GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,165
COMMITMENTS
1,794 362 0 41,111 42,703 42,905 43,065 260 100
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 2,712)
0 -55 0 2,744 2,850 2,744 2,795 -32 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.8 0.0 95.2 98.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 0 34 36 36 39
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,859
COMMITMENTS
200 120 50 20,509 20,523 20,759 20,693 100 166
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 286)
0 0 0 246 206 246 206 40 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.6 0.2 98.3 98.4 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 29 29 31 31
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,108
COMMITMENTS
0 348 507 5,792 5,454 6,299 6,309 809 799
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 65)
0 0 0 26 42 26 42 39 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 7.1 81.5 76.7 88.6 88.8 11.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 26 25 27 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,271
COMMITMENTS
347 415 500 9,176 9,292 10,023 10,207 1,248 1,064
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 290)
10 34 0 446 402 456 436 -166 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.7 4.4 81.4 82.4 88.9 90.6 11.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 4 3 38 38 41 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,383
COMMITMENTS
37 122 36 7,898 7,832 7,971 7,990 412 393
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 362)
2 0 0 354 384 356 384 6 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.5 0.4 94.2 93.4 95.1 95.3 4.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 4 3 47 56 50 61
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,952
COMMITMENTS
115 0 83 4,501 4,699 4,699 4,782 1,253 1,170
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 30)
0 0 0 37 4 37 4 -7 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 1.4 75.6 78.9 78.9 80.3 21.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 20 19 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,902
COMMITMENTS
780 0 0 1,388 2,458 2,168 2,458 734 444
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 133)
0 0 0 14 129 14 129 119 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 0.0 0.0 47.8 84.7 74.7 84.7 25.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 17 13 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,219
COMMITMENTS
0 0 0 8,204 8,169 8,204 8,169 15 50
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 330)
0 0 0 330 330 330 330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.4 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 17 20 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 369,809
COMMITMENTS
45,688 18,790 66,849 217,649 251,139 330,186 336,778 39,623 33,031
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 12,854)
1,911 -1,117 -458 10,284 12,142 11,737 10,567 1,117 2,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 5.1 18.1 58.9 67.9 89.3 91.1 10.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
34 28 51 70 75 131 135
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 84,129
COMMITMENTS
310 5,568 24,869 52,795 49,026 77,973 79,463 6,156 4,667
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -582)
-42 576 -433 -41 -628 -516 -485 -65 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.6 29.6 62.8 58.3 92.7 94.5 7.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 7 8 13 13 21 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 20,567
COMMITMENTS
1,326 50 700 16,845 19,282 18,871 20,032 1,696 535
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 2,378)
507 50 0 1,680 2,098 2,187 2,148 191 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.2 3.4 81.9 93.8 91.8 97.4 8.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 1 4 41 46 46 51
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,340
COMMITMENTS
1,040 2,150 75 20,410 19,055 21,525 21,280 1,815 2,060
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 825)
0 300 0 750 375 750 675 75 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 9.2 0.3 87.4 81.6 92.2 91.2 7.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 3 1 26 26 30 30
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,995
COMMITMENTS
6,589 50 300 10,866 15,563 17,755 15,913 240 2,082
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -985)
-1,200 0 0 215 -985 -985 -985 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 0.3 1.7 60.4 86.5 98.7 88.4 1.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 11 16 14 17
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 7,643
COMMITMENTS
0 0 0 6,949 7,332 6,949 7,332 694 311
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 155)
0 0 0 160 136 160 136 -5 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.9 95.9 90.9 95.9 9.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 979,927
COMMITMENTS
153,405 234,906 344,573 394,147 353,635 892,125 933,115 87,802 46,813
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 25,168)
-17,278 -4,334 25,306 19,885 4,674 27,913 25,646 -2,746 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 24.0 35.2 40.2 36.1 91.0 95.2 9.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
86 107 130 88 77 260 238
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,348
COMMITMENTS
790 25 2,097 68,948 70,183 71,835 72,305 6,513 6,043
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 929)
246 0 289 1,741 942 2,276 1,231 -1,347 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 2.7 88.0 89.6 91.7 92.3 8.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 24 25 27 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,409
