61.8 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
32 17 48 101 95 152 145
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,232,900
COMMITMENTS
143,053 267,305 396,954 687,455 565,389 1227462 1229648 5,438 3,252
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -112,106)
-14,702 36,697 -31,634 -53,678 -84,279 -100,014 -79,216 -12,092 -32,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 21.7 32.2 55.8 45.9 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 34 43 36 34 81 82
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 97,924
COMMITMENTS
3,791 644 7,547 85,900 89,484 97,238 97,675 686 249
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -7,309)
-555 -245 -1,701 -5,039 -5,354 -7,295 -7,300 -14 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.7 7.7 87.7 91.4 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 7 33 31 40 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,783
COMMITMENTS
2,840 2 204 31,475 34,921 34,519 35,127 1,264 656
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -2,490)
110 2 -220 -2,340 -2,244 -2,450 -2,462 -40 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 0.6 88.0 97.6 96.5 98.2 3.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 19 18 21 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,274
COMMITMENTS
0 0 0 13,060 12,890 13,060 12,890 1,214 1,384
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 61)
0 0 0 93 125 93 125 -32 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.5 90.3 91.5 90.3 8.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 15 17 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,612
COMMITMENTS
0 800 500 25,089 26,605 25,589 27,905 3,023 707
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -779)
0 80 20 -652 -1,096 -632 -996 -147 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 1.7 87.7 93.0 89.4 97.5 10.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 25 22 27 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,132
COMMITMENTS
0 0 0 27,914 27,388 27,914 27,388 218 744
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -300)
0 0 0 -306 -220 -306 -220 6 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 97.4 99.2 97.4 0.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 16 18 16
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,022
COMMITMENTS
100 0 0 12,064 12,572 12,164 12,572 858 450
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -322)
-40 0 0 -252 -272 -292 -272 -30 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 92.6 96.5 93.4 96.5 6.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 16 13 16
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 9,880
COMMITMENTS
0 0 0 9,388 9,334 9,388 9,334 492 546
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -398)
0 0 0 -368 -320 -368 -320 -30 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 94.5 95.0 94.5 5.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 13 17 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 92,844
COMMITMENTS
0 9,042 0 92,340 81,866 92,340 90,908 504 1,936
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 35,603)
0 -128 0 35,539 34,051 35,539 33,923 64 1,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.7 0.0 99.5 88.2 99.5 97.9 0.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 0 18 24 18 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 1,457,155
COMMITMENTS
1,183 136,576 14,080 1441892 1276139 1457155 1426795 0 30,360
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 666,831)
1,183 -30,864 14,080 651,568 653,255 666,831 636,471 0 30,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.4 1.0 99.0 87.6 100.0 97.9 0.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 12 17 14 19
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,532
COMMITMENTS
0 0 0 17,472 17,034 17,472 17,034 60 498
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 102)
0 0 0 102 147 102 147 0 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 97.2 99.7 97.2 0.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 20 21 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,040,117
COMMITMENTS
254,040 122,705 1161242 1542171 1665821 2957453 2949769 82,664 90,348
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 3,189)
12,192 12,924 5,358 -3,058 322 14,492 18,604 -11,303 -15,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 4.0 38.2 50.7 54.8 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
120 95 172 77 87 282 275
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 123,278
COMMITMENTS
4,880 16,514 40,905 75,811 63,615 121,596 121,034 1,681 2,244
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 5,602)
1,318 2,859 1,035 2,952 1,285 5,305 5,179 297 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 13.4 33.2 61.5 51.6 98.6 98.2 1.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 7 12 10 14 22 27
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 190,586
COMMITMENTS
19,897 17,696 12,000 116,454 111,915 148,351 141,611 42,235 48,975
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 1,893)
-2,003 8,045 1,734 9,908 4,536 9,639 14,315 -7,746 -12,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 9.3 6.3 61.1 58.7 77.8 74.3 22.2 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 4 5 19 21 25 28
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 233,291
COMMITMENTS
17,808 19,255 87,058 125,536 124,823 230,401 231,135 2,889 2,155
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 2,623)
2,119 78 226 340 2,434 2,684 2,738 -61 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 8.3 37.3 53.8 53.5 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
26 23 41 26 27 71 73
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 477,122
COMMITMENTS
20,050 13,133 87,575 357,839 361,899 465,464 462,606 11,658 14,516
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -31,103)
-2,150 1,359 -7,931 -21,210 -21,130 -31,291 -27,702 188 -3,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.8 18.4 75.0 75.9 97.6 97.0 2.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 4 10 32 32 42 42
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,233
COMMITMENTS
