GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,309
COMMITMENTS
1,788 692 0 49,350 50,617 51,138 51,309 171 0
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 6,488)
-150 330 0 6,733 6,258 6,583 6,588 -95 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.3 0.0 96.2 98.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 3 0 38 40 40 43
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,460
COMMITMENTS
200 120 50 21,150 21,164 21,400 21,334 60 126
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 453)
0 0 0 453 453 453 453 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.6 0.2 98.6 98.6 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 29 27 31 29
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,340
COMMITMENTS
0 314 524 5,932 5,670 6,456 6,508 884 832
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 73)
0 5 0 80 84 80 89 -7 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 7.1 80.8 77.2 88.0 88.7 12.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 27 25 28 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,707
COMMITMENTS
346 376 500 9,614 9,801 10,460 10,677 1,247 1,030
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 267)
9 -25 0 473 402 482 377 -215 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.2 4.3 82.1 83.7 89.3 91.2 10.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 3 39 40 42 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,519
COMMITMENTS
52 192 36 8,824 8,727 8,912 8,955 607 564
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 878)
0 20 0 827 823 827 843 51 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.0 0.4 92.7 91.7 93.6 94.1 6.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
1 5 3 48 58 51 64
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,140
COMMITMENTS
115 0 83 4,718 4,874 4,916 4,957 1,224 1,183
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 77)
0 0 0 6 56 6 56 71 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 1.4 76.8 79.4 80.1 80.7 19.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 20 21 21 22
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,094
COMMITMENTS
840 45 0 1,530 2,650 2,370 2,695 724 399
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 246)
60 45 0 166 251 226 296 20 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 1.5 0.0 49.5 85.6 76.6 87.1 23.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 16 19 17 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,643
COMMITMENTS
0 0 0 8,628 8,593 8,628 8,593 15 50
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 315)
0 0 0 315 315 315 315 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 21 16 21 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 360,309
COMMITMENTS
46,261 20,822 62,909 212,038 244,701 321,208 328,431 39,101 31,878
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -9,556)
-2,861 4,688 -4,547 -1,429 -9,588 -8,837 -9,447 -719 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 5.8 17.5 58.8 67.9 89.1 91.2 10.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
32 32 48 72 80 132 139
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 85,423
COMMITMENTS
235 5,801 24,821 53,993 49,700 79,049 80,322 6,375 5,101
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 1,062)
59 -66 64 924 846 1,046 844 16 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.8 29.1 63.2 58.2 92.5 94.0 7.5 6.0
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 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 25,733
COMMITMENTS
1,451 100 800 21,380 24,063 23,631 24,963 2,102 770
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 4,328)
50 -100 100 3,303 3,903 3,453 3,903 875 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.4 3.1 83.1 93.5 91.8 97.0 8.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 2 4 45 49 51 55
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,041
COMMITMENTS
1,040 2,750 75 21,361 19,306 22,476 22,131 1,565 1,910
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 11.4 0.3 88.9 80.3 93.5 92.1 6.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 1 28 27 32 31
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,945
COMMITMENTS
4,759 50 300 11,646 14,513 16,705 14,863 240 2,082
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -945)
-1,650 0 0 705 -945 -945 -945 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 0.3 1.8 68.7 85.6 98.6 87.7 1.4 12.3
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 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 7,781
COMMITMENTS
0 0 0 7,055 7,445 7,055 7,445 726 336
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 63)
0 0 0 46 53 46 53 17 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.7 95.7 90.7 95.7 9.3 4.3
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 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 890,286
COMMITMENTS
147,130 215,203 297,897 358,720 329,480 803,747 842,580 86,539 47,706
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -56,061)
5,869 4,814 -34,980 -22,189 -22,830 -51,300 -52,996 -4,761 -3,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 24.2 33.5 40.3 37.0 90.3 94.6 9.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
83 93 120 82 72 242 216
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,335
COMMITMENTS
519 25 2,555 69,446 71,399 72,520 73,979 6,815 5,356
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 559)
-209 0 458 310 788 559 1,246 0 -687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 3.2 87.5 90.0 91.4 93.2 8.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 25 26 28 29
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,412
COMMITMENTS
1,122 1,702 6,216 38,442 29,388 45,780 37,306 7,632 16,106
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 1,840)