COMMITMENTS
444 2,455 4,397 34,751 23,991 39,592 30,843 6,817 15,566
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 528)
62 -91 -93 288 -28 257 -212 271 740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.3 9.5 74.9 51.7 85.3 66.5 14.7 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 4 16 17 20 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,602
COMMITMENTS
2,420 0 586 57,967 56,374 60,973 56,960 9,629 13,642
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -60)
0 0 0 0 -60 0 -60 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.8 82.1 79.8 86.4 80.7 13.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 24 26 27 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,924
COMMITMENTS
0 0 0 73,801 78,002 73,801 78,002 10,123 5,922
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 214 0 214 0 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.9 92.9 87.9 92.9 12.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 24 24 24 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,765
COMMITMENTS
0 2,751 4,211 76,764 76,358 80,975 83,320 7,790 5,445
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 1,674)
0 422 288 966 417 1,254 1,127 420 547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 4.7 86.5 86.0 91.2 93.9 8.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 2 28 27 30 29
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,309
COMMITMENTS
0 4,293 8,301 93,110 88,774 101,411 101,368 6,898 6,941
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 1,975)
-196 2,818 -75 1,460 -604 1,189 2,139 786 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 7.7 86.0 82.0 93.6 93.6 6.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 2 19 27 21 30
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,260
COMMITMENTS
0 6,342 2,503 31,544 22,985 34,047 31,830 2,213 4,430
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 591)
0 131 275 316 30 591 436 0 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.5 6.9 87.0 63.4 93.9 87.8 6.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 16 13 18 15
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,828
COMMITMENTS
0 0 0 34,526 42,348 34,526 42,348 14,302 6,480
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 1,150)
0 0 0 1,625 2,251 1,625 2,251 -475 -1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 70.7 86.7 70.7 86.7 29.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 22 19 22 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,822
COMMITMENTS
2,597 5,047 4,943 80,814 83,127 88,354 93,117 9,468 4,705
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 366)
122 -248 311 -2,535 179 -2,102 242 2,468 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.2 5.1 82.6 85.0 90.3 95.2 9.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 5 26 33 31 38
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,893,949
COMMITMENTS
57,822 128,740 625,190 1208557 1137812 1891570 1891742 2,379 2,207
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 19,853)
-3,016 -10,637 17,278 5,804 13,976 20,065 20,617 -212 -764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 6.8 33.0 63.8 60.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
43 36 65 61 67 131 142
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,967
COMMITMENTS
1,424 9,354 2,485 55,310 40,952 59,219 52,791 3,748 10,176
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 2,463)
62 1,621 0 2,401 842 2,463 2,463 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 14.9 3.9 87.8 65.0 94.0 83.8 6.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 12 15 14 17
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 6,082
COMMITMENTS
1,081 1,111 1,581 2,727 2,733 5,389 5,425 693 657
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -1,895)
38 -493 -207 -1,412 307 -1,581 -393 -314 -1,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 18.3 26.0 44.8 44.9 88.6 89.2 11.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 4 6 8 7 20 14
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 115,581
COMMITMENTS
1,364 4,756 496 111,709 107,041 113,569 112,293 2,012 3,288
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 4,340)
0 744 0 4,340 3,356 4,340 4,100 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.1 0.4 96.6 92.6 98.3 97.2 1.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 19 17 20 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 225,808
COMMITMENTS
8,473 12,212 5,025 203,285 202,590 216,783 219,827 9,025 5,981
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 1,507)
-1,187 1,222 -348 3,135 447 1,600 1,321 -93 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 5.4 2.2 90.0 89.7 96.0 97.4 4.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 4 38 39 44 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 149,989
COMMITMENTS
1,253 797 3,252 132,656 142,914 137,161 146,963 12,828 3,026
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 973)
-368 0 359 802 615 793 973 180 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.5 2.2 88.4 95.3 91.4 98.0 8.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 2 31 28 33 31
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 262,216
COMMITMENTS
15,215 0 12,538 214,484 234,339 242,237 246,877 19,979 15,339
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 751)
1,336 -490 -70 -280 1,407 986 847 -235 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 4.8 81.8 89.4 92.4 94.2 7.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 0 4 38 39 42 43
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,841