400 3,127 1,075 45,566 42,839 47,041 47,041 192 192
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -10,161)
-380 555 -805 -9,158 -9,803 -10,343 -10,053 182 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.6 2.3 96.5 90.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 4 3 37 40 42 45
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 181,326
COMMITMENTS
17,776 38,875 32,920 122,661 100,139 173,357 171,934 7,969 9,392
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 1,865)
-1 635 1,391 11 -1,541 1,401 485 464 1,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 21.4 18.2 67.6 55.2 95.6 94.8 4.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 21 24 23 22 49 51
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,004
COMMITMENTS
4,563 5,145 7,169 16,278 16,237 28,010 28,551 2,994 2,453
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 220)
100 -990 1,000 -920 220 180 230 40 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 16.6 23.1 52.5 52.4 90.3 92.1 9.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 6 10 11 19 19
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 100,453
COMMITMENTS
2,565 8,891 11,459 54,438 46,411 68,462 66,761 31,991 33,692
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -3,156)
-40 -268 -432 -4,102 -2,304 -4,574 -3,004 1,418 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 8.9 11.4 54.2 46.2 68.2 66.5 31.8 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 4 16 16 20 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,974
COMMITMENTS
0 8,095 40 32,934 24,839 32,974 32,974 0 0
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 529)
0 930 -55 584 -346 529 529 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.5 0.1 99.9 75.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 8 1 24 30 25 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,423
COMMITMENTS
8,569 3,437 28 1,999 8,185 10,596 11,650 1,827 773
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -336)
-127 -164 -64 -226 -93 -417 -321 81 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.0 27.7 0.2 16.1 65.9 85.3 93.8 14.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
43 19 1 15 24 58 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 18,927
COMMITMENTS
10,342 1,729 30 5,389 16,042 15,761 17,801 3,166 1,126
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 405)
564 -665 -37 -125 1,025 402 323 3 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.6 9.1 0.2 28.5 84.8 83.3 94.1 16.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
37 10 3 12 23 50 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 206,346
COMMITMENTS
48,603 4,387 29,943 109,600 157,203 188,146 191,533 18,200 14,812
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -3,705)
-1,235 927 1,180 -2,844 -6,348 -2,899 -4,241 -807 536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 2.1 14.5 53.1 76.2 91.2 92.8 8.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
47 23 39 73 82 139 128
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,143
COMMITMENTS
0 50 0 4,043 3,897 4,043 3,947 100 196
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -679)
-150 50 0 -629 -925 -779 -875 100 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 97.6 94.1 97.6 95.3 2.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 24 23 24 24
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,175
COMMITMENTS
1,188 275 0 22,778 24,896 23,966 25,171 1,209 4
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -914)
-20 -50 0 -960 -864 -980 -914 66 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.1 0.0 90.5 98.9 95.2 100.0 4.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 0 31 23 33 24
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,938
COMMITMENTS
0 340 25 18,922 18,878 18,947 19,243 991 695
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 133)
0 240 -75 678 53 603 218 -470 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.1 94.9 94.7 95.0 96.5 5.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 18 12 19 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,205
COMMITMENTS
150 50 0 11,055 11,155 11,205 11,205 0 0
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -70)
-75 50 0 5 -120 -70 -70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.4 0.0 98.7 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 26 24 27 25
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,196
COMMITMENTS
0 397 0 3,118 3,038 3,118 3,435 1,078 761
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -368)
0 -20 0 -363 -326 -363 -346 -5 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.5 0.0 74.3 72.4 74.3 81.9 25.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 15 17 15 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,528
COMMITMENTS
575 453 160 20,338 20,759 21,073 21,372 455 156
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 301)
275 72 -8 156 117 423 181 -122 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.1 0.7 94.5 96.4 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 1 21 28 24 30
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,504
COMMITMENTS
30 459 1 4,157 4,750 4,188 5,210 1,316 294
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 280)
1 0 -1 -288 320 -288 319 568 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 8.3 0.0 75.5 86.3 76.1 94.7 23.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 11 14 12 18
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,189
COMMITMENTS
208 90 0 7,979 8,084 8,187 8,174 2 15
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -1,306)
-197 0 -44 -1,037 -1,261 -1,278 -1,305 -28 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.1 0.0 97.4 98.7 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 23 17 24 18
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,088
COMMITMENTS
3,807 5,318 2,121 38,762 39,781 44,690 47,220 3,398 868
CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -646)
186 -735 -205 -458 374 -477 -566 -169 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 11.1 4.4 80.6 82.7 92.9 98.2 7.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 7 4 25 30 33 39
Updated February 6, 2009