302 76 1,722 429 -990 2,453 808 -613 1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.2 11.6 72.0 55.0 85.7 69.8 14.3 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 19 19 22 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,398
COMMITMENTS
2,420 0 586 57,965 56,254 60,971 56,840 9,427 13,558
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -204)
0 0 0 -2 -60 -2 -60 -202 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.8 82.3 79.9 86.6 80.7 13.4 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 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,799
COMMITMENTS
0 0 0 76,239 79,919 76,239 79,919 9,560 5,880
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 1,753)
0 0 0 2,316 1,795 2,316 1,795 -563 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.9 93.1 88.9 93.1 11.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 25 25 25 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,102
COMMITMENTS
0 2,451 4,391 78,212 77,360 82,603 84,202 7,499 5,900
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -156)
0 -1,689 600 -291 397 309 -692 -465 536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 4.9 86.8 85.9 91.7 93.5 8.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 2 27 28 29 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,866
COMMITMENTS
399 9,498 5,896 100,443 88,808 106,738 104,202 6,128 8,664
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 1,849)
399 5,983 -3,442 4,691 -846 1,648 1,695 201 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.4 5.2 89.0 78.7 94.6 92.3 5.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 2 20 28 23 31
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,816
COMMITMENTS
0 5,095 3,073 32,485 24,881 35,558 33,049 1,258 3,767
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 1,009)
0 306 228 1,922 1,138 2,150 1,672 -1,141 -663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.8 8.3 88.2 67.6 96.6 89.8 3.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 17 13 19 15
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,803
COMMITMENTS
0 0 0 34,715 41,681 34,715 41,681 14,088 7,122
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -205)
0 0 0 9 -847 9 -847 -214 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 71.1 85.4 71.1 85.4 28.9 14.6
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 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,428
COMMITMENTS
2,049 2,045 6,881 85,532 90,344 94,462 99,270 8,966 4,158
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 2,181)
-302 -4,741 1,987 823 5,489 2,508 2,735 -327 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.0 6.7 82.7 87.3 91.3 96.0 8.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 5 27 34 32 39
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,605,962
COMMITMENTS
51,223 110,450 499,208 1052097 993,269 1602529 1602928 3,433 3,034
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -283,406)
-6,679 -30,756 -123,947 -153,902 -129,833 -284,528 -284,536 1,122 1,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.9 31.1 65.5 61.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
36 43 65 54 62 125 135
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,486
COMMITMENTS
6,572 1,984 496 75,170 79,758 82,238 82,238 248 248
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 2,697)
5,208 -372 0 -2,480 3,004 2,728 2,632 -31 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 2.4 0.6 91.1 96.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 1 12 18 16 21
TETCO M-3 INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 22,840
COMMITMENTS
0 0 0 21,926 21,678 21,926 21,678 914 1,162
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 94.9 96.0 94.9 4.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 11 16 11 16
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,275
COMMITMENTS
1,122 7,533 2,960 55,232 42,513 59,314 53,006 3,961 10,269
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 1,116)
-302 -722 427 2,177 1,327 2,302 1,032 -1,186 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 11.9 4.7 87.3 67.2 93.7 83.8 6.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 11 15 13 17
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 124,377
COMMITMENTS
6,572 4,384 496 116,035 115,906 123,103 120,786 1,274 3,591
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 8,796)
5,208 -372 0 4,326 8,865 9,534 8,493 -738 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 3.5 0.4 93.3 93.2 99.0 97.1 1.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 1 20 19 24 22
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 231,413
COMMITMENTS
13,568 12,067 4,436 206,448 208,592 224,452 225,095 6,961 6,318
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 4,250)
4,122 2,052 -1,723 3,915 3,770 6,314 4,099 -2,064 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 5.2 1.9 89.2 90.1 97.0 97.3 3.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 1 4 40 40 46 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 150,738
COMMITMENTS
3,603 797 3,546 130,811 143,461 137,960 147,804 12,778 2,934
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -31)
3,603 -28 -543 -3,929 535 -869 -36 838 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.5 2.4 86.8 95.2 91.5 98.1 8.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 2 30 28 33 31
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 264,182
COMMITMENTS
19,367 0 13,461 213,741 239,737 246,569 253,198 17,613 10,984
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 603)
618 0 138 -529 2,313 227 2,451 376 -1,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 5.1 80.9 90.7 93.3 95.8 6.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 0 4 39 42 44 46
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,544
COMMITMENTS
0 180 3,277 45,961 46,883 49,238 50,340 7,306 6,204
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 5.8 81.3 82.9 87.1 89.0 12.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 17 15 18 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,388