COMMITMENTS
792 1,379 933 67,639 68,390 69,364 70,702 6,477 5,139
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.8 1.2 89.2 90.2 91.5 93.2 8.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 18 15 21 17
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,952,962
COMMITMENTS
615,827 86,499 940,742 1372243 1914953 2928812 2942194 24,150 10,768
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 16,395)
10,506 -21,405 9,178 -1,515 29,756 18,169 17,529 -1,774 -1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 2.9 31.9 46.5 64.8 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
40 26 60 106 103 175 166
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,063,630
COMMITMENTS
141,785 118,546 225,238 693,716 714,073 1060739 1057857 2,891 5,773
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 17,798)
15,779 -7,526 3,043 -1,065 21,982 17,757 17,499 41 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 11.1 21.2 65.2 67.1 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
22 26 35 43 43 84 85
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,702
COMMITMENTS
15 236 37 1,588 1,411 1,640 1,684 62 18
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 13.9 2.2 93.3 82.9 96.4 98.9 3.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 11 10 12 14
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 129,787
COMMITMENTS
1,858 2,652 2,870 124,370 124,239 129,098 129,761 689 26
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -2,802)
-383 -536 -576 -1,861 -1,697 -2,819 -2,809 17 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.0 2.2 95.8 95.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 6 36 34 42 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,057
COMMITMENTS
0 44 0 7,695 7,907 7,695 7,951 362 106
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -814)
-344 0 0 -470 -559 -814 -559 0 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 95.5 98.1 95.5 98.7 4.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 12 16 12 17
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 27,961
COMMITMENTS
3,011 0 139 23,557 26,727 26,707 26,866 1,254 1,095
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 183)
12 0 19 152 164 183 183 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.0 0.5 84.3 95.6 95.5 96.1 4.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 21 20 24 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,733
COMMITMENTS
0 622 582 29,606 29,971 30,188 31,175 1,545 558
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 144)
0 26 4 700 120 704 150 -560 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 1.8 93.3 94.4 95.1 98.2 4.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 26 23 28 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,773
COMMITMENTS
0 0 0 23,295 23,181 23,295 23,181 478 592
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -12)
0 0 0 -14 -12 -14 -12 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 97.5 98.0 97.5 2.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 14 16 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,348
COMMITMENTS
796 0 0 11,508 12,394 12,304 12,394 1,044 954
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 20)
56 0 0 0 -40 56 -40 -36 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.0 86.2 92.9 92.2 92.9 7.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 21 18 23 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,944
COMMITMENTS
0 0 0 37,835 38,518 37,836 38,518 1,108 426
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 2,689)
-0 0 0 2,838 2,699 2,838 2,699 -148 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 98.9 97.2 98.9 2.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 22 20 22
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| 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: 13,048
COMMITMENTS
0 0 0 12,560 10,790 12,560 10,790 488 2,258
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 6)
0 0 0 6 -182 6 -182 0 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 82.7 96.3 82.7 3.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 22 19 22 19
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 21,866
COMMITMENTS
0 1,140 0 21,676 20,536 21,676 21,676 190 190
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 220)
0 0 0 220 220 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 99.1 93.9 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 13 8 13 9
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 94,956
COMMITMENTS
0 6,325 0 94,956 88,631 94,956 94,956 0 0
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 612)
0 0 0 612 612 612 612 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 0.0 100.0 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 16 14 16 16
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,572,002
COMMITMENTS
0 81,600 0 1572002 1490402 1572002 1572002 0 0
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 3,186)
0 0 0 3,186 3,186 3,186 3,186 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 100.0 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 14 12 14 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 146,210
COMMITMENTS
7,990 0 0 138,220 145,260 146,210 145,260 0 950
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 387)
0 0 0 387 387 387 387 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 0.0 94.5 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 0 18 29 21 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,158,212
COMMITMENTS
108,392 0 0 2049820 2158212 2158212 2158212 0 0
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 3,578)
