GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,149
COMMITMENTS
1,497 630 0 42,441 43,436 43,938 44,066 211 83
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -7,160)
-291 -62 0 -6,909 -7,181 -7,200 -7,243 40 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.4 0.0 96.1 98.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 2 0 38 40 40 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,877
COMMITMENTS
150 120 25 19,657 19,636 19,832 19,781 45 96
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -1,583)
-50 0 -25 -1,493 -1,528 -1,568 -1,553 -15 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.6 0.1 98.9 98.8 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 27 28 29 30
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,880
COMMITMENTS
0 440 403 4,994 5,038 5,397 5,881 1,483 999
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -460)
0 126 -121 -938 -632 -1,059 -627 599 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 5.9 72.6 73.2 78.4 85.5 21.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 19 19 20 21
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,326
COMMITMENTS
321 208 525 8,331 8,342 9,177 9,075 1,149 1,251
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -1,381)
-25 -168 25 -1,283 -1,459 -1,283 -1,602 -98 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.0 5.1 80.7 80.8 88.9 87.9 11.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 4 37 38 41 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,146
COMMITMENTS
27 133 77 7,391 7,566 7,495 7,776 651 370
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -1,373)
-25 -59 41 -1,433 -1,161 -1,417 -1,179 44 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.6 0.9 90.7 92.9 92.0 95.5 8.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 3 3 44 54 47 59
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,622
COMMITMENTS
0 0 0 7,547 7,512 7,547 7,512 75 110
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -1,021)
0 0 0 -1,081 -1,081 -1,081 -1,081 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 98.6 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 14 18 14
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 360,800
COMMITMENTS
48,790 16,610 66,906 205,112 244,327 320,807 327,842 39,992 32,958
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 491)
2,528 -4,212 3,997 -6,926 -374 -401 -589 891 1,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 4.6 18.5 56.8 67.7 88.9 90.9 11.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
41 29 50 64 74 130 134
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 85,083
COMMITMENTS
62 4,598 24,035 53,295 49,724 77,391 78,357 7,691 6,726
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -341)
-173 -1,203 -786 -698 24 -1,657 -1,965 1,317 1,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.4 28.2 62.6 58.4 91.0 92.1 9.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 5 7 13 13 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 21,108
COMMITMENTS
1,303 250 550 17,627 19,507 19,480 20,307 1,628 801
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -4,625)
-148 150 -250 -3,753 -4,556 -4,151 -4,656 -474 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.2 2.6 83.5 92.4 92.3 96.2 7.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 4 4 45 41 51 48
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,035
COMMITMENTS
930 2,700 75 18,395 16,250 19,400 19,025 1,635 2,010
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -3,006)
-110 -50 0 -2,966 -3,056 -3,076 -3,106 70 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 12.8 0.4 87.4 77.3 92.2 90.4 7.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 1 23 20 26 23
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,544
COMMITMENTS
4,744 50 300 11,185 14,037 16,229 14,387 315 2,157
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -401)
-15 0 0 -461 -476 -476 -476 75 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 0.3 1.8 67.6 84.8 98.1 87.0 1.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 10 16 13 17
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 7,566
COMMITMENTS
0 0 0 6,890 7,356 6,890 7,356 676 210
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -215)
0 0 0 -165 -89 -165 -89 -50 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 97.2 91.1 97.2 8.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 15 14 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 909,535
COMMITMENTS
152,288 214,436 304,040 361,859 338,273 818,187 856,750 91,348 52,786
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 19,250)
5,157 -767 6,143 3,140 8,794 14,440 14,170 4,810 5,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 23.6 33.4 39.8 37.2 90.0 94.2 10.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
80 90 122 81 72 240 213
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,443
COMMITMENTS
1,103 0 2,258 65,416 66,228 68,777 68,486 6,666 6,957
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -3,892)
584 -25 -297 -4,030 -5,171 -3,743 -5,493 -149 1,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 3.0 86.7 87.8 91.2 90.8 8.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 3 20 20 23 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,961