COMMITMENTS
336 1,379 1,021 67,554 68,004 68,911 70,404 6,477 4,984
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -453)
-456 0 88 -85 -386 -453 -298 0 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.8 1.4 89.6 90.2 91.4 93.4 8.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 3 18 15 21 18
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,918,871
COMMITMENTS
649,001 87,752 910,662 1332476 1907934 2892139 2906348 26,732 12,523
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -159,946)
28,017 8,451 -107,911 -82,643 -62,399 -162,537 -161,859 2,591 1,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 3.0 31.2 45.7 65.4 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
40 22 55 101 101 167 159
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 920,841
COMMITMENTS
110,142 133,453 165,585 640,267 618,846 915,994 917,884 4,847 2,957
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -204,249)
-52,713 33,416 -81,472 -71,479 -156,848 -205,664 -204,904 1,415 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 14.5 18.0 69.5 67.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
26 19 34 40 40 80 79
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,085
COMMITMENTS
0 361 38 2,005 1,575 2,043 1,974 42 111
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 273)
-25 110 1 317 84 293 195 -20 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.3 1.8 96.2 75.5 98.0 94.7 2.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 1 12 13 13 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 126,720
COMMITMENTS
1,470 1,543 2,361 121,725 121,750 125,556 125,654 1,165 1,066
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -5,072)
-365 -81 -485 -4,672 -5,543 -5,522 -6,108 450 1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.2 1.9 96.1 96.1 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 5 36 35 41 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,525
COMMITMENTS
0 44 0 7,163 7,375 7,163 7,419 362 106
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -510)
0 0 0 -510 -510 -510 -510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 95.2 98.0 95.2 98.6 4.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 15 12 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,466
COMMITMENTS
612 1 558 23,120 23,472 24,290 24,031 1,176 1,435
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -2,532)
-2,385 1 416 -476 -3,030 -2,444 -2,612 -88 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 2.2 90.8 92.2 95.4 94.4 4.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 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 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,711
COMMITMENTS
0 662 582 29,500 30,199 30,082 31,443 1,629 268
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -142)
0 40 0 -182 -122 -182 -82 40 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 1.8 93.0 95.2 94.9 99.2 5.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 26 25 28 27
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,745
COMMITMENTS
0 0 0 23,003 23,153 23,003 23,153 742 592
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 97.5 96.9 97.5 3.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 15 16 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,316
COMMITMENTS
796 0 0 11,472 12,310 12,268 12,310 1,048 1,006
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -94)
0 0 0 -84 -132 -84 -132 -10 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.0 86.2 92.4 92.1 92.4 7.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 22 18 24 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,638
COMMITMENTS
0 0 0 39,489 40,034 39,490 40,034 1,148 604
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 644)
-0 0 0 686 482 686 482 -42 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 98.5 97.2 98.5 2.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 20 22 21 22
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| 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: 13,148
COMMITMENTS
0 0 0 12,612 12,750 12,612 12,750 536 398
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -116)
0 0 0 -140 1,750 -140 1,750 24 -1,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 97.0 95.9 97.0 4.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 22 20 22 20
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 22,066
COMMITMENTS
0 1,240 0 21,876 20,636 21,876 21,876 190 190
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 200)
0 100 0 200 100 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.0 99.1 93.5 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 14 8 14 10
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 35,461
COMMITMENTS
264 569 0 31,487 34,892 31,751 35,461 3,710 0
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.6 0.0 88.8 98.4 89.5 100.0 10.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 15 6 16 8
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 95,756
COMMITMENTS
0 6,325 0 95,756 89,431 95,756 95,756 0 0
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 800)
0 0 0 800 800 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 0.0 100.0 93.4 100.0 100.0 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 09/29/09 |
--------------------------------------------------------------| 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 09/22/09 (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 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 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 150,687
COMMITMENTS
8,090 0 0 142,597 149,737 150,687 149,737 0 950
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 4,477)
100 0 0 4,377 4,477 4,477 4,477 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 94.6 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 0 20 29 24 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,216,306