0 0 0 3,578 3,578 3,578 3,578 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.0 95.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 0 16 22 19 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 47,002
COMMITMENTS
38 3,195 42 46,837 43,342 46,917 46,579 85 423
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 2,360)
0 0 0 2,360 2,360 2,360 2,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.8 0.1 99.6 92.2 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 13 19 15
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 716,277
COMMITMENTS
0 64,240 0 716,277 652,037 716,277 716,277 0 0
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.0 0.0 100.0 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 14 12 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 47,189
COMMITMENTS
1,290 320 0 45,899 46,869 47,189 47,189 0 0
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -608)
0 0 0 -608 -608 -608 -608 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.7 0.0 97.3 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 0 21 25 22 27
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 794,582
COMMITMENTS
27,151 23,400 2,304 765,127 768,878 794,582 794,582 0 0
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 13,359)
0 23,400 0 13,359 -10,041 13,359 13,359 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.9 0.3 96.3 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 20 23 22 25
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,922
COMMITMENTS
276 84 74 20,045 20,578 20,395 20,736 527 186
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 34)
-15 0 0 79 49 64 49 -30 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.4 0.4 95.8 98.4 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 33 36 34 38
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,185
COMMITMENTS
217 0 0 8,757 8,869 8,974 8,869 211 315
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 490)
0 0 0 488 542 488 542 2 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 95.3 96.6 97.7 96.6 2.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 19 22 19
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,964
COMMITMENTS
335 0 125 14,222 14,739 14,682 14,864 282 100
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 79)
90 0 -5 9 84 94 79 -15 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.8 95.0 98.5 98.1 99.3 1.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 21 23 22
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,528
COMMITMENTS
0 275 232 5,871 5,355 6,103 5,862 425 666
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 1,764)
0 -15 102 1,607 1,612 1,709 1,699 55 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 3.6 89.9 82.0 93.5 89.8 6.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 22 19 23 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,815,564
COMMITMENTS
229,241 88,617 966,928 1534265 1677298 2730435 2732843 85,130 82,721
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 37,553)
8,476 -3,328 19,364 10,774 20,288 38,614 36,324 -1,060 1,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 3.1 34.3 54.5 59.6 97.0 97.1 3.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
156 80 181 91 100 322 295
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 103,149
COMMITMENTS
9,485 25,202 23,312 67,776 52,439 100,573 100,953 2,576 2,196
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 697)
422 1,703 -441 2,030 -120 2,011 1,142 -1,314 -445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 24.4 22.6 65.7 50.8 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 7 13 18 18 32 32
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 212,481
COMMITMENTS
34,412 34,820 1,058 148,314 126,812 183,784 162,690 28,697 49,791
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 6,163)
609 2,802 0 4,825 5,012 5,434 7,814 729 -1,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 16.4 0.5 69.8 59.7 86.5 76.6 13.5 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 4 28 27 33 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 202,561
COMMITMENTS
27,680 10,671 54,700 115,412 133,808 197,791 199,178 4,770 3,383
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -318)
551 254 -937 -357 240 -743 -442 425 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 5.3 27.0 57.0 66.1 97.6 98.3 2.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
26 17 36 28 28 68 67
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 599,964
COMMITMENTS
43,107 2,871 70,584 462,494 505,052 576,184 578,507 23,780 21,457
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 1,696)
3,355 -356 -481 -1,914 2,293 961 1,456 735 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.5 11.8 77.1 84.2 96.0 96.4 4.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 2 11 31 32 42 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 69,332
COMMITMENTS
152 1,835 345 68,010 66,652 68,507 68,832 825 500
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 4,910)
0 -25 0 4,385 4,510 4,385 4,485 525 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.6 0.5 98.1 96.1 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 5 4 44 48 50 54
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 171,634
COMMITMENTS
19,698 44,827 13,390 131,723 104,503 164,811 162,720 6,823 8,914
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 946)
-1,017 -2,529 1,593 515 1,508 1,091 572 -145 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 26.1 7.8 76.7 60.9 96.0 94.8 4.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 17 19 25 24 47 46
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,946
COMMITMENTS