COMMITMENTS
2,114 0 400 49,709 46,245 52,223 46,645 13,738 19,316
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -4,437)
-306 0 -186 -8,256 -10,009 -8,748 -10,195 4,311 5,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.6 75.4 70.1 79.2 70.7 20.8 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 20 21 22 22
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,145
COMMITMENTS
0 0 0 66,201 74,935 66,201 74,935 14,944 6,210
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -4,654)
0 0 0 -10,038 -4,984 -10,038 -4,984 5,384 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 81.6 92.3 81.6 92.3 18.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 21 19 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,324
COMMITMENTS
0 3,877 4,175 69,733 71,639 73,908 79,691 11,416 5,633
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -4,778)
0 1,426 -216 -8,479 -5,721 -8,695 -4,511 3,917 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 4.9 81.7 84.0 86.6 93.4 13.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 3 22 21 25 24
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,064
COMMITMENTS
0 10,809 5,421 91,999 81,709 97,420 97,939 8,644 8,125
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -6,802)
-399 1,311 -475 -8,444 -7,099 -9,318 -6,263 2,516 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.2 5.1 86.7 77.0 91.9 92.3 8.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 2 16 24 18 27
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,910
COMMITMENTS
3,025 2,797 4,792 77,218 84,712 85,035 92,301 11,875 4,609
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -6,518)
976 752 -2,089 -8,314 -5,632 -9,427 -6,969 2,909 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.9 4.9 79.7 87.4 87.7 95.2 12.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 4 24 30 28 34
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,641,036
COMMITMENTS
53,684 116,624 514,075 1068419 1005720 1636178 1636419 4,858 4,617
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 35,074)
2,460 6,174 14,867 16,322 12,451 33,649 33,492 1,425 1,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 7.1 31.3 65.1 61.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
36 44 67 56 63 129 138
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,245
COMMITMENTS
2,480 3,020 0 99,821 95,144 102,301 98,164 3,944 8,081
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -18,132)
-4,092 -1,364 -496 -16,214 -20,762 -20,802 -22,622 2,670 4,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.8 0.0 94.0 89.6 96.3 92.4 3.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 17 15 18 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 221,755
COMMITMENTS
10,625 10,583 4,615 198,322 201,234 213,562 216,432 8,193 5,323
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -9,658)
-2,943 -1,484 179 -8,126 -7,358 -10,890 -8,663 1,232 -995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.8 2.1 89.4 90.7 96.3 97.6 3.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 1 4 37 38 44 42
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 144,156
COMMITMENTS
4,084 952 3,213 124,143 136,931 131,440 141,096 12,716 3,060
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -6,582)
481 155 -333 -6,668 -6,530 -6,520 -6,708 -62 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.7 2.2 86.1 95.0 91.2 97.9 8.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 2 29 27 32 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 251,130
COMMITMENTS
23,711 0 10,259 200,284 227,137 234,254 237,396 16,876 13,734
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -13,052)
4,344 0 -3,202 -13,457 -12,600 -12,315 -15,802 -737 2,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 4.1 79.8 90.4 93.3 94.5 6.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 4 34 36 38 40
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,910,014
COMMITMENTS
648,403 88,367 888,633 1338953 1913130 2875989 2890130 34,025 19,884
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -8,857)
-598 615 -22,029 6,477 5,196 -16,150 -16,218 7,293 7,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 3.0 30.5 46.0 65.7 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
38 23 55 103 102 168 160
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 947,811
COMMITMENTS
110,572 127,372 178,086 654,469 639,092 943,127 944,550 4,684 3,261
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 26,970)
430 -6,081 12,501 14,202 20,246 27,133 26,666 -163 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 13.4 18.8 69.1 67.4 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
31 17 36 42 42 84 84
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,850
COMMITMENTS
0 316 58 1,692 1,349 1,750 1,723 100 127
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -235)
0 -45 20 -313 -226 -293 -251 58 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.1 3.1 91.5 72.9 94.6 93.1 5.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 1 9 10 10 14
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 128,238
COMMITMENTS
1,637 1,486 2,308 123,160 124,229 127,105 128,023 1,133 215