COMMITMENTS
108,392 0 0 2107914 2216306 2216306 2216306 0 0
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 67,390)
0 0 0 67,390 67,390 67,390 67,390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 95.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 0 18 23 21 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 48,788
COMMITMENTS
38 3,195 42 48,623 45,062 48,703 48,299 85 489
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.5 0.1 99.7 92.4 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 19 14 20 16
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 760,711
COMMITMENTS
0 64,240 0 760,711 696,471 760,711 760,711 0 0
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 35,090)
0 0 0 35,090 35,090 35,090 35,090 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 0.0 100.0 91.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 14 14 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 47,797
COMMITMENTS
1,290 210 110 46,397 47,477 47,797 47,797 0 0
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 233)
0 -110 110 328 233 438 233 -205 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.4 0.2 97.1 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 22 25 24 27
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 811,165
COMMITMENTS
27,151 23,400 2,304 781,710 785,461 811,165 811,165 0 0
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 5,361)
0 0 0 5,361 5,361 5,361 5,361 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.9 0.3 96.4 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 21 24 23 26
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,136
COMMITMENTS
276 84 74 20,229 20,792 20,579 20,950 557 186
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 242)
0 0 0 212 242 212 242 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.4 0.4 95.7 98.4 97.4 99.1 2.6 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 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,495
COMMITMENTS
337 0 0 8,628 9,049 8,965 9,049 530 446
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 155)
0 0 0 -15 -4 -15 -4 170 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 90.9 95.3 94.4 95.3 5.6 4.7
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 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,873
COMMITMENTS
290 0 135 14,131 14,648 14,556 14,783 317 90
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 19)
-35 0 0 19 19 -16 19 35 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.9 95.0 98.5 97.9 99.4 2.1 0.6
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 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,881
COMMITMENTS
0 230 340 7,297 7,361 7,637 7,931 1,244 950
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 1,862)
0 -45 33 927 1,635 960 1,623 902 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 3.8 82.2 82.9 86.0 89.3 14.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 25 23 26 24
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,123
COMMITMENTS
0 200 80 3,788 3,612 3,868 3,892 255 231
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 1.9 91.9 87.6 93.8 94.4 6.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 17 17 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,790,345
COMMITMENTS
230,611 107,711 951,191 1521846 1655364 2703648 2714266 86,697 76,079
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 94,760)
-4,124 21,812 52,930 40,620 18,930 89,426 93,672 5,334 1,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 3.9 34.1 54.5 59.3 96.9 97.3 3.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
156 80 185 92 99 318 302
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 95,352
COMMITMENTS
4,744 25,376 20,645 67,408 47,285 92,797 93,306 2,555 2,046
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 1,822)
-2,734 1,291 -7 3,586 695 845 1,979 977 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 26.6 21.7 70.7 49.6 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 6 13 17 19 30 32
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,678
COMMITMENTS
34,862 34,706 657 144,920 135,414 180,439 170,777 36,239 45,901
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 268)
543 120 -232 -6,583 6,476 -6,272 6,364 6,540 -6,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 16.0 0.3 66.9 62.5 83.3 78.8 16.7 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 4 27 27 32 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 192,635
COMMITMENTS
28,456 10,949 47,086 113,589 131,848 189,131 189,883 3,503 2,752
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -1,427)
176 723 -478 -757 -1,489 -1,059 -1,243 -367 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 5.7 24.4 59.0 68.4 98.2 98.6 1.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
25 17 37 29 29 69 68
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 599,372
COMMITMENTS
43,236 2,598 72,283 459,484 503,275 575,003 578,156 24,369 21,216
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -13,115)
-436 -59 -508 -12,579 -12,049 -13,524 -12,616 408 -499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.4 12.1 76.7 84.0 95.9 96.5 4.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 1 11 31 32 42 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,367
COMMITMENTS
152 1,810 395 78,310 77,377 78,857 79,582 1,510 785
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 5,785)
0 50 -25 5,375 5,425 5,350 5,450 435 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.3 0.5 97.4 96.3 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 5 5 46 50 53 56
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 171,450
COMMITMENTS
18,995 46,049 11,957 134,345 105,137 165,297 163,143 6,153 8,307
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 2,910)
-263 2,413 908 2,102 -322 2,747 2,999 163 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 26.9 7.0 78.4 61.3 96.4 95.2 3.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 19 17 24 24 43 47