1,864 3,225 1,682 31,505 30,285 35,051 35,192 3,895 3,754
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -1,791)
419 -100 126 -2,069 -2,407 -1,524 -2,381 -267 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 8.3 4.3 80.9 77.8 90.0 90.4 10.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 5 14 15 19 21
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 108,315
COMMITMENTS
4,923 2,088 1,543 74,092 81,109 80,558 84,740 27,757 23,575
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 595)
0 0 0 7,585 54 7,585 54 -6,990 541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.9 1.4 68.4 74.9 74.4 78.2 25.6 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 23 20 26 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,713
COMMITMENTS
400 1,428 0 42,103 41,133 42,503 42,561 210 152
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 115)
0 0 0 115 115 115 115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.3 0.0 98.6 96.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 0 28 34 29 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,121
COMMITMENTS
15,029 2,555 193 4,347 18,952 19,569 21,700 2,552 421
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -251)
-179 -180 40 -170 -75 -309 -215 58 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.9 11.6 0.9 19.7 85.7 88.5 98.1 11.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
86 11 2 19 27 106 39
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 29,051
COMMITMENTS
19,097 2,576 32 4,469 25,434 23,598 28,042 5,453 1,009
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 2,143)
1,517 144 -232 -14 2,111 1,271 2,023 872 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.7 8.9 0.1 15.4 87.5 81.2 96.5 18.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
74 15 3 10 30 84 48
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 235,011
COMMITMENTS
47,158 12,569 31,199 141,525 178,519 219,883 222,288 15,128 12,723
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -1,082)
-5,532 2,782 -1,325 5,460 -4,679 -1,397 -3,223 316 2,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 5.3 13.3 60.2 76.0 93.6 94.6 6.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
50 26 44 72 83 150 134
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,953
COMMITMENTS
1,263 0 220 14,818 16,115 16,301 16,335 4,652 4,618
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 407)
21 0 7 375 416 403 423 4 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 1.0 70.7 76.9 77.8 78.0 22.2 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 17 19 19 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,324
COMMITMENTS
2,204 0 100 8,137 10,118 10,441 10,218 883 1,106
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 414)
250 0 0 -36 214 214 214 200 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 0.0 0.9 71.9 89.4 92.2 90.2 7.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 0 1 32 32 38 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,345
COMMITMENTS
2,745 0 60 33,538 37,284 36,343 37,344 1,002 1
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 1,828)
-110 -50 48 1,895 1,905 1,833 1,903 -5 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.2 89.8 99.8 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 1 32 32 35 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,996
COMMITMENTS
895 0 345 19,381 20,326 20,621 20,671 1,375 1,325
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 890)
15 0 0 825 890 840 890 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 1.6 88.1 92.4 93.7 94.0 6.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 25 16 28 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,457
COMMITMENTS
450 100 0 16,007 16,057 16,457 16,157 0 300
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.6 0.0 97.3 97.6 100.0 98.2 0.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 0 26 28 28 29
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,198
COMMITMENTS
340 212 0 2,564 3,332 2,904 3,544 1,294 654
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 4)
-66 24 0 -23 -6 -89 18 93 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 5.1 0.0 61.1 79.4 69.2 84.4 30.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 15 18 17 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,018
COMMITMENTS
300 0 0 14,311 14,548 14,611 14,548 407 470
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 508)
300 0 0 328 508 628 508 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 95.3 96.9 97.3 96.9 2.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 23 15 24 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,562
COMMITMENTS
2,418 714 82 17,614 19,445 20,114 20,241 448 321
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 784)
0 0 0 784 784 784 784 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 3.5 0.4 85.7 94.6 97.8 98.4 2.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 2 29 33 34 38
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,345
COMMITMENTS
267 357 19 8,729 8,737 9,015 9,113 330 232
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 1,073)
45 267 0 973 751 1,018 1,018 55 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.8 0.2 93.4 93.5 96.5 97.5 3.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 25 20 26 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,025
COMMITMENTS
9,586 270 1,637 42,470 53,497 53,693 55,404 2,332 621
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 366)
-489 270 189 666 -57 366 402 0 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.5 2.9 75.8 95.5 95.8 98.9 4.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 1 4 32 36 40 41
Updated September 18, 2009