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 1,518)
167 -58 -53 1,435 2,479 1,549 2,369 -31 -851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.2 1.8 96.0 96.9 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 4 5 34 33 39 38
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,581
COMMITMENTS
0 44 0 7,261 7,473 7,261 7,517 320 64
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 56)
0 0 0 98 98 98 98 -42 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 95.8 98.6 95.8 99.2 4.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 12 13 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,655
COMMITMENTS
621 0 561 23,350 23,448 24,531 24,008 1,124 1,647
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 189)
9 -1 3 230 -24 241 -22 -52 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 2.2 91.0 91.4 95.6 93.6 4.4 6.4
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 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,784
COMMITMENTS
0 752 582 28,866 29,590 29,448 30,924 2,336 860
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 73)
0 90 0 -634 -609 -634 -519 707 592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 1.8 90.8 93.1 92.7 97.3 7.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 22 22 24 24
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,022
COMMITMENTS
772 0 0 11,152 11,902 11,924 11,902 1,098 1,120
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -294)
-24 0 0 -320 -408 -344 -408 50 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 85.6 91.4 91.6 91.4 8.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 20 17 22 17
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,605
COMMITMENTS
0 0 0 39,574 40,159 39,575 40,159 1,030 446
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -33)
-0 0 0 85 125 85 125 -118 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 98.9 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 23 22 23
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| 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: 12,604
COMMITMENTS
0 0 0 12,056 12,226 12,056 12,226 548 378
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -544)
0 0 0 -556 -524 -556 -524 12 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 97.0 95.7 97.0 4.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 20 23 20
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 20,323
COMMITMENTS
0 1,114 0 20,154 19,040 20,154 20,154 169 169
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -1,743)
0 -126 0 -1,722 -1,596 -1,722 -1,722 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 0.0 99.2 93.7 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 14 8 14 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 90,695
COMMITMENTS
0 5,905 0 90,695 84,790 90,695 90,695 0 0
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -5,061)
0 -420 0 -5,061 -4,641 -5,061 -5,061 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.0 100.0 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 15 14 15 16
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,503,650
COMMITMENTS
0 77,760 0 1503650 1425890 1503650 1503650 0 0
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -68,352)
0 -3,840 0 -68,352 -64,512 -68,352 -68,352 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 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 141,991
COMMITMENTS
7,019 0 0 134,972 141,025 141,991 141,025 0 966
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -8,696)
-1,071 0 0 -7,625 -8,712 -8,696 -8,712 0 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 95.1 99.3 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 0 19 28 22 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,132,978
COMMITMENTS
111,928 0 0 2021050 2132978 2132978 2132978 0 0
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -83,328)
3,536 0 0 -86,864 -83,328 -83,328 -83,328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.0 94.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 0 17 21 20 21
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 45,197
COMMITMENTS
80 3,090 0 45,053 41,639 45,133 44,729 64 468
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -3,591)
42 -105 -42 -3,570 -3,423 -3,570 -3,570 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.8 0.0 99.7 92.1 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 17 14 18 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 47,837
COMMITMENTS
1,312 0 110 46,415 47,727 47,837 47,837 0 0
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 40)
22 -210 0 18 250 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.2 97.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 24 25 26 26
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 833,268
COMMITMENTS
28,303 23,400 1,152 803,813 808,716 833,268 833,268 0 0
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 22,103)
1,152 0 -1,152 22,103 23,255 22,103 22,103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.8 0.1 96.5 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 21 21 23 23
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,724
COMMITMENTS
330 84 20 17,860 18,414 18,210 18,518 514 206