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,458
COMMITMENTS
2,090 3,525 3,020 31,855 30,935 36,965 37,480 4,493 3,978
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 1,074)
306 300 1,038 0 300 1,344 1,638 -270 -564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 8.5 7.3 76.8 74.6 89.2 90.4 10.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 4 7 14 15 21 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 109,149
COMMITMENTS
4,923 1,865 1,645 77,858 81,363 84,426 84,873 24,723 24,276
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 785)
0 60 34 3,816 842 3,850 936 -3,065 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.7 1.5 71.3 74.5 77.3 77.8 22.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 23 21 26 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,098
COMMITMENTS
400 1,428 0 42,488 41,568 42,888 42,996 210 102
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 265)
0 0 0 265 315 265 315 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.3 0.0 98.6 96.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 0 29 35 30 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,094
COMMITMENTS
13,037 2,482 65 4,494 17,222 17,596 19,769 2,498 325
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -3,087)
-2,874 -265 -28 45 -2,757 -2,857 -3,050 -230 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.9 12.4 0.3 22.4 85.7 87.6 98.4 12.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
79 15 1 15 29 95 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 28,591
COMMITMENTS
19,257 1,886 340 4,836 25,496 24,433 27,722 4,158 869
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -1,679)
-1,151 -298 126 543 -993 -482 -1,165 -1,197 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.4 6.6 1.2 16.9 89.2 85.5 97.0 14.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
78 10 4 16 30 96 43
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 213,819
COMMITMENTS
43,609 15,246 21,874 135,169 162,040 200,652 199,159 13,168 14,660
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -23,591)
-7,376 2,958 -9,481 -4,702 -17,877 -21,559 -24,400 -2,032 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 7.1 10.2 63.2 75.8 93.8 93.1 6.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
41 30 39 66 77 129 129
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,982
COMMITMENTS
1,356 0 328 16,640 18,068 18,324 18,396 4,658 4,586
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 112)
66 0 0 250 95 316 95 -204 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 1.4 72.4 78.6 79.7 80.0 20.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 17 21 19 23
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,421
COMMITMENTS
2,104 50 150 8,484 10,415 10,738 10,615 683 806
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -53)
0 0 0 47 47 47 47 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 0.4 1.3 74.3 91.2 94.0 92.9 6.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 2 33 35 38 38
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,586
COMMITMENTS
2,920 0 60 35,432 39,520 38,412 39,580 1,174 6
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 1,036)
100 0 0 931 1,031 1,031 1,031 5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.2 89.5 99.8 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 1 33 33 36 34
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,881
COMMITMENTS
720 0 195 20,206 21,361 21,121 21,556 1,760 1,325
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 280)
-100 0 0 545 280 445 280 -165 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.9 88.3 93.4 92.3 94.2 7.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 25 16 27 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,831
COMMITMENTS
100 100 0 16,731 16,431 16,831 16,531 0 300
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 195)
0 0 0 324 195 324 195 -129 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.6 0.0 99.4 97.6 100.0 98.2 0.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 0 28 31 29 32
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,391
COMMITMENTS
400 220 0 2,800 3,461 3,200 3,681 1,191 710
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 186)
66 0 0 98 159 164 159 22 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 5.0 0.0 63.8 78.8 72.9 83.8 27.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 18 21 20 23
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,155
COMMITMENTS
300 0 0 16,448 17,125 16,748 17,125 407 30
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 1,281)
0 0 0 1,281 1,271 1,281 1,271 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 95.9 99.8 97.6 99.8 2.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 24 19 25 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,988
COMMITMENTS
2,520 714 82 17,938 19,865 20,540 20,661 448 327
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 189)
159 0 0 -27 126 132 126 57 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 3.4 0.4 85.5 94.6 97.9 98.4 2.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 2 29 34 34 39
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,865
COMMITMENTS
251 357 19 9,325 9,257 9,595 9,633 270 232
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 14)
-82 0 0 96 14 14 14 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.6 0.2 94.5 93.8 97.3 97.6 2.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 28 22 29 25
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,121
COMMITMENTS
10,536 270 2,132 41,506 53,834 54,174 56,236 2,947 885
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 951)
36 0 195 270 492 501 687 450 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 0.5 3.7 72.7 94.2 94.8 98.5 5.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 1 4 33 36 43 41
Updated October 2, 2009