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -2,412)
54 0 -54 -2,369 -2,378 -2,369 -2,432 -43 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.4 0.1 95.4 98.3 97.3 98.9 2.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 29 34 30 36
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,741
COMMITMENTS
310 0 0 7,948 8,216 8,258 8,216 483 525
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -755)
-27 0 0 -681 -834 -708 -834 -47 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 90.9 94.0 94.5 94.0 5.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 22 20 23 20
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,224
COMMITMENTS
280 0 160 12,518 13,014 12,958 13,174 266 50
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -1,649)
-10 0 25 -1,613 -1,634 -1,598 -1,609 -51 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 1.2 94.7 98.4 98.0 99.6 2.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 21 18 22 19
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,522
COMMITMENTS
0 430 184 8,996 8,652 9,180 9,266 342 256
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 641)
0 200 -156 1,699 1,291 1,543 1,335 -902 -694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 1.9 94.5 90.9 96.4 97.3 3.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 27 25 28 26
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,089
COMMITMENTS
0 60 60 3,654 3,713 3,714 3,833 375 256
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -34)
0 -140 -20 -134 101 -154 -59 120 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 1.5 89.4 90.8 90.8 93.7 9.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 17 16 18 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,903,926
COMMITMENTS
234,594 104,154 979,905 1575375 1700758 2789874 2784817 114,052 119,109
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 113,581)
3,983 -3,557 28,714 53,530 45,394 86,226 70,551 27,355 43,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 3.6 33.7 54.2 58.6 96.1 95.9 3.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
151 97 187 90 100 324 307
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,308
COMMITMENTS
4,939 24,308 20,260 65,527 46,728 90,726 91,296 2,582 2,013
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -2,044)
196 -1,068 -386 -1,881 -557 -2,071 -2,011 27 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 26.1 21.7 70.2 50.1 97.2 97.8 2.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 6 13 16 20 29 33
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 210,853
COMMITMENTS
35,149 35,364 893 137,591 129,427 173,633 165,684 37,220 45,169
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -5,825)
287 658 236 -7,329 -5,987 -6,806 -5,093 981 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 16.8 0.4 65.3 61.4 82.3 78.6 17.7 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 4 26 26 31 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 200,244
COMMITMENTS
32,481 10,643 48,302 116,198 138,738 196,981 197,683 3,264 2,561
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 7,610)
4,024 -306 1,216 2,609 6,891 7,849 7,801 -240 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 5.3 24.1 58.0 69.3 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
29 15 38 30 30 73 70
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 599,822
COMMITMENTS
43,390 2,639 73,639 458,059 502,134 575,087 578,411 24,735 21,411
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 450)
154 41 1,356 -1,425 -1,142 84 255 366 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.4 12.3 76.4 83.7 95.9 96.4 4.1 3.6
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 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,475
COMMITMENTS
152 2,030 200 68,818 67,565 69,170 69,795 1,305 680
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -9,892)
0 220 -195 -9,492 -9,812 -9,687 -9,787 -205 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.9 0.3 97.6 95.9 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 6 3 45 51 50 57
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 173,898
COMMITMENTS
20,270 43,864 13,761 134,142 107,085 168,173 164,710 5,725 9,188
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 2,448)
1,275 -2,185 1,804 -203 1,948 2,876 1,567 -428 881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 25.2 7.9 77.1 61.6 96.7 94.7 3.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 17 18 25 25 46 46
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,273
COMMITMENTS
2,493 3,525 2,326 32,580 32,675 37,399 38,526 3,874 2,747
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -185)
403 0 -694 725 1,740 434 1,046 -619 -1,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 8.5 5.6 78.9 79.2 90.6 93.3 9.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 6 15 16 22 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 105,508
COMMITMENTS
4,755 2,001 1,645 68,924 78,112 75,324 81,758 30,184 23,750
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -3,641)
-168 136 0 -8,934 -3,251 -9,102 -3,115 5,461 -526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.9 1.6 65.3 74.0 71.4 77.5 28.6 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 20 20 23 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,613
COMMITMENTS
0 1,368 0 39,418 37,843 39,418 39,211 195 402
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -3,485)
-400 -60 0 -3,070 -3,725 -3,470 -3,785 -15 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 99.5 95.5 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 3 0 26 37 26 40
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,223
COMMITMENTS
13,850 2,493 65 4,278 18,024 18,193 20,582 3,030 641
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 1,129)
813 11 0 -216 802 597 813 532 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.3 11.7 0.3 20.2 84.9 85.7 97.0 14.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
82 15 1 14 29 97 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 29,743
COMMITMENTS
19,956 2,001 34 4,844 26,597 24,834 28,632 4,909 1,111
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 1,152)
699 115 -306 8 1,101 401 910 751 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.1 6.7 0.1 16.3 89.4 83.5 96.3 16.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
82 12 2 15 30 99 42
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 217,381
COMMITMENTS
50,202 14,206 23,604 127,917 163,044 201,723 200,854 15,658 16,527
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 3,562)
6,593 -1,039 1,730 -7,253 1,004 1,071 1,694 2,491 1,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 6.5 10.9 58.8 75.0 92.8 92.4 7.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
47 26 34 71 83 135 128
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,702
COMMITMENTS
1,124 0 285 14,620 14,212 16,029 14,497 4,673 6,205
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -2,280)
-232 0 -43 -2,020 -3,856 -2,295 -3,899 15 1,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 1.4 70.6 68.7 77.4 70.0 22.6 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 13 15 15 17
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,766
COMMITMENTS
2,004 100 50 6,217 8,048 8,271 8,198 495 568
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -2,655)
-100 50 -100 -2,267 -2,367 -2,467 -2,417 -188 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 1.1 0.6 70.9 91.8 94.4 93.5 5.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 1 24 33 29 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,635
COMMITMENTS
2,720 180 60 32,717 36,330 35,497 36,570 1,138 65
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -2,951)
-200 180 0 -2,715 -3,190 -2,915 -3,010 -36 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.5 0.2 89.3 99.2 96.9 99.8 3.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 1 33 28 36 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,875
COMMITMENTS
915 0 0 17,750 17,615 18,665 17,615 210 1,260
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -4,006)
195 0 -195 -2,456 -3,746 -2,456 -3,941 -1,550 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 94.0 93.3 98.9 93.3 1.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 25 16 27 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,096
COMMITMENTS
100 50 0 12,996 12,746 13,096 12,796 0 300
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -3,735)
0 -50 0 -3,735 -3,685 -3,735 -3,735 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.4 0.0 99.2 97.3 100.0 97.7 0.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 0 24 26 25 27
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,848
COMMITMENTS
372 121 0 2,245 2,784 2,617 2,905 1,231 943
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -543)
-28 -99 0 -555 -677 -583 -776 40 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 3.1 0.0 58.3 72.3 68.0 75.5 32.0 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 15 15 17 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,486
COMMITMENTS
300 0 0 13,851 14,486 14,151 14,486 335 0
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -2,669)
0 0 0 -2,597 -2,639 -2,597 -2,639 -72 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 95.6 100.0 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 23 18 24 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,581
COMMITMENTS
2,407 358 0 15,830 18,038 18,237 18,396 344 185
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -2,407)
-113 -356 -82 -2,108 -1,827 -2,303 -2,265 -104 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 1.9 0.0 85.2 97.1 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 0 26 31 30 32
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,874
COMMITMENTS
495 267 18 8,039 8,280 8,552 8,565 322 309
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -991)
244 -90 -1 -1,286 -977 -1,043 -1,068 52 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.0 0.2 90.6 93.3 96.4 96.5 3.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 21 18 22 20
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,309
COMMITMENTS
10,507 270 2,571 39,252 51,682 52,330 54,523 2,979 786
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -1,812)
-29 0 439 -2,254 -2,152 -1,844 -1,713 32 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 0.5 4.6 71.0 93.4 94.6 98.6 5.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 1 3 31 34 39 38
Updated October 9, 2008